Search found 4 matches

by Locust
06 Jan 2011
Forum: User Contributed Studies and Indicator Library
Topic: Found this ela Strategy in a book and can not compile it.
Replies: 7
Views: 3275

Re: Found this ela Strategy in a book and can not compile it

That was meant to be function b.
I just see, there is no result. Adding to the end of the code
LOCGetShareFunc=RiskShares;
Does not change the compiling issue.

Locust.
by Locust
06 Jan 2011
Forum: User Contributed Studies and Indicator Library
Topic: Found this ela Strategy in a book and can not compile it.
Replies: 7
Views: 3275

Re: Found this ela Strategy in a book and can not compile it

I found it in : " Professional Stock Trading: System Design and Automation" by Conway. The function are meant to a.) calculate the volatility and b.) calculate how many share to trade The strategy is a basic pair-trader, based on a correlation-band. Function a.) Inputs: Lenght(Numeric); variables: D...
by Locust
06 Jan 2011
Forum: User Contributed Studies and Indicator Library
Topic: Found this ela Strategy in a book and can not compile it.
Replies: 7
Views: 3275

Found this ela Strategy in a book and can not compile it.

Produces the error, expecting bars. Strategy: Inputs: Price1(Close of data3), Price2(Close of data4), StandartDev(1.5), Lenght(30), Equity(100000), RiskModel(3), RiskPercent(2.0), RiskATR(1.0),LogTrades(False),LogFile("Orders.txt"); Variables: N(0), HV1(0), HV2(0), CV(0), VolBand(0), VolConstant(0.0...

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