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Originally Posted by Scrat
yes, i know, i read his book. that's why i'm trying to experiment new things, i'm not completely satisfied with his explanations. by the way, have you ever thought about looking at a non-linear regression smooth curve +/- 2 standard deviations? same principle as bollinger bands, different averaging method...
try with a polinomial regression instead of a SMA.
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I don't remember right now. But I have tried BB based on Jurik MA, and always, I fall into the classics again and again and again.