Micro ACD Method

Accumulation of informations regarding the trendfollowing trading system ACD developed by Mark Fisher.

Friday, October 28, 2005

A's & C's

Euro = 10/12.5 --- Cad 7/7 --- Chf 11/22 --- Jpy 8/15 --- I think 10/15% works too.

#600
We are not 100% sure how Mark calculates A and CI took a trial subscription to their web site, and what is clear to me is that the A and C are actually not that important in quantum.We (Charlie and I) have agreed on a calculationwe use which is 10% of the higher of the 10 or 30 day ATR for A, and 15% for CUse ours or choose your own, but once you do Stick to it.

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http://www.trade2win.com/boards/showthread.php?p=199263#post199263post199263
For Forex, A and C figures given recently on Mark B. Fisher's website include:-USD/CHF: A = 11 pips, C = 22
pipsEUR/USD: A = 10 pips, C = 12.5 pipsUSD/JPY: A = 8 pips, C = 15 pipsUSD/CAD A = 7 pips, C = 7 pips
MarkB. Fisher has also been quoted as saying that for Forex trading with his ACD system, you can in general take 10% of the ATR(10) for the A figure, and 15% of the ATR(10) for the C figure, and that this "system" will be about as reliable as any other way of working it out.
#605The true range is the highest of the difference between the previous days close and todays low, the previous days close and todays high, todays high and todays low.That gives you the true range for the current day (at the end of the day)You then need to take the average of the last 10 days and the last 30 days.The important thing about the ATR though is that it takes volatility into account, which will avoid whipsaws (hopefully)#1246I decided to take 10% of the daily ATR(14), which by coincidence matched up with the Daily Pivot differential(page 38). As for pivots I use 3pm-3pm on the dailys.