Hi Ilya,
Have returned with our stochastic oscillator OBOS strategy.
Where we were last time was optimizing nSlowD?& the OBOS?thresholds. I will?guess that everything was correct there, inequalities etc, if not let me know! Therefore I'll carry-on with including?a timefilter to our strategy and optimizing timespans (various timefilters). As this is for demo and given only a few days of intraday data the values for nSlowD and OBOS thresholds can remain at 5, 80, & 20, respectively (ordinarily?this'll be on the optimized values).?I have also?uncommented the short-side as?we have an fx rate?GBPUSD, not a stock.
Attached:
(1)?Vanilla +?inclusion of a timefilter, chosen arbitrarily as 'T07:00/T20:00'. This appears to be filtering correctly.
(2)??Various timefilters i.e. timespans for optimization. Although the program runs,?it does not appear to be optimizing. I am having problems with add.distribution and apply.paramset functions. Please help!
?
Amarjit?
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