Ok, I might not get to this for a few more days, but here are some comments.
- You are correct, I did not seed the EMA, that is something that is probably a good idea, as it isn't valid until "period" goes by. - I didn't test with EMA samples for every hour, is that your configuration. - You SHOULD be careful, this was an experiment, and meant for proof of concept. So, if you are not going through the code and checking all details, I would not trade with it. The goal of putting the code out there was to provide a prototype for how it might be done, and I was looking to see who would be really interested in it before spending time to make it work reliable. Based on your questions, it seems you are very interested in me building this out. Let me know what intervals you might need to support. PS: There is a unit test that will convert past jbook data into EOD data, in case you need test files. Marcus On Thu, Jan 24, 2013 at 11:55 AM, Iñaki Andersen <[email protected]>wrote: > Hello Marcus, > > Thanks for the clarification. I have started running your code. However, I > cannot get the historical EMA well calculated. I attach a .rar with > > a) the historical file I'm using. > b) the strategy I'm running. It is the same as yours but logging into the > event record the EMA every hour, with some other data. > c) an extract of the EventRecord.htm > > The problems I see for the moment are: > - the EMA is very small. Maybe it should be initialised to a real price > value and not to 0, as otherwise it may take ages to converge if it is > recalculated only every day. > - the EMA is constant, even after day changes. maybe it is because the > calculateInitial() function is called only once. > > I am used to modify the 'normal' indicators but not a Java expert and it > would take me some time to really understand your code and debug it... I > hope this helps anyway. I'm still optimistic in that the historical > indicators can be very useful. > > Inaki > > Marcus Williford escribió: > > Please check your reports/EvenReport for any stack traces, there might be >> a "file not found" in there. The historical directory should be just off >> of the main jbooktrader root (provided when you launch). >> The file should be named correctly too: >> ES-GLOBEX-IND.txt was my example file's name. >> >> If this doesn't help, I'll review the "tip" of the branch, and maybe try >> to check-in a sample file that works out of the box. >> >> Marcus >> >> >> > -- > 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 jbooktrader+unsubscribe@** > googlegroups.com <jbooktrader%[email protected]>. > For more options, visit this group at http://groups.google.com/** > group/jbooktrader?hl=en <http://groups.google.com/group/jbooktrader?hl=en> > . > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
