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DownloadAlpha-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
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 >
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