Comments (2)
Hi Dave,
What you are suggesting is an interesting adaptation of the framework. For us, intrinsic time is a foundational guiding principle. It is naturally defined for a range of thresholds, which are related via scaling laws. We believe that utilizing more than one threshold allows for more information to be extracted from the market and processed.
You mention the idea of asymmetric thresholds. We implemented a variant of this by introducing upward and downward thresholds which are skewed as a function of a trend proxy.
There are many ways this framework can be extended or adapted. Your intuition is probably the best guide to successfully explore this terrain.
Kind regards,
james
from code.
Thanks James.
from code.
Related Issues (19)
- ch.olsen? HOT 4
- This code is actually a Martingale betting system HOT 7
- in code.java, why do the for-loops on lines 867 and 935 start at 1? HOT 4
- code.java: unsafe removal from a collection during for loop
- Liquidity indicator HOT 3
- Testing on XAUUSD (Gold)? HOT 3
- Node.js porting HOT 2
- Confusion about code.java not supporting trading model HOT 2
- Question about order closing HOT 2
- Price change delta - linear vs. log HOT 1
- Contrarian grid system with averaging?
- Runner.run() return values HOT 1
- The response rate is extremely low HOT 3
- Do we keep positions overnight?? HOT 1
- Threshold when position units > 30 HOT 2
- The Code.java is not worrking HOT 1
- AntonVonGolub/Code The code is not working HOT 4
- Unused code HOT 1
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from code.