You might take a look at…
http://www.seykota.com/tribe/TSP/Trends/index.htm
-Sean
From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com]
Sent: Sunday, February 07, 2016 1:16 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Artificial intelligence
Hi 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: "Sean ONeill" <ONeillSeanP@verizon.net>
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