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> Kaufman Adaptive Ma Slope
richnx77
post Jan 29 2007, 09:51 PM
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The Kaufman Adaptive MA Slope uses the KAMA indicator and gives a good view for trading live. It includes the KAMA period, fast and slow constants, slope periods (which smooths out by using data from previous bars), and lines for setting triggers for trading.

I have included a screen of 15 min GBP US.

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Attached File  KAMASlope.vtscr ( 1.04k ) Number of downloads: 667
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jcd
post Jan 31 2007, 03:56 PM
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Hi richnx77,

It seems that you have a lot of experience testing trading systems and indicators. I am an engineer and created a back testing system that back test any strategy from 2000 to 2007 (2000 and 2001 are not good years because the available data is not really reliable, but it mostly depends on the currency pair). I don't know if you have done something similar, but if you haven't and you are interested we can work together to test the strategies that you have seen more promising.

What strategies would you recommend me to start back testing?
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richnx77
post Jan 31 2007, 09:39 PM
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Since you did not mention how you will test it I assume it will be manual trading using a system like the KAMA Slope here. I like it because it follows trends well with little delay, yet exits trades when they reverse. I have a screen of the slope and the enclosed AMA that should give good results. The KAMA and the AMA are similar in coding.


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Attached File  Adaptive_MA.vtscr ( 912bytes ) Number of downloads: 414
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jcd
post Feb 2 2007, 07:38 AM
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The back testing is a Java Application that has a database of all the historic data available. The idea is to test automatic trading strategies. I was not being specific to the KAMA or AMA but rather suggesting to back test any automated strategy. In order to test them I would have to code the conditions in Java. Maybe we could open a new topic for this.
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Bemac
post Feb 2 2007, 07:37 PM
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QUOTE(jcd @ Feb 2 2007, 03:38 AM) *

The back testing is a Java Application that has a database of all the historic data available. The idea is to test automatic trading strategies. I was not being specific to the KAMA or AMA but rather suggesting to back test any automated strategy. In order to test them I would have to code the conditions in Java. Maybe we could open a new topic for this.


Interesting Concept and (IMG:style_emoticons/default/sad.gif) if I am butting in on the thread.

Can I ask...

How far back does your Historic Data go?


@ what resolution?


Can I also ask, will you be applying different params to the TS in attempt to Improve it?


Do you have the ability to Truncate the test Data, say, on Dec 31 2005? {In other words, Only backtest from Before Dec 2005, through Dec 2005.}


Are you open to the idea of testing other TS? {I know you said "any", but not sure if you meant all 'Your Others'}
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jcd
post Feb 3 2007, 09:15 AM
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I started a new topic just for the Back testing. I think I answered all of your questions. The name of the topic is: Back testing of Automated Trading Strategies
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