I'm not sure what you mean with baked in to the DNA. An example for a self organizing process is the symmetric pattern of a snowflake. An overview...
You're right of course: not the noise, but the signal-to-noise ratio can become worse. The absolute noise, i.e. the high frequencies in the price...
Today we'll learn how to improve a strategy's performance with optimization. That basically means that some essential strategy parameters are...
Yes, all functions that manipulate the frequency spectrum of the signal add more or less noise. This is also true for normal MAs without zero lag.
Yes. The source code for the traditional indicators can be found on Mario Fortier's website, the source of the advanced indicators is in the...
You must save the script into the Strategy folder under a name like "myfirstscript3.c" (don't forget the ".c"), and then select "myfirstscript3"...
It doesn't look as if that mob would give a rat's ass about how many lives the US Government took. If they cared about any taken lives, they had...
By the way, there are many alternative functions with low lag - you might try them too. This is the Zero-Lag MA by John Ehlers: // Zero-lag...
Automated Trading Course: Part 1 - Programming: http://www.elitetrader.com/vb/showthread.php?s=&threadid=248926 Part 2 - Writing...
You have misunderstood this. Of course almost every noted scientist in the field doubts that life could have happened by random chance because it...
Well, you're a programmer too and are not sure, or are you? I can also only compare your code with mine. Not even God can see at a first glance...
Back to work. Alice had written the following script for a counter trend strategy: function run() { BarPeriod = 240; // 4 hour bars //...
I'm not sure that the Java code is correct, at least it calculates the function in a different way with a loop. The correct way would be to shift...
Luckyputanski: I do not necessarily swear by the Lowpass filter, which is by the way not my idea, but goes back to Ehlers. I'm saying that due to...
Luckyputanski: I'm also not using Excel often, so there may be problems that I don't see. For checking if your lowpass filter was correctly...
The period was 2008 to 2011, just the same as for the other tests. - May I make a suggestion? This course is more about how to convert a trade...
The second part of the automated trading course starts here: http://www.elitetrader.com/vb/showthread.php?s=&threadid=249314
In the next lesson we'll look into how to optimize a strategy and use better test methods. Bob got a new trade idea: Bob: Last month I ran into...
This has nothing to do with the market. You can not use the same time periods for hourly and daily bars, as the system would then trigger only 3...
This would be the result of this system with SMA 260: [IMG] An SMA with a fixed period can normally not generate a consistent profitable...
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