"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.
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Tuesday, 21 September 2010
Recent coding work
Have been working on the various .oct compiled functions and am happy to say that the work on MC re-optimisation of .oct functions for ucl & lcl for price, cybercycle, fisher transformed cybercycle, cybercylce relative to price bars and fisher transformed highpass filter has now been completed and the "to do page" updated accordingly.
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