Signals derived from multiple indices: Montecarlo and Detrend

Gamestudio Links

Zorro Links

loading historical data 1st time
by AndrewAMD. 04/14/23 12:54

Trade at bar open
by juanex. 04/13/23 19:43

Bug in Highpass2 filter
by rki. 04/13/23 09:54

Adding Limit Orders For IB
by scatters. 04/11/23 16:16

FisherN
by rki. 04/11/23 08:38

AUM Magazine

Latest Screens

3 registered members (AndrewAMD, The_Judge, Grant), 898 guests, and 5 spiders.

Key: Admin, Global Mod, Mod

Newest Members

Print Thread

Rate Thread

Signals derived from multiple indices: Montecarlo and Detrend #469988 12/18/17 12:46 12/18/17 12:46
Joined: Jan 2017 Posts: 9 M Mook_Yon OP Newbie
Mook_Yon OP Newbie M Joined: Jan 2017 Posts: 9	Hi, Can anyone elaborate on how Montecarlo and Detrend work when trade signals are effected by multiple assets (e.g., when signals related to ratio, or difference, or other mathematical relationships among two or more assets/indices)? THX!!!

Re: Signals derived from multiple indices: Montecarlo and Detrend [Re: Mook_Yon] #470011 12/19/17 11:22 12/19/17 11:22
Joined: Jul 2000 Posts: 27,935 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,935 Frankfurt	They work the same way as with single assets.

Moderated by Petra