Logarithm and Square root?
4 replies
Count-Roy
10 years ago #113444
can we have some usage samples of these two please?

Mark Fric
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
Count-Roy
10 years ago #129307
hopefully the user who requested them can give us an example.
seaton
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.
Count-Roy
10 years ago #129385
may we have a sample or two, to see how its put together?
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