There often is a reasonable strong and consistent bias per day of week, that is separate long and short. We could check this using Genetic Builder software.
Day of week filters & Genetic Builder on the Dax
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The Easylanguage function: A thing of beauty
Scope is still constrained by an EasyLanguage function, because it is a separate piece of code held within the library of Analysis Techniques
Real Solutions For Algorithmic Trading
At Quantified Models you will find extensive professional solutions for algorithmic trading and AI solutions developer by professional traders.
Walk-Forward Analysis para un sistema de trading
En este post te mostramos cómo realizar un análisis de walk-forward para un sistema de trading basado en un canal de Donchian correctamente.
Systems based on Sheldon Knight and William Brower Research
In this post on Easylanguage, we are going to give our point of view on the famous statistician and trader Sheldon Knight and his K-DATA.
Code for automated rollover (Part 2)
Automated Rollover: Can Futures Traders Trust Continuous Contracts?This article was written by George Pruitt and published on his blog on September 9, 2022. As we have stated in previous articles, for a quantitative trader, understanding and...