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Well , i have been using the CH , has anyone found that by
randomizing the data , you get better results ?
Also the CH for picking direction is great , the hardest part is finding a few inputs
that work and then the data transformation, and all the jumping around to save sheets in Excel and then saving as CSV files .
Using the CH i can get direction about 80% of the time and using the same Data in
Day trader NST about 60% .
So i am wondering if people are using randomized data and are they generally getting good results?
Michael.
Michael,
- Can you please provide more detail regarding the Chaoshunter configuration?
- Are you simply providing raw OHLC data as inputs or are you using processed/indicator data from another application such as NSDT?
- What are the quantity of trades and or direction observations?
- What is the out of sample performance?
Nate
Hi Nate , i am processing the raw data in excel , usually i am using the natural log changes in prices etc , statistical inputs , then changing to a CSV format ,
Then i group the data by various search levels, eg , i want all the data that is around the same volatility as the last line of data i am using ( the current bar) , you can sort the data by whichever criteria you think will work for you. I also use the ABS value of the search , so that i get positive and negative results , eg , if you used the percentage change daily . if you do not use the ABS , you would only get a sort from say low to high , I don´t think that is a good way to get balanced data
On the percentage trades , i am looking at a barrier trading idea , I have an 80% chance that the outcome will be below a level or above the level but the problem is how to get into the trade at the right level as i was trying to avoid having too do intraday trading , only wanted to trade at the end of the day or the open .
IN the NSDT getting training 82.57 and 80.46 and out of sample 81.72 and 77.42 respectively based on change in open.
Along to go , i am afraid to say .
Michael.
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