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Posts Made By:
IlyaKipnis
Forum:
Traders Hideout
September 14th, 2014, 07:13 PM
Replies:
72
Julius de Kempenaer (JdK) Relative Rotation Graphs (RRG) aka JdK RS Ratio
Views:
73,899
Posted By
IlyaKipnis
If anyone has the way to actually compute the two...
If anyone has the way to actually compute the two axes, I can have a starting point. The graphs look challenging as it stands to implement (I'm pretty sure there's a way in GGplot2 to do this,...
Forum:
TradeStation
August 24th, 2014, 08:26 PM
Replies:
10
TradeStation keyword question
Views:
3,303
Posted By
IlyaKipnis
Alright, so Rsquare is the R-squared of the high...
Alright, so Rsquare is the R-squared of the high of prices (y) with respect to bar number (x).
The slope, ALSO, is the high of prices (y) with respect to bar number(x)?
Forum:
TradeStation
August 24th, 2014, 08:16 PM
Replies:
10
TradeStation keyword question
Views:
3,303
Posted By
IlyaKipnis
I get that PriceH is the dependent variable (the...
I get that PriceH is the dependent variable (the y). What is the x? 1 through Length?
Forum:
TradeStation
August 24th, 2014, 08:11 PM
Replies:
10
TradeStation keyword question
Views:
3,303
Posted By
IlyaKipnis
Right. I'm asking about that slope that's...
Right. I'm asking about that slope that's positive or negative. Is that also using those same integers (EG 481-500) as the independent variable in that second line as well?
Forum:
TradeStation
August 24th, 2014, 07:53 PM
Replies:
10
TradeStation keyword question
Views:
3,303
Posted By
IlyaKipnis
I suppose I'm asking what both of those lines do....
I suppose I'm asking what both of those lines do. That is, am I doing a rolling linear regression on integer values specifying time, or am I doing the rolling linear regression on the price against a...
Forum:
TradeStation
August 24th, 2014, 07:42 PM
Replies:
10
TradeStation keyword question
Views:
3,303
Posted By
IlyaKipnis
TradeStation keyword question
Guys, simple question: in the following code, is the independent variable some sort of sequence of integers (EG if the length is 20, that the independent variable is 1-20), or is it the lagged price?...
Forum:
Traders Hideout
August 13th, 2014, 03:42 PM
Replies:
10,645
Sticky:
Introduce yourself here!
Views:
14,248,326
Posted By
IlyaKipnis
Hi guys. I'm new to the forum as well. I'm a...
Hi guys. I'm new to the forum as well. I'm a young professional looking for my next trading opportunity. I run a blog about creating systematic trading strategies in R.
Nice to meet you.
Showing results 1 to 7 of 7
What unexpected challenges have you encountered while trading on a "Funded Trader" platform?
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