mcquak's Blog

Avatar

Currency Strength Meter - saga continues

Some time ago I posted an blog post about my working on Currency Strength Meter . The meter was based on rolling of cumulative sums of currency returns. While it seemed to be a good tool for discretionary traders and so it seemed to be a good idea for automation, but hundreds of hours of prototyping and back testing turned out it's competently useless for automation.
Hence I've come with another idea of currency strength which simply measure real-time slopes of currencies and checking when slope…
Czytaj więcej
Przetłumacz na Angielski Pokaż oryginał
lubZostaw komentarz
Avatar

Currency Strength Meter - working protoype in R

Hello fellow traders,
in recent months I've been working on prototype around currency strength methodology. I've got working prototype written in R so far and now I'm about to coding in Java to deliver some automation around it. Keep your fingers crossed please, I'll keep you informed about further progress (... to be continued)
Czytaj więcej
Przetłumacz na Angielski Pokaż oryginał
lubZostaw komentarz