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----- Message d'origine -----
De : Mark Jurik <mark@xxxxxxxxxxxx>
À : omega-list@xxxxxxxxxx <Omega-list@xxxxxxxxxx>
Envoyé : samedi 11 mars 2000 06:58
Objet : RE: Natural hour bars
> >>How was the hour shifted?<<
>
> This experiment was performed on a very sophisticated platform, not TS. I do not know how it was coded up.
>
> - Mark Jurik
>
Hour shifting optimization is perfectly feasible with TS2000.
For that, store the price bars into arrays elements, and run the indicators that are used in the system over the the considered array element.
The index "j" of the array being the shifting index , you may then optimize by running the optimizer and setting its range variation for index j.
This method needs also to rewrite the indicator that now has to use array values as inputs instead of raw price data.
This is feasible, but not immediate to EL beginners.
Sincerely,
-Pierre Orphelin
Neurofuzzy Logic tools for TradeStation
Free evaluation versions and competitive upgrades available
web: http://www.sirtrade.com
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