Has anyone tried using an adaptive length calculation so that lengths used in indicators vary based on volatility ?
In other words for instance, the input lengths for a MACD indicator could be 21 and 7. When the volatility is above average, then the lengths could change to 18 and 6...and then above 21 and 7 when volatility is below average.
Of course, picking the best volatility indicator is paramount towards making this approach feasible.