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634 points david927 | 1 comments | | HN request time: 0.243s | source

What are you working on? Any new ideas that you're thinking about?
1. taylorius ◴[] No.41345418[source]
One of my hobbies is trying to predict foreign exchange prices (usually EURUSD tbh, but others as well).

I enjoy finding out the actual best-case performance of various technical analysis indicators, and popular "systems", by optimising the indicator's parameters to find the best long term performance. I also design my own indicators and systems in the same way.

To this end I have a C++ ImGUI desktop app with charting capabilities, and optimisation using differential evolution. The app has its operation driven by a c++ class that controls all aspects of its running, by means of various callbacks.

This enables me to test lots of strategies quickly, exploring the parameter space with the optimisation functions.

I've considered open sourcing the app, though I'm not sure there would be any interest. The codebase would need cleaning up first anyway! :-)