Complex algorithm needing help?

Posted by Caustic under C# on 7/13/2011 | Points: 10 | Views : 1318 | Status : [Member] | Replies : 2
HI there
I have been looking high and low on this. I am pulling out my hair on trying to code this financial algorithm. Can anyone help?
The inputs of my model is:
These inputs include:
Scalar time series of x0 , x1, ? ??, xn,
Input m is a period
x with the hat is a simple moving average (show coded algorithm for this as well)
? () is a selector, i.e. ? (x) =1 if x>0, else ? (x) = 0
I have attached the algorithm and simple moving average calculation in a zip as well.
Thanks




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Posted by: Caustic on: 7/13/2011 [Member] Starter | Points: 25

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Here is the attachment if you do not get it
 Download source file

Caustic, if this helps please login to Mark As Answer. | Alert Moderator

Posted by: Ndebata on: 7/13/2011 [Member] Starter | Points: 25

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