Closed Palladium with loss -1.3k Account Value 178k
Opened long UsdChf @ 0.9377 Account Value 175k
Opened short EurUsd @ 1.2979 Opened long Platinum @ 1640 Account Value 183k
Opened short EurJpy @ 101.48 Account Value 182k
Closed long Oil with loss -5k Opened long Palladium @ 674.30 Account Value 182k
Opened long Copper @ 3.7903 Account Value 189k
Closed short Rice with loss -3.8k Closed short EurUsd with loss -4.4k Closed short EurJpy with profit +3k Closed long UsdChf with loss -2.8k...
I replaced sma260 with this and results are pathetic.
So, as a programmer, you cannot answer whether my code is correct?
JCL, you stated many times in other threads that this low pass filter is better than SMA. I'm using SMA at the moment, but I would love to see...
That's the experience I have so far. But JCL swears by his low pass filter, so I'm trying to see if it's me doing something wrong, or is it......
Let's keep this thread on track - I'm trying hard to see advantage of JCL's low pass filter over SMA, first.
Ok, let's forget excel for now. Below is code in Java (for some reason I can't post code on this forum). Length is 1000, Index is an iterator...
Now, this is probably the most interesting post in this thread.
Ok, we getting somewhere with this thread, but it's painfully slow. I asked in the first post if I calculate LP correctly. Formula from the...
Yes, SMA is a low pass filter too. That's I'm looking to replace SMA with filter posted by jcl, but so far I can't see any advantage.
Whether SMA or LP is a trading system or not, is another story. JCL claims that low pass is much more effective than SMA and that's what I'm...
I'm trying to compare effectiveness of simple moving average with low pass filter suggested by jcl. Code for his low pass filter: var...
What period? I've tested silver since 2010/05/25 and both sma and low pass make no significant profit.
The chart I posted before was daily sp500 (sma 260 vs low pass filter). Below is daily silver, sma260 vs low pass. Virtually the same. Can you...
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