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구독자
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친구
프로필 또는 사용자 검색을 통해 친구를 추가하면 친구가 온라인 상태인지 확인할 수 있습니다
Ryan Paul Kennedy
출시돈 제품
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