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 ?
2Means 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 matricesionone 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
Re: Best way to "glue" a curve to the price ?
3Sorry I thought u meant equity curveYeshuaYoke 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
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