{"id":266145,"date":"2022-11-11T14:20:41","date_gmt":"2022-11-11T13:20:41","guid":{"rendered":"https:\/\/www.quantifiedmodels.com\/blog-sistemas-basados-en-sheldon-knight-y-william-brower-research\/"},"modified":"2023-05-05T11:46:28","modified_gmt":"2023-05-05T10:46:28","slug":"sheldon-knight-william-brower-research","status":"publish","type":"post","link":"https:\/\/www.quantifiedmodels.com\/es\/sheldon-knight-william-brower-research\/","title":{"rendered":"Sistemas basados en Sheldon Knight y William Brower Research"},"content":{"rendered":"<p>[et_pb_section fb_built=&#8221;1&#8243; admin_label=&#8221;section&#8221; _builder_version=&#8221;4.16&#8243; global_colors_info=&#8221;{}&#8221;][et_pb_row admin_label=&#8221;fila&#8221; _builder_version=&#8221;4.16&#8243; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; global_colors_info=&#8221;{}&#8221;][et_pb_column type=&#8221;4_4&#8243; _builder_version=&#8221;4.16&#8243; custom_padding=&#8221;|||&#8221; global_colors_info=&#8221;{}&#8221; custom_padding__hover=&#8221;|||&#8221;][et_pb_text admin_label=&#8221;Text&#8221; _builder_version=&#8221;4.21.0&#8243; background_size=&#8221;initial&#8221; background_position=&#8221;top_left&#8221; background_repeat=&#8221;repeat&#8221; hover_enabled=&#8221;0&#8243; global_colors_info=&#8221;{}&#8221; sticky_enabled=&#8221;0&#8243;]<\/p>\n<h2>Sistemas basados en Sheldon Knight y William Brower Research<\/h2>\n<p>En esta publicaci\u00f3n sobre <a href=\"https:\/\/www.tradestation.com\/\" target=\"_blank\" rel=\"noopener\">Easylanguage<\/a>, vamos a dar nuestro punto de vista sobre el famoso estad\u00edstico y trader Sheldon Knight y su K-DATA. En esta l\u00ednea de tiempo vamos a utilizar la siguiente nomenclatura:<\/p>\n<ul>\n<li>El primer lunes de diciembre =1MonDec<\/li>\n<li>El segundo viernes de abril = 2FriApr<\/li>\n<li>Tercer mi\u00e9rcoles de marzo= 3Wedmar<\/li>\n<\/ul>\n<p>Esta enumeraci\u00f3n o codificaci\u00f3n se utiliz\u00f3 para determinar si una semana del mes y del d\u00eda de la semana guardaban relaci\u00f3n con la tendencia estacional. De igual manera, si conoces este tipo de \u00edndices es que alguna vez habr\u00e1s trabajado con Witching Days.<\/p>\n<p>Cuatro veces al a\u00f1o, los contratos de opciones sobre acciones, acerca de <a href=\"https:\/\/www.quantifiedmodels.com\/es\/fuerza-divisas-forex-index\/\">\u00edndices burs\u00e1tiles<\/a> y futuros sobre \u00edndices burs\u00e1tiles vencen el mismo d\u00eda, lo que da como resultado vol\u00famenes y una volatilidad de precios m\u00e1s altos. Por esta raz\u00f3n, el mercado de valores puede parecer extra\u00f1o y complicado para muchas personas y esto es lo que se conoce como &#8220;d\u00edas triples de brujas&#8221;.<\/p>\n<p>La triple hora bruja, por lo general, ocurre el tercer viernes del \u00faltimo mes del trimestre. Eso significa el tercer viernes de marzo, junio, septiembre y diciembre. En 2022, la triple hora bruja son el 18 de marzo, el 17 de junio, el 16 de septiembre y el 16 de diciembre por las razones previamente expuestas.<\/p>\n<p>Siguiendo esta misma l\u00ednea, tambi\u00e9n hay otros d\u00edas de algunos meses que tienen su significado. Como es el caso del primer viernes de cada mes (situaci\u00f3n laboral), tienen a\u00fan m\u00e1s significado. En 1996, Bill Brower escribi\u00f3 un excelente art\u00edculo en An\u00e1lisis t\u00e9cnico de acciones y materias primas. El t\u00edtulo del art\u00edculo era The S&amp;P 500 Seasonal Day Trade. En este art\u00edculo, Bill ide\u00f3 8 patrones comerciales diarios muy simples y luego los filtr\u00f3 con el d\u00eda de la semana en el mes. Aqu\u00ed est\u00e1n los ocho patrones tal como los expuso en el art\u00edculo:<\/p>\n<ol>\n<li>Patr\u00f3n1: si la apertura de ma\u00f1ana es menos de 30 puntos del cierre de hoy, compra.<\/li>\n<li>Patr\u00f3n 2: si es 30 puntos menos que el cierre de hoy, no compres.<\/li>\n<li>Patr\u00f3n 3: si la apertura de ma\u00f1ana menos 30 puntos es mayor que el cierre de hoy, entonces vende en el mercado.<\/li>\n<li>Patr\u00f3n 4: si es mayor de 30 puntos entonces debes vender en el mercado al descubierto.<\/li>\n<li>Patr\u00f3n 5: si la apertura de ma\u00f1ana m\u00e1s 10 es menor que el m\u00ednimo de hoy, entonces compra en el mercado.<\/li>\n<li>Patr\u00f3n 6: si la apertura es menor de 20 puntos, entonces vende al descubierto en el stop del cierre de hoy.<\/li>\n<li>Patr\u00f3n 7: si la apertura de ma\u00f1ana es menor de 40 puntos del cierre de hoy, compra en el l\u00edmite m\u00ednimo de hoy.<\/li>\n<li>Patr\u00f3n 8: si la apertura es m\u00e1s de 70 puntos con respecto al cierre de hoy, entonces vende al descubierto en el l\u00edmite alto hoy.<\/li>\n<\/ol>\n<p>Este art\u00edculo fue escrito hace casi 27 a\u00f1os cuando 30 puntos significaban algo en el contrato de futuros S&amp;P. Dicha empresa cotizaba alrededor de 600.000. Hoy por hoy, el e-mini cotiza alrededor de 4000.000 y ha sido m\u00e1s alto, por lo que hablar de 30,40 o70 puntos no tiene sentido.<\/p>\n<p>Por esta raz\u00f3n, hemos decidido crear un porcentaje de ATR, lo que quiere decir que si el rango es igual a 112,00 mangos y usamos el 5%, entonces la base equivaldr\u00eda a 11200 = 560 puntos. Usando la l\u00f3gica, si utilizamos el 1% y el 5% de ATR, se podr\u00eda reemplazar los valores de puntos de Bill.<\/p>\n<p>Por ende, la sintaxis de Bill es diferente a c\u00f3mo se han descrito los patrones y es f\u00e1cil poder ver una brecha de m\u00e1s de 30 puntos, pero recuerda, hay m\u00e1s de una forma de programar una idea.<\/p>\n<p>Sigamos con la sintaxis de Bill:<\/p>\n<ul>\n<li>10 puntos = 1 X<strong>(Mult<\/strong>) X ATR<\/li>\n<li>20 puntos = 2 X<strong>(Mult<\/strong>) X ATR<\/li>\n<li>30 puntos = 3 X<strong>(Mult<\/strong>) X ATR<\/li>\n<li>40 puntos = 4 X<strong>(Mult<\/strong>) X ATR<\/li>\n<li>50 puntos = 5 X<strong>(Mult<\/strong>) X ATR<\/li>\n<li>70 puntos =7 X<strong>(Mult<\/strong>) X ATR<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<p>A continuaci\u00f3n, podemos jugar con Mult para ver si somos capaces de simular niveles similares de 1996.<\/p>\n<pre class=\" code-embed-pre line-numbers language-cpp\" data-start=\"1\" data-line-offset=\"0\"><code class=\" code-embed-code language-cpp\"><span class=\"token comment\" spellcheck=\"true\">\n<div class='et-box et-shadow'>\n\t\t\t\t\t<div class='et-box-content'>\/\/ atrMult will be a small percentage like 0.01 or 0.05\natrVal = avgTrueRange(atrLen) * atrMult;\n\n\/\/original patterns\n\/\/use IFF function to either returne a 1 or a 0 \n\/\/1 pattern is true or 0 it is false \n\npatt1 = iff(open of tomorrow - 3 * atrVal &gt; c,1,0);\npatt2 = iff(open of tomorrow + 3 * atrVal &lt; c,1,0);\npatt3 = iff(open of tomorrow - 3 * atrVal &gt; c,1,0);\npatt4 = iff(open of tomorrow + 3 * atrVal &lt; c,1,0);\npatt5 = iff(open of tomorrow + 1 * atrVal &lt; l,1,0);\npatt6 = iff(open of tomorrow - 2 * atrVal &gt; h,1,0);\npatt7 = iff(open of tomorrow - 4 * atrVal &gt; c,1,0);\npatt8 = iff(open of tomorrow + 7 * atrVal &lt; c,1,0);<\/div><\/div><\/span><\/code><\/pre>\n<p>&nbsp;<\/p>\n<pre class=\" code-embed-pre line-numbers language-cpp\" data-start=\"1\" data-line-offset=\"0\"><code class=\" code-embed-code language-cpp\"><\/code><img decoding=\"async\" src=\"https:\/\/i0.wp.com\/georgepruitt.com\/wp-content\/uploads\/2022\/11\/Nov22Post1.jpg?resize=429%2C352&amp;ssl=1\" alt=\"\" title=\"\" fetchpriority=\"high\"><\/pre>\n<p>&nbsp;<\/p>\n<p>Siguiendo esta misma l\u00ednea, el d\u00eda de la semana en un mes se representa con un n\u00famero de dos d\u00edgitos. El primer d\u00edgito es el rango de la semana y el segundo n\u00famero es el d\u00eda de la semana. Pens\u00e9 que esto era muy inteligente, as\u00ed que decid\u00ed programarlo. Lo abord\u00e9 desde un par de \u00e1ngulos diferentes y, de hecho, codifiqu\u00e9 un m\u00e9todo de codificaci\u00f3n que inclu\u00eda el rango de la semana, el d\u00eda de la semana y el mes (1stWedJan) en mi edici\u00f3n de alta resoluci\u00f3n. La versi\u00f3n de Bill no necesitaba ser tan sofisticada y como decid\u00ed usar las capacidades de optimizaci\u00f3n de TradeStation, no necesitaba crear una estructura de datos para almacenar ning\u00fan dato.<\/p>\n<p>Por otro lado, NewMonth se establece en falso en cada barra. Si el d\u00eda del mes de ma\u00f1ana es menor que el d\u00eda del mes de hoy, entonces sabemos que tenemos un nuevo mes y newMonth se establece en verdadero. Si tenemos un nuevo mes, suceden varias cosas: reinicializar el c\u00f3digo que cuenta el n\u00famero lunes, martes, mi\u00e9rcoles, jueves y viernes a 0 (no se usa para esta aplicaci\u00f3n, pero se puede usar m\u00e1s adelante) y configurar el conteo de semanas weekCnt a 1. Si no es un mes nuevo y el d\u00eda de la semana de ma\u00f1ana es menor que el d\u00eda de la semana de hoy (lunes = 1 y viernes = 5, si ma\u00f1ana es menor que hoy (1 &lt; 5)) entonces debemos tener una nueva semana en el bar de ma\u00f1ana. Codificar el d\u00eda de la semana en un mes como un n\u00famero de dos d\u00edgitos es bastante f\u00e1cil: simplemente multiplique el rango de la semana (o cuente) por 10 y agregue el d\u00eda de la semana (1-lunes, 2-martes,&#8230;) Entonces el tercer mi\u00e9rcoles ser\u00eda igual a 3X10+3 o 33.<\/p>\n<p><strong>Use la optimizaci\u00f3n para pasar por 8 patrones y 25 d\u00edas de la semana en encuestas mensuales<\/strong><\/p>\n<p>Recorrer los 8 patrones es bastante sencillo. Sin embargo, pasar por los 25 posibles c\u00f3digos o enumeraciones de DowInAMonth es m\u00e1s complejo. Muchas veces puedes usar una ecuaci\u00f3n basada en el proceso iterativo de ir de 1 a 25. Este es un ejemplo perfecto de c\u00f3mo reemplazar las matem\u00e1ticas con c\u00f3digo de ordenador.<\/p>\n<div class='et-box et-shadow'>\n\t\t\t\t\t<div class='et-box-content'><div id=\"page\" class=\"hfeed site\" aria-hidden=\"false\">\n<div id=\"main\" class=\"site-main\">\n<div id=\"main-content\" class=\"main-content\">\n<div id=\"primary\" class=\"content-area\">\n<div id=\"content\" class=\"site-content\" role=\"main\">\n<article id=\"post-10184\" class=\"post-10184 post type-post status-publish format-standard hentry category-complete-easylanguage-systems category-easylanguage category-easylanguage-equivalent-to-cool-code category-easylanguage-function category-easylanguage-tutorial category-easylanguage-tutorial-easylanguage category-free-easylanguage category-multicharts\">\n<div class=\"entry-content\">\n<div class=\"code-embed-wrapper\">\n<pre class=\" code-embed-pre line-numbers language-cpp\" data-line-offset=\"0\" data-start=\"1\"><code class=\" code-embed-code language-cpp\">newMonth <span class=\"token operator\">=<\/span> False<span class=\"token punctuation\">;<\/span>\nnewMonth <span class=\"token operator\">=<\/span> <span class=\"token function\">dayOfMonth<\/span><span class=\"token punctuation\">(<\/span>d of tomorrow<span class=\"token punctuation\">)<\/span> <span class=\"token operator\">&lt;<\/span> <span class=\"token function\">dayOfMonth<\/span><span class=\"token punctuation\">(<\/span>d of today<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\natrVal <span class=\"token operator\">=<\/span> <span class=\"token function\">avgTrueRange<\/span><span class=\"token punctuation\">(<\/span>atrLen<span class=\"token punctuation\">)<\/span> <span class=\"token operator\">*<\/span> atrMult<span class=\"token punctuation\">;<\/span>\n<span class=\"token keyword\">if<\/span> newMonth then\nbegin\n\tstartTrading <span class=\"token operator\">=<\/span> True<span class=\"token punctuation\">;<\/span>\n\tmonCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">;<\/span>\n\ttueCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">;<\/span>\n\twedCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">;<\/span>\n\tthuCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">;<\/span>\n\tfriCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">;<\/span>\n\tweekCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span><span class=\"token punctuation\">;<\/span>\nend<span class=\"token punctuation\">;<\/span>\n\n<span class=\"token keyword\">if<\/span> <span class=\"token function\">not<\/span><span class=\"token punctuation\">(<\/span>newMonth<span class=\"token punctuation\">)<\/span> <span class=\"token operator\">and<\/span> <span class=\"token function\">dayOfWeek<\/span><span class=\"token punctuation\">(<\/span>d of tomorrow<span class=\"token punctuation\">)<\/span> <span class=\"token operator\">&lt;<\/span> <span class=\"token function\">dayOfWeek<\/span><span class=\"token punctuation\">(<\/span>d of today<span class=\"token punctuation\">)<\/span> then\n\tweekCnt <span class=\"token operator\">+<\/span><span class=\"token operator\">=<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">;<\/span>\n\ndayOfWeekInMonth <span class=\"token operator\">=<\/span> weekCnt <span class=\"token operator\">*<\/span> <span class=\"token number\">10<\/span> <span class=\"token operator\">+<\/span> <span class=\"token function\">dayOfWeek<\/span><span class=\"token punctuation\">(<\/span>d of tomorrow<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span><\/code><\/pre>\n<\/div>\n<\/div>\n<\/article>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div><\/div><\/div>\n<p>De igual manera, aqu\u00ed estamos activando la entrada (dowInMonthInc). Recordad que este valor ir\u00e1 de 1 a 25 en incrementos de 1. Lo que es realmente genial acerca de la implementaci\u00f3n de Switch-Case de EasyLanguage es que pueden manejar rangos. Si dowInMonthInc resulta ser 4, caer\u00e1 dentro del primer bloque de casos (caso 1 a 5). Aqu\u00ed sabemos que si este valor es menor que 6, entonces estamos en la primera semana, as\u00ed que configur\u00e9 el primer n\u00famero en la representaci\u00f3n de dos d\u00edgitos dayOfWeekInMonth en 1. Esto se logra configurando value3 en 10. Ahora necesita extraer el d\u00eda de la semana del bucle 1 al 25. Si dowInMonthInc es menor que 6, todo lo que necesitas hacer es usar la funci\u00f3n de m\u00f3dulo y el valor 6.<\/p>\n<ul>\n<li>mod(1,6) = 1<\/li>\n<li>mod(2,6) = 2<\/li>\n<li>mod(3,6) = 3<\/li>\n<\/ul>\n<p>Esto funciona muy bien cuando el valor de incremento es inferior a 6. Recuerda:<\/p>\n<ul>\n<li>1 -&gt; 11 (primer lunes)<\/li>\n<li>2 -&gt; 12 (primer martes)<\/li>\n<li>3 -&gt; 13 (primer mi\u00e9rcoles)<\/li>\n<li>&#8230;<\/li>\n<li>&#8230;<\/li>\n<li>6 -&gt; 21 (segundo lunes)<\/li>\n<li>7 -&gt; 22 (segundo martes).<\/li>\n<\/ul>\n<p>Entonces, tienes que ser un poco creativo con tu c\u00f3digo. Sup\u00f3n que el valor iterativo es 8. Necesitamos que 8 sea igual a 23 (segundo mi\u00e9rcoles). Este valor cae en el segundo caso, por lo que Value3 = 20 la segunda semana del mes. Eso es bastante f\u00e1cil. Ahora necesitamos extraer el d\u00eda de la semana. Recuerde que esta es solo una soluci\u00f3n, le garantizo que hay muchas.<\/p>\n<p>mod(dowInMonthInc &#8211; 5, 6) &#8211; \u00bffunciona?<\/p>\n<p>valor2 = mod(8-5,6) = 3 -&gt; valor3 = valor1 + valor2 -&gt; valor3 = 23. Funcion\u00f3. \u00bfVes el patr\u00f3n de abajo?<\/p>\n<ul>\n<li>caso 6 a 10 &#8211; mod(dowInMonthInc &#8211; 5, 6)<\/li>\n<li>caso 11 a 15 &#8211; mod(dowInMonthInc &#8211; 10, 6)<\/li>\n<li>caso 16 a 20- mod(dowInMonthInc &#8211; 15, 6)<\/li>\n<li>caso 21 a 25 &#8211; mod(dowInMonthInc &#8211; 20, 6)<\/li>\n<\/ul>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-263842 size-full\" src=\"https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/11\/Nov22Post3.jpg\" alt=\"\" width=\"348\" height=\"152\" title=\"\" srcset=\"https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/11\/Nov22Post3.jpg 348w, https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/11\/Nov22Post3-300x131.jpg 300w\" sizes=\"(max-width: 348px) 100vw, 348px\" \/ fetchpriority=\"low\"><\/p>\n<p>Guarde el informe de optimizaci\u00f3n como texto y \u00e1bralo con Excel<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-263841 size-full\" src=\"https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/11\/Nov22Post2.jpg\" alt=\"\" width=\"474\" height=\"175\" title=\"\" srcset=\"https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/11\/Nov22Post2.jpg 474w, https:\/\/www.quantifiedmodels.com\/wp-content\/uploads\/2022\/11\/Nov22Post2-300x111.jpg 300w\" sizes=\"(max-width: 474px) 100vw, 474px\" \/ fetchpriority=\"low\"><\/p>\n<p>Estas son las configuraciones que us\u00e9 para crear el siguiente informe. Si haces los c\u00e1lculos, es un total de 200 interacciones.<\/p>\n<div class='et-box et-shadow'>\n\t\t\t\t\t<div class='et-box-content'><div id=\"page\" class=\"hfeed site\" aria-hidden=\"false\">\n<div id=\"main\" class=\"site-main\">\n<div id=\"main-content\" class=\"main-content\">\n<div id=\"primary\" class=\"content-area\">\n<div id=\"content\" class=\"site-content\" role=\"main\">\n<article id=\"post-10184\" class=\"post-10184 post type-post status-publish format-standard hentry category-complete-easylanguage-systems category-easylanguage category-easylanguage-equivalent-to-cool-code category-easylanguage-function category-easylanguage-tutorial category-easylanguage-tutorial-easylanguage category-free-easylanguage category-multicharts\">\n<div class=\"entry-content\">\n<div class=\"code-embed-wrapper\">\n<pre class=\" code-embed-pre line-numbers language-cpp\" data-line-offset=\"0\" data-start=\"1\"><code class=\" code-embed-code language-cpp\">inputs<span class=\"token operator\">:<\/span> <span class=\"token function\">atrLen<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">10<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">atrMult<\/span><span class=\"token punctuation\">(<\/span><span class=\"token punctuation\">.<\/span><span class=\"token number\">05<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">patternNum<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">dowInMonthInc<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\n\nvars<span class=\"token operator\">:<\/span> <span class=\"token function\">patt1<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">patt2<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">patt3<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">patt4<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span>\n<span class=\"token function\">patt5<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">patt6<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">patt7<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">patt8<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\n\nvars<span class=\"token operator\">:<\/span> <span class=\"token function\">atrVal<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">dayOfWeekInMonth<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">startTrading<\/span><span class=\"token punctuation\">(<\/span><span class=\"token boolean\">false<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">newMonth<\/span><span class=\"token punctuation\">(<\/span>False<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span><span class=\"token punctuation\">;<\/span>\n\nvars<span class=\"token operator\">:<\/span> <span class=\"token function\">monCnt<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">tueCnt<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">wedCnt<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">thuCnt<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">friCnt<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span><span class=\"token function\">weekCnt<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\n\n\nnewMonth <span class=\"token operator\">=<\/span> False<span class=\"token punctuation\">;<\/span>\nnewMonth <span class=\"token operator\">=<\/span> <span class=\"token function\">dayOfMonth<\/span><span class=\"token punctuation\">(<\/span>d of tomorrow<span class=\"token punctuation\">)<\/span> <span class=\"token operator\">&lt;<\/span> <span class=\"token function\">dayOfMonth<\/span><span class=\"token punctuation\">(<\/span>d of today<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\natrVal <span class=\"token operator\">=<\/span> <span class=\"token function\">avgTrueRange<\/span><span class=\"token punctuation\">(<\/span>atrLen<span class=\"token punctuation\">)<\/span> <span class=\"token operator\">*<\/span> atrMult<span class=\"token punctuation\">;<\/span>\n<span class=\"token keyword\">if<\/span> newMonth then\nbegin\n\tstartTrading <span class=\"token operator\">=<\/span> True<span class=\"token punctuation\">;<\/span>\n\tmonCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">;<\/span>\n\ttueCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">;<\/span>\n\twedCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">;<\/span>\n\tthuCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">;<\/span>\n\tfriCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">;<\/span>\n\tweekCnt <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span><span class=\"token punctuation\">;<\/span>\nend<span class=\"token punctuation\">;<\/span>\n\n<span class=\"token keyword\">if<\/span> <span class=\"token function\">not<\/span><span class=\"token punctuation\">(<\/span>newMonth<span class=\"token punctuation\">)<\/span> <span class=\"token operator\">and<\/span> <span class=\"token function\">dayOfWeek<\/span><span class=\"token punctuation\">(<\/span>d of tomorrow<span class=\"token punctuation\">)<\/span> <span class=\"token operator\">&lt;<\/span> <span class=\"token function\">dayOfWeek<\/span><span class=\"token punctuation\">(<\/span>d of today<span class=\"token punctuation\">)<\/span> then\n\tweekCnt <span class=\"token operator\">+<\/span><span class=\"token operator\">=<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">;<\/span>\n\ndayOfWeekInMonth <span class=\"token operator\">=<\/span> weekCnt <span class=\"token operator\">*<\/span> <span class=\"token number\">10<\/span> <span class=\"token operator\">+<\/span> <span class=\"token function\">dayOfWeek<\/span><span class=\"token punctuation\">(<\/span>d of tomorrow<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\t\n\n\n<span class=\"token comment\" spellcheck=\"true\">\/\/print(date,\" \", dayOfMonth(d),\" \" ,dayOfWeek(d),\" \",weekCnt,\" \",monCnt,\" \",dayOfWeekInMonth);<\/span>\n\n\n<span class=\"token comment\" spellcheck=\"true\">\/\/original patterns<\/span>\n\npatt1 <span class=\"token operator\">=<\/span> <span class=\"token function\">iff<\/span><span class=\"token punctuation\">(<\/span>open of tomorrow <span class=\"token operator\">-<\/span> <span class=\"token number\">3<\/span> <span class=\"token operator\">*<\/span> atrVal <span class=\"token operator\">&gt;<\/span> c<span class=\"token punctuation\">,<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\npatt2 <span class=\"token operator\">=<\/span> <span class=\"token function\">iff<\/span><span class=\"token punctuation\">(<\/span>open of tomorrow <span class=\"token operator\">+<\/span> <span class=\"token number\">3<\/span> <span class=\"token operator\">*<\/span> atrVal <span class=\"token operator\">&lt;<\/span> c<span class=\"token punctuation\">,<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\npatt3 <span class=\"token operator\">=<\/span> <span class=\"token function\">iff<\/span><span class=\"token punctuation\">(<\/span>open of tomorrow <span class=\"token operator\">-<\/span> <span class=\"token number\">3<\/span> <span class=\"token operator\">*<\/span> atrVal <span class=\"token operator\">&gt;<\/span> c<span class=\"token punctuation\">,<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\npatt4 <span class=\"token operator\">=<\/span> <span class=\"token function\">iff<\/span><span class=\"token punctuation\">(<\/span>open of tomorrow <span class=\"token operator\">+<\/span> <span class=\"token number\">3<\/span> <span class=\"token operator\">*<\/span> atrVal <span class=\"token operator\">&lt;<\/span> c<span class=\"token punctuation\">,<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\npatt5 <span class=\"token operator\">=<\/span> <span class=\"token function\">iff<\/span><span class=\"token punctuation\">(<\/span>open of tomorrow <span class=\"token operator\">+<\/span> <span class=\"token number\">1<\/span> <span class=\"token operator\">*<\/span> atrVal <span class=\"token operator\">&lt;<\/span> l<span class=\"token punctuation\">,<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\npatt6 <span class=\"token operator\">=<\/span> <span class=\"token function\">iff<\/span><span class=\"token punctuation\">(<\/span>open of tomorrow <span class=\"token operator\">-<\/span> <span class=\"token number\">2<\/span> <span class=\"token operator\">*<\/span> atrVal <span class=\"token operator\">&gt;<\/span> h<span class=\"token punctuation\">,<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\npatt7 <span class=\"token operator\">=<\/span> <span class=\"token function\">iff<\/span><span class=\"token punctuation\">(<\/span>open of tomorrow <span class=\"token operator\">-<\/span> <span class=\"token number\">4<\/span> <span class=\"token operator\">*<\/span> atrVal <span class=\"token operator\">&gt;<\/span> c<span class=\"token punctuation\">,<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\npatt8 <span class=\"token operator\">=<\/span> <span class=\"token function\">iff<\/span><span class=\"token punctuation\">(<\/span>open of tomorrow <span class=\"token operator\">+<\/span> <span class=\"token number\">7<\/span> <span class=\"token operator\">*<\/span> atrVal <span class=\"token operator\">&lt;<\/span> c<span class=\"token punctuation\">,<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\n\n\n<span class=\"token keyword\">switch<\/span><span class=\"token punctuation\">(<\/span>dowInMonthInc<span class=\"token punctuation\">)<\/span>\nbegin\n\t<span class=\"token keyword\">case<\/span> <span class=\"token number\">1<\/span> to <span class=\"token number\">5<\/span><span class=\"token operator\">:<\/span>\n\t\tvalue2 <span class=\"token operator\">=<\/span>  <span class=\"token function\">mod<\/span><span class=\"token punctuation\">(<\/span>dowInMonthInc<span class=\"token punctuation\">,<\/span><span class=\"token number\">6<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\n\t\tvalue3 <span class=\"token operator\">=<\/span> <span class=\"token number\">10<\/span><span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">case<\/span> <span class=\"token number\">6<\/span> to <span class=\"token number\">10<\/span><span class=\"token operator\">:<\/span>\n\t\tvalue2 <span class=\"token operator\">=<\/span> <span class=\"token function\">mod<\/span><span class=\"token punctuation\">(<\/span>dowInMonthInc<span class=\"token number\">-5<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">6<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\n\t\tvalue3 <span class=\"token operator\">=<\/span> <span class=\"token number\">20<\/span><span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">case<\/span> <span class=\"token number\">11<\/span> to <span class=\"token number\">15<\/span><span class=\"token operator\">:<\/span>\n\t\tvalue2 <span class=\"token operator\">=<\/span> <span class=\"token function\">mod<\/span><span class=\"token punctuation\">(<\/span>dowInMonthInc<span class=\"token number\">-10<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">6<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\n\t\tvalue3 <span class=\"token operator\">=<\/span> <span class=\"token number\">30<\/span><span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">case<\/span> <span class=\"token number\">16<\/span> to <span class=\"token number\">20<\/span><span class=\"token operator\">:<\/span>\n\t\tvalue2 <span class=\"token operator\">=<\/span> <span class=\"token function\">mod<\/span><span class=\"token punctuation\">(<\/span>dowInMonthInc<span class=\"token number\">-15<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">6<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\n\t\tvalue3 <span class=\"token operator\">=<\/span> <span class=\"token number\">40<\/span><span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">case<\/span> <span class=\"token number\">21<\/span> to <span class=\"token number\">25<\/span><span class=\"token operator\">:<\/span>\n\t\tvalue2 <span class=\"token operator\">=<\/span> <span class=\"token function\">mod<\/span><span class=\"token punctuation\">(<\/span>dowInMonthInc<span class=\"token number\">-20<\/span><span class=\"token punctuation\">,<\/span><span class=\"token number\">6<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">;<\/span>\n\t\tvalue3 <span class=\"token operator\">=<\/span> <span class=\"token number\">50<\/span><span class=\"token punctuation\">;<\/span>\nend<span class=\"token punctuation\">;<\/span>\n\nvalue1 <span class=\"token operator\">=<\/span> value3 <span class=\"token operator\">+<\/span> value2 <span class=\"token punctuation\">;<\/span>\n\n<span class=\"token comment\" spellcheck=\"true\">\/\/print(d,\" \",dowInMonthInc,\" \",dayOfWeekInMonth,\" \",value1,\" \",value2,\" \",value3,\" \",mod(dowInMonthInc,value2));<\/span>\n\n<span class=\"token keyword\">if<\/span> value1 <span class=\"token operator\">=<\/span> dayOfWeekInMonth then\nbegin\n\t<span class=\"token keyword\">if<\/span> patternNum <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span> <span class=\"token operator\">and<\/span> patt1 <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span> then <span class=\"token function\">buy<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">\"Patt1\"<\/span><span class=\"token punctuation\">)<\/span> next bar at open<span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">if<\/span> patternNum <span class=\"token operator\">=<\/span> <span class=\"token number\">2<\/span> <span class=\"token operator\">and<\/span> patt2 <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span> then <span class=\"token function\">buy<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">\"Patt2\"<\/span><span class=\"token punctuation\">)<\/span> next bar at open<span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">if<\/span> patternNum <span class=\"token operator\">=<\/span> <span class=\"token number\">3<\/span> <span class=\"token operator\">and<\/span> patt3 <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span> then <span class=\"token function\">sellShort<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">\"Patt3\"<\/span><span class=\"token punctuation\">)<\/span> next bar at open<span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">if<\/span> patternNum <span class=\"token operator\">=<\/span> <span class=\"token number\">4<\/span> <span class=\"token operator\">and<\/span> patt4 <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span> then <span class=\"token function\">sellShort<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">\"Patt4\"<\/span><span class=\"token punctuation\">)<\/span> next bar at open<span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">if<\/span> patternNum <span class=\"token operator\">=<\/span> <span class=\"token number\">5<\/span> <span class=\"token operator\">and<\/span> patt5 <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span> then <span class=\"token function\">buy<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">\"Patt5\"<\/span><span class=\"token punctuation\">)<\/span> next bar at low limit<span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">if<\/span> patternNum <span class=\"token operator\">=<\/span> <span class=\"token number\">6<\/span> <span class=\"token operator\">and<\/span> patt6 <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span> then <span class=\"token function\">sellShort<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">\"Patt6\"<\/span><span class=\"token punctuation\">)<\/span> next bar at close stop<span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">if<\/span> patternNum <span class=\"token operator\">=<\/span> <span class=\"token number\">7<\/span> <span class=\"token operator\">and<\/span> patt7 <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span> then <span class=\"token function\">buy<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">\"Patt7\"<\/span><span class=\"token punctuation\">)<\/span> next bar at low limit<span class=\"token punctuation\">;<\/span>\n\t<span class=\"token keyword\">if<\/span> patternNum <span class=\"token operator\">=<\/span> <span class=\"token number\">8<\/span> <span class=\"token operator\">and<\/span> patt8 <span class=\"token operator\">=<\/span> <span class=\"token number\">1<\/span> then <span class=\"token function\">sellShort<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">\"Patt8\"<\/span><span class=\"token punctuation\">)<\/span> next bar at high stop<span class=\"token punctuation\">;<\/span>\nend<span class=\"token punctuation\">;<\/span>\n\nsetExitOnClose<span class=\"token punctuation\">;<\/span><\/code><\/pre>\n<\/div>\n<\/div>\n<\/article>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div><\/div><\/div>\n<p>Para finalizar, me gustar\u00eda destacar que este tema podr\u00eda discurrir en un an\u00e1lisis mucho m\u00e1s profundo, no obstante quiero agradecer a William Brower su excelente art\u00edculo The S&amp;P Seasonal Day Trade in Stocks and Commodities, edici\u00f3n de agosto de 1996, V.14:7 (333-337).<\/p>\n<p>Esperemos haya disfrutado y saque provecho a este art\u00edculo sobre los istemas basados en Sheldon Knight y William Brower Research.<\/p>\n<p>&nbsp;<\/p>\n<p>[\/et_pb_text][et_pb_divider color=&#8221;#7138DF&#8221; divider_position=&#8221;center&#8221; divider_weight=&#8221;3px&#8221; _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; width=&#8221;90%&#8221; max_width=&#8221;90%&#8221; module_alignment=&#8221;right&#8221; custom_margin=&#8221;10px||0px||false|false&#8221; custom_padding=&#8221;0px||0px||false|false&#8221; animation_style=&#8221;zoom&#8221; animation_direction=&#8221;right&#8221; global_colors_info=&#8221;{}&#8221;][\/et_pb_divider][et_pb_text _builder_version=&#8221;4.19.5&#8243; _module_preset=&#8221;default&#8221; text_font=&#8221;TT Octosquares Medium||||||||&#8221; text_text_color=&#8221;#7138DF&#8221; link_font=&#8221;TT Octosquares Medium|700|||||||&#8221; link_text_color=&#8221;#F53A71&#8243; text_orientation=&#8221;right&#8221; custom_margin=&#8221;0px||0px||false|false&#8221; custom_padding=&#8221;0px||2px||false|false&#8221; global_colors_info=&#8221;{}&#8221;]<\/p>\n<p>Art\u00edculo escrito por George Pruitt<\/p>\n<p>[\/et_pb_text][\/et_pb_column][\/et_pb_row][\/et_pb_section]<\/p>\n","protected":false},"excerpt":{"rendered":"<p>En esta publicaci\u00f3n sobre Easylanguage, vamos a dar nuestro punto de vista sobre el famoso estad\u00edstico y trader Sheldon Knight y su K-DATA.<\/p>\n","protected":false},"author":1,"featured_media":265250,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_et_pb_use_builder":"on","_et_pb_old_content":"","_et_gb_content_width":"","_ayudawp_aiss_exclude":false,"_ayudawp_aiss_summary":"","_ayudawp_aiss_summary_provider":"","_ayudawp_aiss_summary_hash":"","footnotes":""},"categories":[110,114],"tags":[118,124,297,123,307,306,394,314,315],"class_list":["post-266145","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-easylanguage-es","category-tradestation-es","tag-george-pruitt-es","tag-investigacion","tag-k-data-es","tag-optimizacion","tag-sheldon-knight-es","tag-sp500-es","tag-tradestation-es","tag-william-brower-es","tag-witching-days-es"],"_links":{"self":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/posts\/266145","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/comments?post=266145"}],"version-history":[{"count":0,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/posts\/266145\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/media\/265250"}],"wp:attachment":[{"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/media?parent=266145"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/categories?post=266145"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.quantifiedmodels.com\/es\/wp-json\/wp\/v2\/tags?post=266145"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}