Rank: Newbie
Groups: Registered, Registered Users
Joined: 3/25/2006(UTC)
Posts: 1
Location: Italy
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I am looking for an "Adaptive Engine". that is a formula that reflects the market status (i.e. high vs low volatility) and can be utilised to adjust the length parameter of a formula (i.e. nr of days of a moving average. Longer during high volatility and shorter for low volatility).
:?:
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