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Logarithm and Square root?

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Count-Roy

Subscriber, bbp_participant, community, 69 replies.

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10 years ago #113444

can we have some usage samples of these two please?

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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10 years ago #129258

these functions were added at user’s request, they are simple mathematical functions with a simple input and output

 

I’m not sure how they can apply to trading, but why not having it there.

Mark
StrategyQuant architect

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Count-Roy

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10 years ago #129307

hopefully the user who requested them can give us an example.

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seaton

Customer, bbp_participant, community, 160 replies.

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10 years ago #129315

I’m using them as part of different trailing stop breakeven calculations instead of just a linear or ATR based training stop, I would love to see these additional Dynamic Stop loss functions in Strategy Quant down the track, hopefully with the new upcoming version I should be able to implement them as plugins when its released. 

 

I’m a member of the Asirikuy forums and these Dynamic SL functions are part of their machine learning system pKantu, which is similar to StrategyQuant but SQ better 🙂 with good success on the generated EA’s

 

So how the dynamic stop will reach breakeven will depend on what function is configured (in a nutshell).

 

Linear  SL: ax + breakeven

log SL: alog(x) + breakeven

parabolic SL: ax^2 + breakeven

Sqr Root SL:  aSqr(x) + breakeven

 

 

where breakeven is the number of candles you want breakeven to occur, I won’t attached mathematical graphs of the functions here, but do a search for each of the functions mathematical graphs and you’ll see what theyshould do and you’ll get an idea of how they would perform as a dynamic SL.

 

BTW thanks for implementing these addition maths Marc.

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Count-Roy

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10 years ago #129385

may we have a sample or two, to see how its put together?

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