The Elite Circle - Scaling and Centering of Raw Indicator Values +50/-50

Categories

Show

Help

The Elite Circle

File sharing for Elite Members only, includes any and all platforms and file types

The Elite Circle

Filter

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 0 1 2 3 4 5 6 7 8 9

Entries

Scaling and Centering of Raw Indicator Values +50/-50

The attached file is a function that scales and center raw values between a range of +50/-50. This is a derivative work from the book Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments by David Aronson and Timothy Masters. The function follows the concept of "Historical Adjustment to Improve Stationarity". An example of use of this scaling can be found in the indicator section in the multicharts section. -JZ

Category The Elite Circle

Details: Scaling and Centering of Raw Indicator Values +50/-50
Category: The Elite Circle

June 24th, 2023
Size: 2.80 KB

Keywords: indicator multicharts stationarity statistics scaling centering