{"id":568,"date":"2021-02-17T01:55:00","date_gmt":"2021-02-17T01:55:00","guid":{"rendered":"http:\/\/www.goncalo.pt\/por\/?p=568"},"modified":"2021-04-24T03:00:07","modified_gmt":"2021-04-24T03:00:07","slug":"2021-02-17-teste-a-origem-dos-dados-para-os-trading-systems-em-c-c","status":"publish","type":"post","link":"https:\/\/www.goncalo.pt\/por\/2021\/02\/17\/2021-02-17-teste-a-origem-dos-dados-para-os-trading-systems-em-c-c\/","title":{"rendered":"2021-02-17 &#8211; Teste \u00e0 origem dos dados para os Trading Systems em C\/C++&#8230;"},"content":{"rendered":"\n<p>Podem ver \u00e0 esquerda um teste \u00e0 origem dos dados quando s\u00e3o calculados os sistema de trading (os gr\u00e1ficos s\u00e3o s\u00f3 para enfeitar).<br><br>Se o sistema for algo super b\u00e1sico e que nunca daria lucro, como uma m\u00e9dia m\u00f3vel simples, como sabem, a m\u00e9dia m\u00f3vel \u00e9 calculada com base nos \u00faltimos x dias, por exemplo, uma Simple Moving average com par\u00e2metro 10, tem em cada dia a m\u00e9dia calculada dos \u00faltimos 10 dias (incluindo o pr\u00f3prio, da\u00ed qualquer decis\u00e3o com base nela tem de ser tomada sempre no dia seguinte e n\u00e3o no pr\u00f3prio sen\u00e3o seria curve-fitting).<br><br>Para isso, temos de ter a certeza de que os 10 dias s\u00e3o os que devem ser, para as contas darem certas, pois se ele estivesse por exemplo &#8220;a ver&#8221; o Futuro, ou seja, que um desses 10 dias tivesse um dia mais \u00e0 frente, o sistema estaria curve-fitted (viciado) e os resultados n\u00e3o seriam fidedignos.<br><br>Por isso, o primeiro passo, \u00e9 que o mecanismo se verifique funcionar em condi\u00e7\u00f5es, sacando dados dos dias correctos, para os seus c\u00e1lculos, para que n\u00e3o esteja viciado. E por isso fiz estes testes \u00e0 esquerda na imagem, para ter a certeza de que tudo corre bem.<br><br>Apenas o 1\u00ba passo de um longo caminho.<br><br>2021-02-17.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Podem ver \u00e0 esquerda um teste \u00e0 origem dos dados quando s\u00e3o calculados os sistema de trading (os gr\u00e1ficos s\u00e3o<\/p>\n","protected":false},"author":1,"featured_media":572,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[21,5,3,98,4,164,163,97],"tags":[104,7,105,120,103,106,160,161,101],"class_list":["post-568","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-matematica","category-programacao","category-projectos","category-sistemas-de-trading","category-softwares","category-top","category-top-trading-systems","category-trading","tag-bolsa","tag-c","tag-forex","tag-programacao","tag-sistemas-de-trading","tag-sistemas-de-trading-mecanicos","tag-top","tag-top-trading-systems","tag-trading-systems"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v25.4 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>2021-02-17 - Teste \u00e0 origem dos dados para os Trading Systems em C\/C++... - Gon\u00e7alo Ferreira<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.goncalo.pt\/por\/2021\/02\/17\/2021-02-17-teste-a-origem-dos-dados-para-os-trading-systems-em-c-c\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"2021-02-17 - Teste \u00e0 origem dos dados para os Trading Systems em C\/C++... - Gon\u00e7alo Ferreira\" \/>\n<meta property=\"og:description\" content=\"Podem ver \u00e0 esquerda um teste \u00e0 origem dos dados quando s\u00e3o calculados os sistema de trading (os gr\u00e1ficos s\u00e3o\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.goncalo.pt\/por\/2021\/02\/17\/2021-02-17-teste-a-origem-dos-dados-para-os-trading-systems-em-c-c\/\" \/>\n<meta property=\"og:site_name\" content=\"Gon\u00e7alo Ferreira\" \/>\n<meta property=\"article:published_time\" content=\"2021-02-17T01:55:00+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2021-04-24T03:00:07+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/www.goncalo.pt\/por\/wp-content\/uploads\/2021\/02\/2021-02-17-Testing-Quote-data-source-for-my-C-Cpp-Trading-Systems.png?v=1618146979\" \/>\n\t<meta property=\"og:image:width\" content=\"1920\" \/>\n\t<meta property=\"og:image:height\" content=\"1080\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/png\" \/>\n<meta name=\"author\" content=\"gnmf\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"gnmf\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"1 minute\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\/\/www.goncalo.pt\/por\/2021\/02\/17\/2021-02-17-teste-a-origem-dos-dados-para-os-trading-systems-em-c-c\/#article\",\"isPartOf\":{\"@id\":\"https:\/\/www.goncalo.pt\/por\/2021\/02\/17\/2021-02-17-teste-a-origem-dos-dados-para-os-trading-systems-em-c-c\/\"},\"author\":{\"name\":\"gnmf\",\"@id\":\"https:\/\/www.goncalo.pt\/por\/#\/schema\/person\/28a9f845c4de91a7c067707279b1d8dd\"},\"headline\":\"2021-02-17 &#8211; 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