Register
Log In
Forums
Starting with Zorro
How to adapt Lowpass cutoff period to market conditions?
Forums
Calendar
Active Threads
Search
Forum Help
Gamestudio Links
► Features
► Download
► Online Manual
► Online Tutorial
► Free Resources
► F.A.Q.
Zorro Links
► Download
► Online Manual
► Online Tutorial
► Blog
► Support
► What's New?
Newest Posts
Zorro 2.70
by jcl. 09/29/25 09:24
Release 2.68 replacement of the .par format
by jcl. 09/29/25 09:21
optimize global parameters SOLVED
by dBc. 09/27/25 17:07
ZorroGPT
by TipmyPip. 09/27/25 10:05
best practice for futures historical data file organization
by purpledawn. 09/23/25 01:38
Discrepancy between Zorro and Visual Studio results
by dBc. 09/21/25 13:11
assetHistory one candle shift
by jcl. 09/21/25 11:36
Plugins update
by Grant. 09/17/25 16:28
AUM Magazine
Latest Screens
Who's Online Now
2 registered members (
AndrewAMD
,
TipmyPip
), 13,353 guests, and 5 spiders.
Key:
Admin
,
Global Mod
,
Mod
Newest Members
krishna
,
DrissB
,
James168
,
Ed_Love
,
xtns
19168 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Re: How to adapt Lowpass cutoff period to market conditions?
[
Re: Mithrandir77
]
#445765
09/23/14
17:45
09/23/14
17:45
Joined:
Jul 2000
Posts: 28,024
Frankfurt
jcl
Chief Engineer
jcl
Chief Engineer
Joined:
Jul 2000
Posts: 28,024
Frankfurt
Last question first - you can see that this system is not profitable when volatility is low, as in the test period except for the last part.
I would reduce the optimization range of the lowpass period, and not optimize the other 2 parameters.
Entire Thread
Subject
Posted By
Posted
How to adapt Lowpass cutoff period to market conditions?
Mithrandir77
09/11/14
05:09
Re: How to adapt Lowpass cutoff period to market conditions?
Mithrandir77
09/11/14
22:05
Re: How to adapt Lowpass cutoff period to market conditions?
jcl
09/12/14
08:31
Re: How to adapt Lowpass cutoff period to market conditions?
Mithrandir77
09/18/14
22:00
Re: How to adapt Lowpass cutoff period to market conditions?
jcl
09/19/14
07:58
Re: How to adapt Lowpass cutoff period to market conditions?
Mithrandir77
09/23/14
14:20
Re: How to adapt Lowpass cutoff period to market conditions?
jcl
09/23/14
17:45
Re: How to adapt Lowpass cutoff period to market conditions?
Mithrandir77
09/24/14
03:45
Re: How to adapt Lowpass cutoff period to market conditions?
Spirit
09/27/14
17:47
Re: How to adapt Lowpass cutoff period to market conditions?
Mithrandir77
10/06/14
01:43
Re: How to adapt Lowpass cutoff period to market conditions?
royal
10/06/14
08:33
Re: How to adapt Lowpass cutoff period to market conditions?
Mithrandir77
10/10/14
15:02
Re: How to adapt Lowpass cutoff period to market conditions?
Thirstywolf
10/10/14
16:50
Re: How to adapt Lowpass cutoff period to market conditions?
Thirstywolf
10/07/14
04:14
Moderated by
Petra
Hop To
Gamestudio ------
Starting with Gamestudio
Atari lite-C
Editors & Templates
A8 Engine
Shaders
Third Party Tools
Acknex Users Magazine
The Past
The Future
Zorro ------
Starting with Zorro
Educational
Automated Trading
Zorro Scripts
The Z Systems
Zorro and the Brokers
Zorro Future
Feedback ------
Bug Hunt
Blame the Manual
Ask the Developers
Updates & Announcements
Rants
Game Creation ------
Game Design & Business
Jobs Wanted
Jobs Offered
User Resources
Projects
Showcase
Beyond Games & Money ------
Hilbert's Hotel
Morbius' Virtual Answering Machine
Print Thread
Switch to Flat Mode
5
Excellent
4
Good
3
Average
2
Bad
1
Terrible
View Profile
Send Private Message
View Homepage
Follow User
Show Forum Posts
Default Style
gamestudio
UBBT77
UBBT77 - Dark2
Forum Rules
·
Mark All Read
·
Powered by UBB.threads™ PHP Forum Software 7.7.1