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Best way to "glue" a curve to the price ?

Posted: Wed Apr 22, 2020 6:48 pm
by ionone
sometimes if got data that is drawn in a separate window but i'd like to have it "on price"

what is the best way to "glue" any curve to the price ? without affecting too much the original signal ?

the best way i've found yet is to add a small fraction (like 0.05) of "price minus signal" at each new bar : it will slowly move the curve towards the price action
but it's not optimal

are there better ways to do so ?

thanks a lot

Jeff

Re: Best way to "glue" a curve to the price ?

Posted: Wed Apr 22, 2020 7:53 pm
by YeshuaYoke
ionone wrote: Wed Apr 22, 2020 6:48 pm sometimes if got data that is drawn in a separate window but i'd like to have it "on price"

what is the best way to "glue" any curve to the price ? without affecting too much the original signal ?

the best way i've found yet is to add a small fraction (like 0.05) of "price minus signal" at each new bar : it will slowly move the curve towards the price action
but it's not optimal

are there better ways to do so ?

thanks a lot

Jeff
Means your probably using someone else's IP coz if it was all yours from the start and scratch you would know to glue the curve you would increase trades per signal. Or include inchain delambert..also Ur suggestion is true but also drawdowns are fixed to the data set matrices

Re: Best way to "glue" a curve to the price ?

Posted: Thu Apr 23, 2020 4:31 pm
by YeshuaYoke
YeshuaYoke wrote: Wed Apr 22, 2020 7:53 pm

Means your probably using someone else's IP coz if it was all yours from the start and scratch you would know to glue the curve you would increase trades per signal. Or include inchain delambert..also Ur suggestion is true but also drawdowns are fixed to the data set matrices
Sorry I thought u meant equity curve