龙听期货论坛 » 量化策略·公式·源码库 » Predicting an Event [EasyLanguage Code]

龙听 发表于 2021-3-4 16:43

Predicting an Event [EasyLanguage Code]

EasyLanguage Code To TesT The Predictability Of An Event
**** Hidden Message *****[code]Vars:
        Event(false),
        FuturePrice(0),
        I(0),
        CG(0),
        Denom(0);

Arrays:
        PredictBin[100](0);

{>>>>>>>>> Code for Event Goes Here <<<<<<<<<<}

If Event Then Begin
        FuturePrice = 100*(Close - Close[9]) / Close[9];        //Future is referenced to 10 bars back
        If FuturePrice < -10 Then FuturePrice = -10;        //Limits lower price to -10%
        If FuturePrice > 10 Then FuturePrice = 10;        //Limits higher price to +10%
        FuturePrice = 5*(FuturePrice + 10);        //scale -10% to +10% to be 0 - 100
End;
//Place the FuturePrices into one of 100 bins
If FuturePrice <> FuturePrice[1] Then Begin
        For I = 1 to 100 Begin
                If FuturePrice > I - 1 and FuturePrice <= I Then PredictBin[I] = PredictBin[I] + 1;
        End;
End;
//Measure center of gravity as a quick estimate
CG = 0;
Denom = 0;
For I = 1 to 100 Begin
        CG = CG + I*PredictBin[I];
        Denom = Denom + PredictBin[I];
End;
CG = (CG/Denom-50)/5;

Plot1(CG);

If LastBarOnChart Then Begin
        For I = 0 to 100 Begin
                Print(File("C:\PDFTest\PDF.CSV"), .2*I - 10, ",", PredictBin[I]);
        End;
End;[/code]

马弘立 发表于 2021-8-26 17:04

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