EV6 has been released
improved scalp logic offsets thresholds above or below cex market prices based on primary indicator market cross
previously when creating simple moving averages from cex data there was a degree of stepwise high frequency "wiggle" in the indications where the moving averages would oscillate up and down +/- 1 satoshi per hour; this is a result of candle aggregation methods in the data arriving from cryptocompare. I have resolved this using polynomial regression of the last 24 hours of plotted moving average. So now bot plots moving average from cex data, then performs poly, then replots the moving average "smoothly"; the state machine is then fed the smoothed indication.
additionally; the new regression allows for moving averages to be extrapolated into the future; these moving average predictions are in yellow and are deleted and redrawn every 5 minutes; the tip of the prediction (24 hours into the future) is plotted as a single magenta dot and it stays on the chart.
finally, in the log some information about primary moving average slope and concavity is provided.
you can see the older stepwise moving average here; the step size is about one satoshi
this shows new poly regressions of moving averages extending into future
this is zoomed in on the 50 day average
zoomed in further
this is data provided in the new log
Topic: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data (Read 13731 times)
