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
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
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
