Creating Time Series Objective Functions

QCL Commands for creating objective functions for identifying, measuring, and calibrating both good and bad trading signals:

• Time Series Objective Function Generation

  • Objective functions for identifying losing trades

  • Objective functions from forward differences

  • Objective functions from backward accumulation

  • Objective functions that never miss n-point or n-percent moves

  • Objective functions that guarantee specified trading frequencies 

  • Objective functions without long or short bias

  • Objective functions for next-day

  • "Perfectly smoothed" oscillators

 

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