Yes. I would open a new window once the peak is detected. If the peak is not detected within a 5 min window, I would start sliding the window forward with each "tick", monitoring the trend until peak is eventually detected. Whether you want to take action immediately after the peak or wait a few seconds for confirmation depends on how you plan to use the strategy.
________________________________ From: new_trader <[email protected]> To: JBookTrader <[email protected]> Sent: Wed, December 22, 2010 1:53:53 PM Subject: [JBookTrader] Re: peak and reversal detection -> help needed > 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. -- 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.
