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> one of the primary ways to defeat bad data is to use other than
> high and low calculations in your code. the reasoning for this is
> that a bad tick will most likely appear on a chart as the high or
> the low of the intraday session.
And you should realize that some indicators use High & Low, whether
you know it or not. AccumDist, ADX, CCI, Stochastics, etc -- all
refer to H & L. So if you trade with those indicators, your methods
are sensitive to bad ticks.
> all my methods must at least pass a flat score on random data.
> that is they must at least break even, on random generated data
> with a minimum of 17,500 data points.
That's an interesting test, Mark. What kind of random data do you
use? I would think that most good systems are looking for certain
market behaviors, and if you remove those market behaviors, there's
no guarantee the system will break even.
Gary
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