phantom (int Dir, int FastPeriod, int SlowPeriod) : int
Indicator for 'equity curve trading'. Detects from the equity curve if the market
is in an unprofitable state and trading with the current asset/algo combination is not advised. Can be used
to switch from live trading to phantom trading by setting the
TR_PHANTOM flag.
Parameters:
| Dir |
1 for long trading, -1 for
short trading, 0 for both. |
| FastPeriod |
Lowpass period for the short-term component equity curve. |
| SlowPeriod |
Lowpass period for the long-term component equity curve. |
Returns
1 when the short-term component equity is falling and below
its long-term curve, otherwise 0.
Remarks:
- This function creates series and thus
must be called in a fixed order in the script.
- The source code can be found in indicators.c.
Example:
if(phantom(0,5,50)) setf(TradeMode,TR_PHANTOM);
else resf(TradeMode,TR_PHANTOM);
See also:
predict, Phantom Trading
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