Im watching this and its literaly creating micro traps without time and sales moving or any orders going through. Is this what algo is doing? creating flat line to make traders nervous and then creating a fast move down to trigger a selloff and then buy back again? Where can i learn more about how algos are programmed and strategies they use? Or how they work in general?
Code: import numpy as np sigma=.2 r=.043 atmK=32. d=45 N=252 alpha = lambda N: N/2*sigma * np.log(N*r) * (( r**2* 1/r ) - (r**atmK * r**-(atmK-1))) * np.sqrt(d/360.)
Here's a corrected and simplified version: import numpy as np # Define the constants sigma = 0.2 r = 0.043 atmK = 32.0 d = 45 N = 252 # Define the alpha function alpha = lambda N: (N / 2) * sigma * np.log(N * r) * r * np.sqrt(d / 360.) # Example usage result = alpha(N) print(result)
been real good for me is all i know. this is it's comments about your code Lambda Function Structure: The function alpha should return a valid numerical result, but the expression inside contains several questionable elements: N/2*sigma should be fine. np.log(N*r) might lead to problems if N*r <= 0, so ensure N*r > 0. Expressions like r**2*1/r are overly complex and reduce to just r, so simplifying them is beneficial. Simplification: r**2 * (1/r) is equivalent to r. r**atmK * r**-(atmK-1) simplifies to r.
The simplification part is what makes my alpha lambda always return 0 no matter what values are set. Code: (( r**2* 1/r ) - (r**atmK * r**-(atmK-1))) = 0
I blocked a few people recently. About to block some more. Every post i make is bunch of random shit that i didnt even ask
You can go to programtrading.com to read about US listed market algos, or you can check out mrtopstep.com or you can go check out something like Nanex, LLC and its founder. Each one is different. Traders on ET should know this stuff, but they don't.