[amibroker] Adding Noise and Testing Indicators

2010-08-11 Thread toddk63
bump --- In amibroker@yahoogroups.com, toddk63 todd...@... wrote: I plan to add noise to my data using Howard Bandy's methods outlined in Quantitative Trading Systems. I will add noise to Open, High, Low and Close arrays. The system I am testing uses the following indicators that takes

Re: [amibroker] Adding Noise and Testing Indicators

2010-08-11 Thread Tomasz Janeczko
Hello, Simply modify OHLC arrays: noise = 1 + 0.01 * ( -0.5 + mtRandomA() ); // generate -0.5...+0.5% noise O *= noise; C *= noise; H*= noise ; L*= noise After that all functions will use modified OHLC (with noise) Best regards, Tomasz Janeczko amibroker.com On 2010-08-11 15:32, toddk63

[amibroker] Adding Noise and Testing Indicators

2010-08-09 Thread toddk63
I plan to add noise to my data using Howard Bandy's methods outlined in Quantitative Trading Systems. I will add noise to Open, High, Low and Close arrays. The system I am testing uses the following indicators that takes its array (OHLC) directly from the data set: RSI, ATR, ADX, PDI, and