@article {RID:0909150650395-6, title = {Dynamic calibration of price-trend parameters for commodity futures trading}, journal = {Journal of the Operational Research Society}, volume = {45}, number = {8}, year = {1994}, pages = {867-877}, author = {Jos{\'e} Ant{\'o}nio Sarsfield Cabral and R. C. Guimaraes} }