SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Mon Feb 09, 2026 1:21 am

View unanswered posts | View active topics


Board index » OpenQuant » General Discussion

All times are UTC + 3 hours




Post new topic Reply to topic  Page 1 of 1
  [ 1 post ] 
  Print view Previous topic | Next topic 
Author Message
edwardgonen
PostPosted: Tue Dec 24, 2013 5:17 pm 
Offline

Joined: Mon Oct 04, 2010 5:13 pm
Posts: 363
Hi,

I've added 3 user indicators for public usage - IFT, VWAP and ATR at http://www.smartquant.com/forums/viewforum.php?f=84. You are welcome to copy the code and use them for any purpose - they all verified and work in many strategies. The only problem I see with them is performance each one takes about 2-3 seconds to calculate. So it is not a problem for a daily calculation but may be annoying in intraday if you need to do that on every bar. If you have any idea why it takes so much time - please let me know.

Thanks and enjoy.
Ed
Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  Page 1 of 1
  [ 1 post ] 

Board index » OpenQuant » General Discussion

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 9 guests

You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group