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Search: Posts Made By: SMCJB

Forum: TradeStation

May 11th, 2022, 01:51 PM

Replies: 18

Random Walk by Poulos

Views: 3,799

Posted By SMCJB

The 1030 code is wrong the 200 should work but...

The 1030 code is wrong the 200 should work but I'm lazy in checking for the divide by zero.

Input:
Length(14);

Vars:
Loop(1),
RWIH(0),
RWIL(0),

Forum: TradeStation

May 9th, 2022, 02:12 PM

Replies: 18

Random Walk by Poulos

Views: 3,799

Posted By SMCJB

I didn't know it was a thing in the States. It...

I didn't know it was a thing in the States. It is, or at least was when I was a kid, pretty big in the UK. Not only seeing them, but being on trains pulled by them - of course the UK has passenger...

Forum: TradeStation

May 9th, 2022, 09:11 AM

Replies: 18

Random Walk by Poulos

Views: 3,799

Posted By SMCJB

Thanks. That code uses an array to store the...

Thanks. That code uses an array to store the values, and then running a second loop to check for the max value in the array. I have to think that would be both slower and more memory intensive than...

Forum: TradeStation

May 8th, 2022, 03:31 PM

Replies: 18

Random Walk by Poulos

Views: 3,799

Posted By SMCJB

I like the theory around this (how expected...

I like the theory around this (how expected volatility increases relative to the square root of time) but not sure I like the actual implementation as much. The dynamic nature of the lookup is that...

Forum: TradeStation

May 8th, 2022, 12:26 PM

Replies: 18

Random Walk by Poulos

Views: 3,799

Posted By SMCJB

While it is true that ...

While it is true that
https://nexusfi.com/attachment.php?attachmentid=324325
It does NOT hold for
https://nexusfi.com/attachment.php?attachmentid=324326
so you can't make that simple...

Forum: TradeStation

May 8th, 2022, 11:38 AM

Replies: 18

Random Walk by Poulos

Views: 3,799

Posted By SMCJB

edit2 this is wrong. see next post. Thinking...

edit2 this is wrong. see next post.

Thinking about this a little more, I believe the following holds true
https://nexusfi.com/attachment.php?attachmentid=324323
Which would mean the code becomes...

Forum: TradeStation

May 8th, 2022, 11:30 AM

Replies: 18

Random Walk by Poulos

Views: 3,799

Posted By SMCJB

Interesting subject Mucho20 and thanks for the...

Interesting subject Mucho20 and thanks for the input Shaban.

I will say though that whats explained here...

does not match this code here...

The key point/difference seems to be ...

Showing results 1 to 7 of 7

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