Thanks and no thanks Gregg. Your answer does not tell me much. I do not see how you can calculate a change other than taking two points. But I understand the reason of your mysterious answer is the famous proprietary story.
Kind regards, Ton.
----- Original Message -----Sent: Sunday, February 07, 2016 7:16 PMSubject: Re: [amibroker] Artificial intelligenceHi Ton, I won't say too much because I think it's part of my edge. The gist of it is that ROC() is a two-point measure along one dimension but change is both multi-point and also multi-dimensional. When change is broken down into a series of one-dimensional measurements related by Pearson's or other relational measures, there are information leaks.
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Posted by: "Ton Sieverding" <ton.sieverding@scarlet.be>
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