Quote from palinuro:
Here's the cleaned up NT ergodic code I've been using.
If you find it useful, two requests:
Post any improvements, modifications, etc.
Contribute to the discussion of actual tades and trading techniques using this method, or variants thereof. (This was the op's intent, not a discussion of the validity of the method.)
- palinuro
Here's my chart on top of your chart.
Conclusion:
Your histogram is closer to the charts posted by Prof. (My formulas are more off than yours, for some reason, although I got them from Proflogic's code in easylanguage). I'm investigating this further.
My ERG is closer to the charts posted by Prof. (Your formulas are more off than mine).
Therefore, I'm going to grab the best of each and make a new piece of code. I'll send it to you after I'm done or maybe even post it if I really feel generous with the insulting freeloaders at the time...
JW