318 reputation
215
bio website milktrader.net
location
age
visits member for 3 years, 5 months
seen Sep 29 '13 at 22:12

Jul
2
awarded  Curious
May
10
awarded  Popular Question
Apr
22
awarded  Popular Question
Jan
6
awarded  Popular Question
Sep
27
awarded  Notable Question
Feb
8
awarded  Yearling
Feb
2
awarded  Popular Question
Oct
20
accepted What is the denominator in calculating daily range as a percentage?
Oct
20
comment What is the denominator in calculating daily range as a percentage?
The open makes the most sense as a point of reference. If you observe the range over the last n days, then the open of the first day is the denominator. (Hi - Lo) / Open.
Oct
13
comment What is the denominator in calculating daily range as a percentage?
SRKX: The second method divides two numbers that are directly calculated. The first method takes those same numbers and adds a third number for which care must be taken that it is the correct one. The open 12-days ago, for an n=12 calculation, can be confused with 11 or 13 and then the calculation would be wrong. The second method adds complexity that is prone to OBO error.
Oct
13
asked What is the denominator in calculating daily range as a percentage?
Aug
27
accepted What programming language is best suited for implementing DeMark?
Aug
27
comment What programming language is best suited for implementing DeMark?
I appreciate the pattern matching approach over iteration. This is what I was looking for. A 'different' way of conceptualizing problems. Thanks for the code. (which I still need to fully comprehend).
Aug
22
comment What programming language is best suited for implementing DeMark?
Readability is an important aspect of implementation, because it makes it easier to see if you have it right or not. Demark can get quite complex and nested if/else control flows can become Gordian. Thanks for the concept of 'pattern matching'. Can you show a code snippet of OCaml or F# similar to my R snippet?
Aug
17
revised What programming language is best suited for implementing DeMark?
added R example code
Aug
17
comment What programming language is best suited for implementing DeMark?
I wouldn't touch Excel with a 10-foot algorithm. Also not adverse to becoming better acquainted with a tool (language) if it makes the job more funner. I would also think OO would be a bit verbose and ugly. But not convinced imperative trumps declarative. Or that functional wouldn't be a really good fit.
Aug
17
asked What programming language is best suited for implementing DeMark?
Jul
15
awarded  Nice Question
Jun
17
accepted Who cares about autocorrelation?
Jun
17
comment Who cares about autocorrelation?
Are error terms and residuals similar? As far the terms having significant autocorrelation, does that tell you that your model is naive or maybe you don't understand the problem sufficiently to create a model in the first place?