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Random walk price model with signal gating
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Don Smith
Posted 9/27/2020 10:49 (#8517485 - in reply to #8517423)
Subject: RE: Random walk price model with signal gating



Centre county Pennsylvania, USA
Have not ran gated analysis on any real market price data series, yet. That’s on my to-do list. My gated analysis algorithm is not configured to run real market data, it needs significant revision to do that. When that revision is complete, and checked out, I will post results for some real data cases, like corn ad soy.

Sizing increments of sale is always challenging, and needs to be included in the algorithm.
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