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markziemann / cryptoblog

collection of code related to analysis of crypto market data
https://mdz-analytics.com/
MIT License
1 stars 2 forks source link

Half and half #39

Closed markziemann closed 2 years ago

markziemann commented 2 years ago

It would be interesting to see whether indicators made based on early history perform well in later stages For example bitcoin indicators based on 2011 to 2016 data perform okay for 2017 to 2022

markziemann commented 2 years ago

This has been better resolved by applying an exponent to the diff which is variable and dependent upon the time.