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Re: Playing with the VMAR`s open research
Trend following.
This is a slightly different topic from the others.
There are some options to control how closely the VMA base line sticks to the trending prices.
Close in with the price gives maximum detail in the base line, is that detail wanted or a nuisance?
A slight gap between the VMA line and the price line occurs when you slow down the VMA by using more bars in the minimum sample size. This gives a smoother line when trending, easier on the eye but also means the Base line lags behind the price more, Good news or bad news?
Which trend following performance works best for trading?
Yellow (fastest), Blue (bit slower) or magenta (too slow)?
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