> One more thought, over your 5 min window you can have multiple peaks. Or, peak > may be achieved after 1 minute and remain flat thereafter. Instead of using a > fixed window, you may want to have an expanding window, up to a maximum size > of > 5 minutes. very good point! it can indeed have multiple peaks. it was a very simple approach I must admit.
so you would recommend an expanding window. when the first peak is detected it closes this window. when the next JBT "tick" (1 second) arrives it will open up another window? or should the detected peak be preserved for a few seconds? thanks a lot for your precious input! -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
