. El zip no contiene aparentemente virus, tan solo un montón de gráficos y la siguiente descripción:Habrá que mirarlo con calma pero de entrada no veo nada contundente.WebSite: http://www.madraf.com/algotrading
File: charts/*.png
=================================================================================
In this collection I’ve presented all the most common trading indicators charts (as brought by the wicked taLib library and calculated using hourly candles on different currencies/indexes/commodities) against the future trend* of the DAX30 index; the correlations (Pearson’s r, Spearman’s rho and Kendall’s tau) between these values have been calculated taking into account the actual availability of the indicators during trading hours.
Example
HK33, SMA(close, 30)
we mean, in fact, the Simple Moving Average calculated for the last 30 periods (so minus 30 hours) of the HK33 index, against the common output, the future 12 ours trend* of the DAX30.
How to read the values:
+1, strong positive correlation (the two values move in the same direction);
0, no correlation
-1, strongl negative correlation (the two values move in opposite directions)
The period considered has been a bit more than the last two months (1st of May – 2nd of July): be aware that the correlation values may change widely during different periods and this table has the only aim to show you what has worked best in the last two months for the given inputs (see table) vs output (inversion point, +1 buy or -1 sell, for DAX30).
Notice that I’ve intentionally eliminated long trends in the calculation of this dataset in order to achieve a true, exploitable, correlation: each value in fact has been rendered as the logarithmic return of the ratio between itself and its previous hourly value.
* For trend we mean "start of a trend" or "inversion point": if previously there was a negative trend, an output value of +1 would mean that from now on ther would be a positive one, and viceversa.
Saludos,
X-Trader
