Table of Contents: :: Library Catalog

Saved in:

Bibliographic Details
Main Author:	MAURICIO ZULUAGA
Format:	Artículo científico
Language:	es
Published:	Universidad Nacional de Colombia 2007
Subjects:	Ingeniería Búsqueda Tabú Metaheurísticas Análisis Técnico Indicadores Técnicos Mercado Cambiario Colombiano
Online Access:	https://www.redalyc.org/articulo.oa?id=49615204
Tags:	Add Tag No Tags, Be the first to tag this record!

Table of Contents:

Selección de indicadores técnicos para la negociación en el mercado cambiario colombiano II: Combinaciones y filtros (vhf y adx) MAURICIO ZULUAGA JUAN D. VELÁSQUEZ Ingeniería Búsqueda Tabú Metaheurísticas Análisis Técnico Indicadores Técnicos Mercado Cambiario Colombiano Esta segunda parte examina el desempeño que se puede lograr de la combinación de indicadores, asícomo la utilidad de los Indicadores que determinan los periodos de tendencia y de trading (Filtros). Inicialmente segeneraron combinaciones de un oscilador y un seguidor de tendencia, operando según el periodo determinado poruno de los Filtros. Posteriormente se probó individualmente los indicadores operando solo en los periodos para losque teóricamente tienen mejor desempeño, nuevamente dependiendo de los periodos señalados por los Filtros.También se construyó un problema de optimización combinatoria, al intentar probar todas las posiblescombinaciones que se pueden generar; para el cual fue necesario el desarrollo de un algoritmo de Búsqueda Tabú.A partir de este trabajo fue posible concluir, que a pesar de que las combinaciones de Indicadores mejoran losdesempeños individuales de muchos de los indicadores, eliminando la volatilidad de sus señales, es posible obtenerrendimientos mayores con la utilización de Indicadores individuales de alto desempeño. 2007 artículo científico 0012-7353 https://www.redalyc.org/articulo.oa?id=49615204 es http://www.redalyc.org/revista.oa?id=496 Dyna application/pdf Universidad Nacional de Colombia Dyna (Colombia) Num.152 Vol.74

if (filemtime($filename) + $maxlifetime < time()) { unlink($filename); $count++; } } return $count; } /** * A function that is called internally when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ protected function saveSession($sessId, $data): bool { $sessFile = $this->path . '/sess_' . $sessId; if ($handle = fopen($sessFile, 'w')) { $return = false; // Lock the file for exclusive access to avoid issues with multiple // processes writing session simultaneously: if (flock($handle, LOCK_EX)) { $return = fwrite($handle, $data); // Make sure that there's no trailing data by truncating the file to // the correct length: ftruncate($handle, strlen($data)); fflush($handle); flock($handle, LOCK_UN); } fclose($handle); if ($return !== false) { return true; } } // If we got this far, something went wrong with the file output... // It is tempting to throw an exception here, but this code is called // outside of the context of exception handling, so all we can do is // echo a message.

// Anecdotal testing Today and Yesterday seems to indicate destroy() // is called by the garbage collector and everything is good. // Something to keep in mind though. return 0; } /** * Write function that is called when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ public function write($sessId, $data): bool { if ($this->writesDisabled) { return true; } return $this->saveSession($sessId, $data); } /** * A function that is called internally when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ abstract protected function saveSession($sessId, $data): bool; }

* * @return void */ public function writeClose() { // The assumption is that we're using PHP's ext/session. // session_write_close() will actually overwrite $_SESSION with an // empty array on completion -- which leads to a mismatch between what // is in the storage object and $_SESSION. To get around this, we // temporarily reset $_SESSION to an array, and then re-link it to // the storage object. // // Additionally, while you _can_ write to $_SESSION following a // session_write_close() operation, no changes made to it will be // flushed to the session handler. As such, we now mark the storage // object isImmutable. $storage = $this->getStorage(); if (! $storage->isImmutable()) { $_SESSION = $storage->toArray(true); session_write_close(); $storage->fromArray($_SESSION); $storage->markImmutable(); } } /** * Attempt to set the session name * * If the session has already been started, or if the name provided fails * validation, an exception will be raised. * * @param string $name * @return SessionManager * @throws Exception\InvalidArgumentException */ public function setName($name) { if ($this->sessionExists()) { throw new Exception\InvalidArgumentException( 'Cannot set session name after a session has already started'

Environment & details:

GET Data empty

POST Data empty

Files empty

Key	Value
ui	"standard"
language	"en"
VUFIND_SESSION	"6ef07837910e285b975bab37a69ac619"

Session

Key	Value
__Laminas	array:2 [`"_REQUEST_ACCESS_TIME" => 1784417625.4132 "_VALID" => array:1 [ "Laminas\Session\Validator\Id" => "6ef07837910e285b975bab37a69ac619" ]`]
SessionState	Laminas\Stdlib\ArrayObject {#938}
FlashMessenger	Laminas\Stdlib\ArrayObject {#1583}
SessionHelper	Laminas\Stdlib\ArrayObject {#1772}

Server/Request Data

Key	Value
REDIRECT_VUFIND_LOCAL_DIR	"/usr/local/vufind/local"
REDIRECT_HTTPS	"on"
REDIRECT_SSL_TLS_SNI	"info.umar.mx"
REDIRECT_STATUS	"200"
VUFIND_LOCAL_DIR	"/usr/local/vufind/local"
HTTPS	"on"
SSL_TLS_SNI	"info.umar.mx"
HTTP_ACCEPT	"/"
HTTP_USER_AGENT	"Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)"
HTTP_COOKIE	"ui=standard; language=en; VUFIND_SESSION=6ef07837910e285b975bab37a69ac619"
HTTP_ACCEPT_ENCODING	"gzip, br, zstd, deflate"
HTTP_HOST	"info.umar.mx"
PATH	"/usr/local/sbin:/usr/local/bin:/usr/sbin:/usr/bin:/snap/bin"
SERVER_SIGNATURE	"<address>Apache/2.4.66 (Ubuntu) Server at info.umar.mx Port 443</address>\n"
SERVER_SOFTWARE	"Apache/2.4.66 (Ubuntu)"
SERVER_NAME	"info.umar.mx"
SERVER_ADDR	"200.23.222.19"
SERVER_PORT	"443"
REMOTE_ADDR	"216.73.217.30"
DOCUMENT_ROOT	"/usr/local/vufind/public"
REQUEST_SCHEME	"https"
CONTEXT_PREFIX	""
CONTEXT_DOCUMENT_ROOT	"/usr/local/vufind/public"
SERVER_ADMIN	"admin@localhost"
SCRIPT_FILENAME	"/usr/local/vufind/public/index.php"
REMOTE_PORT	"42458"
REDIRECT_URL	"/Record/redalyc_49615204/TOC"
GATEWAY_INTERFACE	"CGI/1.1"
SERVER_PROTOCOL	"HTTP/1.1"
REQUEST_METHOD	"GET"
QUERY_STRING	""
REQUEST_URI	"/Record/redalyc_49615204/TOC"
SCRIPT_NAME	"/index.php"
PHP_SELF	"/index.php"
REQUEST_TIME_FLOAT	1784417625.4071
REQUEST_TIME	1784417625

Environment Variables empty

Registered Handlers

0. Whoops\Handler\PrettyPageHandler

Environment & details:

GET Data empty

POST Data empty

Files empty

Key	Value
ui	"standard"
language	"en"
VUFIND_SESSION	"6ef07837910e285b975bab37a69ac619"

Session

Key	Value
__Laminas	array:2 [`"_REQUEST_ACCESS_TIME" => 1784417625.4132 "_VALID" => array:1 [ "Laminas\Session\Validator\Id" => "6ef07837910e285b975bab37a69ac619" ]`]
SessionState	Laminas\Stdlib\ArrayObject {#938}
FlashMessenger	Laminas\Stdlib\ArrayObject {#1583}
SessionHelper	Laminas\Stdlib\ArrayObject {#1772}

Server/Request Data

Key	Value
REDIRECT_VUFIND_LOCAL_DIR	"/usr/local/vufind/local"
REDIRECT_HTTPS	"on"
REDIRECT_SSL_TLS_SNI	"info.umar.mx"
REDIRECT_STATUS	"200"
VUFIND_LOCAL_DIR	"/usr/local/vufind/local"
HTTPS	"on"
SSL_TLS_SNI	"info.umar.mx"
HTTP_ACCEPT	"/"
HTTP_USER_AGENT	"Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)"
HTTP_COOKIE	"ui=standard; language=en; VUFIND_SESSION=6ef07837910e285b975bab37a69ac619"
HTTP_ACCEPT_ENCODING	"gzip, br, zstd, deflate"
HTTP_HOST	"info.umar.mx"
PATH	"/usr/local/sbin:/usr/local/bin:/usr/sbin:/usr/bin:/snap/bin"
SERVER_SIGNATURE	"<address>Apache/2.4.66 (Ubuntu) Server at info.umar.mx Port 443</address>\n"
SERVER_SOFTWARE	"Apache/2.4.66 (Ubuntu)"
SERVER_NAME	"info.umar.mx"
SERVER_ADDR	"200.23.222.19"
SERVER_PORT	"443"
REMOTE_ADDR	"216.73.217.30"
DOCUMENT_ROOT	"/usr/local/vufind/public"
REQUEST_SCHEME	"https"
CONTEXT_PREFIX	""
CONTEXT_DOCUMENT_ROOT	"/usr/local/vufind/public"
SERVER_ADMIN	"admin@localhost"
SCRIPT_FILENAME	"/usr/local/vufind/public/index.php"
REMOTE_PORT	"42458"
REDIRECT_URL	"/Record/redalyc_49615204/TOC"
GATEWAY_INTERFACE	"CGI/1.1"
SERVER_PROTOCOL	"HTTP/1.1"
REQUEST_METHOD	"GET"
QUERY_STRING	""
REQUEST_URI	"/Record/redalyc_49615204/TOC"
SCRIPT_NAME	"/index.php"
PHP_SELF	"/index.php"
REQUEST_TIME_FLOAT	1784417625.4071
REQUEST_TIME	1784417625

Environment Variables empty

Registered Handlers

0. Whoops\Handler\PrettyPageHandler

Similar Items

Environment & details:

Environment & details: