Topics created by FaulknerTrading1

https://www.alphavantage.co/ I'm working on intergrating an API through this provider. They seem to have all of the volatility data one could need. I took a break from this mission for personal reasons but I am back, hopefully we can create a solution

This provider was recommended by chat gpt and seems to be completely free

TimeDaylightSavings
Returns correction for daylight saving time in seconds, if the switch to summer time has been made. It depends on the time settings of your computer.

int TimeDaylightSavings();

Return Value

If switch to winter (standard) time has been made, it returns 0.

Doesn't work on back test though, have never tried it but will possibly help.

Your welcome

Hello, @l-andorrà

I was just looking to experiment. The idea is based on the concept that when traders go through periods of large win streaks/ losing streaks, their account balances are likely to regress back to the mean. This would have been a measure to reduce those massivce swings.

Its a concept I had heard of online that caught my attention

Then I'm afraid that goes beyond my capabilities, sorry. Maybe jstap can be more helpful here.