|
no
esperienza
|
1
prodotti
|
0
versioni demo
|
|
0
lavori
|
0
segnali
|
0
iscritti
|
Amici
Aggiungi amici tramite il loro profilo o la ricerca utente e sarai in grado di vedere se sono online
Ryan Paul Kennedy
Prodotto pubblicato
KAB: A Better Baseline. Retail traders tend to "experiment" with tweaking lookback periods manually, repeatedly, until they curve-fit. Instead of cycling EMA(20), EMA(21), EMA(22), we can use KAB. Unlike moving averages (SMA, EMA, WMA, etc.) that are static, and more complex ones (Hull, T3) that are parameter driven, KAB is volatility-aware. The ratio of ATRs (the volatility of volatility) drives the adaptive smoothing gain. Result: stable during chaos, responsive during drift. Most adaptive