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i just added a filter to my efs' entry strategy using the choppiness study built into esignal and it increased my win ratio by a few percent, im just wondering, does anyone know exactly how "choppiness" is calculated? i really dont like using things if i dont know how or why they work
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Don't know if this is what you are after, or if you are after the exact math of the study, but at least this describes the study to a degree...
Do a search in the page for Choppiness.
GarthGarth -
i actually was looking for the math behind it, but at least that link explains what it is generally, thanksComment
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Well, I got interested in this and found the following:
It goes into more detail on the study, and describes how to create the study at the end of the article.GarthComment
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I guess I should add that I am only assuming that this is the same algorithm that eSignal uses. It seems a reasonable assumption, but I have been wrong in some of my assumptions in the past, and undoubtedly will be wrong again in the future...GarthComment
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