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- dreamvalley replied Feb 18, 2016
Actually it is quite the opposite. Like what you did, I used linear regression to fit the hypothetical result of trades using previous returns. I also followed what you did and discard results where SL is not reached. Since there is no take profit ...
- dreamvalley replied Feb 11, 2016
Hi algoTraderJo, I would like to simulate your trade results more accurately, but I just have a small question. For the Christmas and New Year days, how do you handle the hourly data the day before and after these days if they are weekdays? Do you ...
- dreamvalley replied Jan 22, 2016
Hi algoTraderJo, I derived the ATR20 values from your results, but it seems that this time it varies much greatly compared to the ATR20 derived from the previous results you posted. Could it be possible that you were using a different timeframe ...
- dreamvalley replied Dec 3, 2015
Hi algoTraderJo, If I understand this correctly, the outputs of the NN's would be the MLE and MSE in the following D hours, where C is the number of most recent returns to use? In all the examples that follow, I see that D is much bigger (115 in ...
- dreamvalley replied Oct 5, 2015
Hi algoTraderJo, Thanks for sharing the results. It would be very helpful for people who want to try machine learning techniques on forex trading. One thing that keeps me wondering is that, since the forex market is such an efficient market, why ...
- dreamvalley replied Jun 1, 2015
Thanks PipMeUp for pointing out the difference. I have fixed these 2 lines and run the results again. Also I was using DST in the US in my last file, when in fact I should be using the DST in EU, and some double rounding error caused some lines to ...
- dreamvalley replied May 29, 2015
Hi everyone. I have been following this thread for a while and would like to share my findings. Hopefully this will make things more useful and consistent. I have attached some files. The first one is the E/U time series pre-processed from what ...
- dreamvalley replied Jul 29, 2014
The idea looks interesting. But what do you mean by "when the segment is in the unfavorable half of the price range"? Do you mean when the price is between 1.20 and 1.23, you only open long trades, and when the price is between 1.23 to 1.26, you ...
- Posts by Member Search: 'dreamvalley'