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HPotter
2017년 1월 17일 오전 5시 16분

WAMI Strategy Backtest 

E-mini S&P 500 FuturesCME

설명

The WAMI-based trading lies in the application and iteration of the
optimization process until the indicated trades on past market data
give consistent, profitable results. It is rather difficult process
based on Fourier analysis.
You can to change Trigger parameter for to get best values of strategy.

You can change long to short in the Input Settings
Please, use it only for learning or paper trading. Do not for real trading.
코멘트
overttherainbow
Great work as usual man! You really are a wizard

I know nothing formal about probability or statistics, but is it possible to do a Fourier transform indicator with Pine script? Again, I don’t really know what I’m saying so sorry if my question seems naive
HPotter
@overttherainbow, Thank you and I don't know ))) May be...
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