• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Heikin Ashi, how can it be backtested?

smaessen

smaessen

Joined
9/6/16
Messages
1
Points
11
HA seems like a wonderful way to represent the price data and my trading strategy indicators seem to perform much better based upon HA candles compared to the default chinese candlestick values. However... the first value you use for calculating HA values will keep having impact even after 500 candles. A moving average with a period of 10 has a sliding window of only 10 values. It's impossible for me to always use all values I have in my database for the HA values. But continuing on a previous calculated value isn't possible. Making sure it uses a sliding window of 100 or 200 pips is possible but not a very common solution I think?

And whats the history of HA? Is this a relative new technique invented in the computer era since it maybe couldn't be calculated before?

How does one tackle this issue?
 
Back
Top