GandalfProjectResearchSystem-By Domenico D'Errico and Giovanni Trombetta's
The Gandalf Project Research System strategy was published in the August 2017 "Stocks and Commodities" article titled "Artificial Intelligence For System Development" by Domenico D'Errico & Giovanni Trombetta.
In the article “System Development Using Artificial Intelligence” in this issue, authors Domenico D’Errico and Giovanni Trombetta discuss the question as to whether humans or computers are better at trading. They attempt to merge the two approaches by using genetic algorithms and out-of-sample testing.
PART OF TRADING LOGIC
How to Setup The Gandalf Pattern:
- If (Weighted bar ago < Median bar ago and Median 2 bars ago <= Weighted bar ago and MedBodyPrice 2 bars ago <= Weighted 3 bars ago)
- Or (Weighted 1 bar ago < Median 3 bars ago and MedbodyPrice of current bar < Median 2 bars ago and MedBodyPrice 1 bar ago < MedBodyPrice 2 bars ago)
NOTES :
Median = (High+Low)/2
MedbodyPrice = (Open+Close)/2
Weighted = (Open + Close + High + Low)/4
Full Article : http://technical.traders.com/archive/archivelogin.asp?file=%5CV35%5CC08%5C488DERR.pdf%3C%2Fa%3E
