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ls7550

11/25/08 1:46 PM

#28977 RE: lionhead0 #28976

Hi Tim.

Must admit that the LR's are a good tool and very useful for Ladder.

The AFL that I've got for AmiBroker only draws the five lines. I intend to have a look at expanding the code out to a wider range of lines as per your examples.

How did you proportion those lines? (I just plugged in 2 and 3 standard deviations in my twisted example :)

Best. Clive.
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Firebird400

11/25/08 3:22 PM

#28978 RE: lionhead0 #28976

Hi Tim, Laddering
I've stepped aside here recently, but I'm about to rejoin this market. You are a smart man. Laddering yields great results. Ken
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lionhead0

11/25/08 6:56 PM

#28987 RE: lionhead0 #28976

Hi Clive, Re: Laddering II

Here's the EOD chart to the one I posted this morning. Note the changes to the LRS as the day passed. Since the market is fractal, you can think of this chart as a daily or weekly chart and project the same effect over a longer time span.

As the market expands or contracts, the ladder follows its movement readjusting the rungs, median, and upper/lower ranges. This dynamic capability is then inputted directly into the ladder spreadsheet for an ever optimum level of cash reserve. "Bumpers" can be added for a margin of safety at extremes.



User input is minimized if desired as the LRS refreshes itself every day, week, month.

Best, Tim