@GoldTheHun, thanks for your explanation. @ezcurrency, thank you. You propose a predictive model. I don't judge if it is good or not (didn't check). Actually I expected a more qualitative answer. Something like "I would go long because the next bar ...

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He can't do that. To estimate the variance one needs 500 samples to get an expected error of 1%. 300 samples if 5% expected error is accepted. With 3-5 samples it's quicker rolling a dice. Also I think Calculus is not really willing to estimate the ...

What's a good volatility contraction indicator?

So nobody wants to try answering the question post #52? The goal is to answer the question at each and every bar, using both the past and the future data, preferably in a mechanical way (so the computer does the job). This will be used as a target ...

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-- side note: my indicator uses this model (with the drift) to estimate the trend (it is a Kalman filter/smoother) -- I tried once to mix these square root "cones": the cones of the current bar, the previous bar, the one before... I failed because ...

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You propose a model driven approach. A lot of people here aren't math oriented and may not know where this square root of time is coming from. It is the solution of the well known Gaussian Random Walk with no drift. So you assume a purely random ...

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"For sure I dislike the idea of adding on the losers while the price is going against my positions" / "I checked the ranges don't last long enough to offset this loss." The reason is statistical. I'm not here adding subjective perceptions on the ...

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Some people trade by greed. Some trade for the fun (gambling). Some trade in their comfort zone. Some like it simple. Some quickly trail their stop to BE. Some take profit when they like the pips they have. What is the common point to all of them? ...

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ROFL. I wish it were true. To be honest that's the first thing I checked. But in a long enough trend the color is correct. I think the idea is valid but the loss function is terribly bad.

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I used the heatmap to build a indicator that fills the background in green/red (buy/sell). The map is trainned on AUD/USD, 10 pip range bar chart from mid 2007 to 2013. The screenshot is EUR/JPY 40 pips RBC June 2015. No currency in common, not the ...

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This thread severly difted away from the original topic. As usual with FF threads... No problem. The ranging condition is only a special case of a trend. It is the 0 pips/bar trend (or close enough). It is also special in the sense that you can ...

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I never said that the SL should provide any kind of edge. What makes you understand that??? Unfortunately the links in Adal's post are broken. Perhaps I'm trying to do something like he did. I'll never know. I perform my stats with constant range ...

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It's not a problem per se. Reducing the sensitivity of the ZZ indicator makes it trade a higher TF. Your uncertainty increased. So does your SL. Doing this you change centimeters to inches. Up to the scale nothing changes. image

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Then it validates that I'm not interested in believes either.

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What else can that be "A trend is said to have established in one direction when the 50 EMA crosses the 100 EMA in that direction"? image

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Definition of belief in English by the Oxford dictionary: belief: noun. An acceptance that something exists or is true, especially one without proof; a firmly held opinion

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Is there a valid meaning of these strange clusters forming an ellipse or are they just an artifact? image

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It's just wording. What you call belief is what I call random rules out of the blue. Repeating myself "I'm NOT looking for a profitable system to trade".

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I built a pSAR like zigzag that says UP, DOWN or "well I'm not sure I won't tell". So I can have UP, don't know, and UP again.

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This is exactely what I want NOT to do. I don't want to guess random rules out of the blue and check them against a backtest. I want the rules to be infered from the data. That means without me involved. Please understand that I'm NOT looking for a ...

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I've read a paper where the authors do exactely this. They break down (in hindsight) the market into pieces of linear trends. I personaly can't see the trend as something that starts and later stops. Up trend and, all the sudden, down we go. A ...

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