Skip to content
Numerical Method , home
Menu
Search

Forum Applications Trading Strategies (Algo Quant)

How to use Sensitivity Package

  1. changminParticipant 2014-11-25 at 11:07 pm

    Dear Sir,

    I am currently using your Elliott strategy. How do I use your DemoSensitivityAnalyzer.java to optimize the entry (x1) and exit (x2) of the Elliott Strategy:

    Elliott2005v10.Customization customization = new MeanReversionAroundPosterioriStateEstimateCointegratedCoefficients( 0.3, 3.5,// beta range 0.6,// cointegration confidence x1, x2); // entry/exit signals

    How do I call your Elliott Strategy and pass input parameters to it using Sensitivity file?

    Thank you for your advises. Leo