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Standard Deviation Strategy #688
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DeviaVir
suggested changes
Nov 7, 2017
| @@ -0,0 +1,55 @@ | |||
| GNU nano 2.5.3 File: extensions/strategies/stddev/strategy.js | |||
| if (s.lookback[s.options.min_periods]) { | ||
| for (let i = 0; i < s.options.trendtrades_1; i++) { tl0.push(s.lookback[i].close) } | ||
| for (let i = 0; i < s.options.trendtrades_2; i++) { tl1.push(s.lookback[i].close) } | ||
| var tlst0 = stats.stdev(tl0) |
|
|
||
| onPeriod: function (s, cb) { | ||
| if ( | ||
| s.devi1 > 0 |
| "zero-fill": "^2.2.3" | ||
| "zero-fill": "^2.2.3", | ||
| "stats-lite": "2.1.0", | ||
| "stats-array": "0.1.2" |
| @@ -0,0 +1,23 @@ | |||
| <?php | |||
ghost
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I'll be posting some simulation results tonight. Best run at 1-100ms or 1s period if you're feeling risky.
Poll times need to be lower than period interval for effectiveness.
Numbers looked good right off the bat, but I need more processing power to compute at this period interval.