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How to use Sensitivity Package

Home 21090308 Forums Applications Trading Strategies (Algo Quant) How to use Sensitivity Package

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  • #2957
    changmin
    Member

    Dear Sir,

    I am currently using your Elliott strategy. How do I use your DemoSensitivityAnalyzer.java to optimize the entry (x1) and exit (x2) of the Elliott Strategy:

    Elliott2005v10.Customization customization = new
    MeanReversionAroundPosterioriStateEstimateCointegratedCoefficients(
    0.3, 3.5,// beta range
    0.6,// cointegration confidence
    x1, x2); // entry/exit signals

    How do I call your Elliott Strategy and pass input parameters to it using Sensitivity file?

    Thank you for your advises.
    Leo

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