"Trading is statistics and time series analysis." This blog details my progress in developing a systematic trading system for use on the futures and forex markets, with discussion of the various indicators and other inputs used in the creation of the system. Also discussed are some of the issues/problems encountered during this development process. Within the blog posts there are links to other web pages that are/have been useful to me.
Monday 6 September 2010
Highpass filter added
From the same source as indicated in the previous post I have now also added a compiled .oct function for a highpass filter and its adaptive Fisher transformation. Again this indicator is to be used when prices are determined to be cyclic in nature to help identify turning points.
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