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RicardoSantos
13 Th10 2021 10:37

Box-Cox Log Bands 

Euro Fx/U.S. DollarFXCM

Mô tả

Experimental:

Uses the Box-Cox Transformer with a deflection on the inversion to create log bands.

to be used in log scaled charts.

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glikar
Thanks, I'm Looking forward to furthering developement.
glikar
This looks like it has potential! What settings did you use to get that fit? With the default settings, there is no separation between bands. Also, I couldn't get it to fit on any other commodity.
RicardoSantos
@glikar, you need to adjust to price scale btc is lambda ~ (-0.5), closer to 0 for lower integral digit counts.
there will be values that will translate pretty badly, so its a work of concept only at the moment..
TraderGxyz
@RicardoSantos, I noticed on line 27 I think it's supposed to be "lambda-lower_band_scale_factor" rather than" lambda+lower_band_scale_factor". I think that's part of the difficulty that @glikar is having.
RicardoSantos
@TraderGxyz, yes, but you can work around that by using a negative on the factor input, the algorithm is flawed and i moved on from it, no intention to retouch any time soon :/
ICEKI
Appreciated your effort mate <3
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