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Alpha-beta trend following system Version II, tuning for performance by Anthony W. Warren Ph.D.
ARTICLE SYNOPSIS...Alpha-beta trend following system
Version II, tuning for performance
by Anthony W. Warren Ph.D.
Several years ago, I published the alpha-beta trend following method in Technical Analysis of Stocks &
Commodities. Although similar in concept to the c
AUTHOR: Anthony W. Warren, Ph.D.DATE: APR 1989
Alpha-beta trend-following revisited by Anthony W. Warren, Ph.D.
ARTICLE SYNOPSIS...Alpha-beta trend-following revisited by Anthony W. Warren, Ph.D.
In the June and December 1985 issues of Technical Analysis of Stocks & Commodities magazine, I
presented a new method for trend-following based on the use of alpha-beta filtering for trade
AUTHOR: Anthony W. Warren, Ph.D.DATE: DEC 1986
AUTHOR: Anthony W. Warren, Ph.D.DATE: DEC 1985
SIDEBAR: Alpha-beta, Version II
ARTICLE SYNOPSIS...Alpha-beta, Version II
This generic QuickBASIC routine for computing alpha-beta trend channels and trading filters assumes
that you already have a means of inputing historical time series data into an appropriately dimensioned
array X(M,N), where M >
AUTHOR: Technical Analysis, Inc.DATE: APR 1989