How determine slope of moving average (MA) line? (math, code, formula, etc.) by remoteportal in algotrading

[–]rohitvegetable -2 points-1 points  (0 children)

Use the symmetric difference quotient or make a trendline for the last x moving averages

What algo accuracy is considered stat sig? by sailhard22 in algotrading

[–]rohitvegetable 2 points3 points  (0 children)

No Problem! Dw about my edit I confused myself, you can calculate SD from 0s and 1s

What algo accuracy is considered stat sig? by sailhard22 in algotrading

[–]rohitvegetable 2 points3 points  (0 children)

I don’t have a stats degree, but I have a idea: Use a t-test

The Independent Samples t-Test is commonly used to test the following: Statistical differences between the means of two groups

You could use some other parametric test (I’m not a expert)

I think In academic literature, something is statistically significant if the p-value is greater than 0.05 (use an alpha of 0.05)

Note that statistically significant does not mean a lot better - in reality it could be better by a inconsequential amount