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    Programming question regarding mean-reversion trade filtering

    Thank you, Arti, for that inspiring suggestion. You've touched on something I had not even considered. I could have the strategy reference a different time series when it sees the flush setting up. I'll have a look at this idea over the next few days. Thank you again for the inspiration! -PD
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    Programming question regarding mean-reversion trade filtering

    Thanks for your reply tom. I appreciate it. "Easier" is not actually what I'm focusing on at the moment. I'm focusing on a certain "edge," and sometimes that's actually "harder." About a year ago, quite by accident, as I was fiddling with the math of two very common "indicators," and one of...
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    Programming question regarding mean-reversion trade filtering

    Very well-stated. The core around which my system is built consists of modified versions of two popular oscillators for this very reason. I'm curious as to why you specifically pointed out the two John Ehlers oscillators you've mentioned. Was there something specific about these particular...
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    Programming question regarding mean-reversion trade filtering

    Hello dratsum, and thank you for your reply and for your great recommendation regarding pseudo-coding the idea to assist with brainstorming the final result. This is very good advice, not only for me, but for anyone wishing to convert ideas into executable code. I've got (as you've so clearly...
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    Programming question regarding mean-reversion trade filtering

    Hello all... I'm wondering if anyone here has come up with an elegant solution for filtering out unwanted trades in a mean-reversion automated strategy. For example, I use 6 range bars in my trading. I'm in the process of developing an automated strategy around them. One thing I'm having...
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