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Stocks & Commodities V. 42:07 (814, 51): Taming The Effects Of Whipsaw Part 2 by Richard Poster, PhD
Stocks & Commodities V. 42:07 (814, 51): Taming The Effects Of Whipsaw Part 2 by Richard Poster, PhD
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Taming The Effects Of Whipsaw Part 2 by Richard Poster, PhD
Last time in part 1, we presented a filter to help protect your trend-following strategy against whipsaws. This time, we show how to include the effects of volatility to further improve filtering effectiveness and trading performance.
In my article in the March 2024 issue of this magazine, I explored the behavior of whipsaw data and showed how a whipsaw filter can be developed that reduces false entry signals ...
Last time in part 1, we presented a filter to help protect your trend-following strategy against whipsaws. This time, we show how to include the effects of volatility to further improve filtering effectiveness and trading performance.
In my article in the March 2024 issue of this magazine, I explored the behavior of whipsaw data and showed how a whipsaw filter can be developed that reduces false entry signals ...
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