APB acusa Concorrência de lançar consulta enviesada e com "resultados predeterminados"

[Aprendiz de Feiticeiro]

Visitante, obrigado pela ajuda.
Um abraço

[Visitante]

Aprendiz de Feiticeiro,
No site do WLD, existem vários scripts com esse nome.
O script feito pelo fundtimer e uma variação do gwolf penso tratarem-se mais de scripts de teste do que um scripts para negociação. O script do fundtimer tem inclusivamente um simbolo que avisa que usa dados do futuro para negociar, ou seja, que faz batota.

Três scripts do gwolf dizem ser sistemas tirados da revista stocks & commodities, e usam o RW indicator e RW oscilator.

O RWI é semelhante ao DMI, com duas linhas, uma positiva e outra negativa, a partir das quais é possivel criar outros indicadores, tais como um ADX e ADXR e um oscilador.

Atenção ao código do RWI, a maior parte está ERRADA, nomeadamente para o metastock.

boa sorte.

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I -The Random Walk Index (RWI)

This indicator was devised by Michael J. POULOS in the February 1991, January 1992 and September 1992 issues of Technical Analysis of Stocks and Commodities magazine ( TASC).

Back issues of the TASC magazine are available from their web site (www.traders.com), as well as a CD ROM of all the articles monthly published, since 1982.

TASC has always been where I learned to program most of what I have learnt during my first 5 years of programming: I have coded in Easy language all of what I found of interest from the very first issue of the magazine.

Useless to say that the results were not exactly what I expected from the considered article, but it was a very rewarding task either for learning to code or to learn what Technical Analysis exactly was.
Some other publications of interest are Future Magazine (http://www.futuresmag.com) and more recently Active Trader (http://www.activetradermag.com).

I also have been the Technical Editor of Bill Brower's TS EXPRESS magazine, from 1994 to 2000. The back Issues are still available (http://insideedge.net). They contain invaluable tips and tricks for the Easy Language programmer, at any level.

Unfortunately, you have to carefully read and read again these articles as well as the Excel code given to understand how to properly code it.

This misleading or sparsely documented series of articles has produced a lot of false code for the RWI.

Anyway, the RWI is one of these indicators that you can keep in your trading toolbox...once fixed.
The principle is to determine if a stock, a commodity shows persistent cycles over a given look back range.

According to W. Feller's theory on coin tossing, such random series ( heads or tails occurring in the same row) show a displacement from the starting point that is dependent of the square root of the number of tosses.

For price data series, the average channel of price should be proportional to the square root of the look back interval, if the market is random.
If the ratio is above the expected random wall value, the market is trending.

So the idea of the RWI is to calculate the ratio of the average channel of High AND low values, then take the ratio of this average by the square root of the look back period.

The calculation is iterated along a range of look back values, and the highest ratio observed is kept as the final value of the RWI.

The average channel is in fact divided by the true range to get consistent results.
As there are RWI calculation for the High and Low values of the price, the RWI is in fact a dual plot oscillator, like Wilder's DmiPlus and DmiMinus.

The code is somewhat tricky, because you must iterate for each bar using a range of look back periods, take the final maximum, store it, then go to the next bar.

The same calculus repeats for the hi and low series.
This imply the use of arrays to store al the intermediate values with the look back ranges, for both hi and low series.

Using TradeStation Easy Language code, we will build two functions (HHRWI and LLRWI later) that will return the RWI hi and lo series.

These functions may be called in an indicator to display the RWI values, a system if you want to use them for buy sell decision, an other function to build a new indicator...


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This indicator is defined as the ratio of an acutal price move to the expected random walk. If the move is greater than a random walk, and thus a trend is present, its index will be larger than "1.0" .

Random Walk
An economic theory that price movements in the commodity futures markets and in the securities markets are completely random in character (i.e., past prices are not a reliable indicator of future prices).

Random Walk Index

Description
In an effort to find an indicator that overcomes the effects of a fixed look-back period and the drawbacks of traditional smoothing methods, Michael Poulos developed the Random Walk Index. The Random Walk Index is based on the basic geometric concept that the shortest distance between two points is a straight line. The further prices stray from a straight line during a move between two points in time, the less efficient the movement.

Interpretation
Mr. Poulos found significant evidence during his research that the "dividing line" between short- and long-term time frames for most futures and stocks is right around eight to 10 days. Therefore, he feels an effective trading system using the RWI can be devised using two different time frames:

1.a short-term RWI (two to seven periods) for the market's frantic, random side and 2.a long-term RWI (eight to 64 periods) for the market's steady, trending side.

-Peaks in the short-term RWI of highs tend to coincide with price peaks.
-Peaks in the short-term RWI of lows tend to coincide with price troughs.
-Readings of the long-term RWI of highs above 1.0 provides a good indication of a sustainable uptrend.
-Readings of the long-term RWI of lows below 1.0 provide a good indication of a sustainable downtrend.

[Aprendiz de Feiticeiro]

Gostava de saber se conhecem um sistema de trading conhecido como Random Walk System, esta no wealth-lab e não consigo obter muita informação sobre ele.
Será baseado no Random Walk index?
Sabem indicar-me onde posso obter mais informação ...
Desde já agradeço.