No you dont understand, the 2 charts don't align, therefore if you backtest only on the price chart you will get a fake backtest result which doesnt match reality. Because only the time*price chart which the broker gives is valid, there you execute ...

Statistical mean of the market [quant corner]

Yes i`ve thought about this, and this is what i was trying to say, that its useless.It doesn't matter how you transform price, because you have to take the trades on a time*price chart what price the broker gives you. So doesnt matter what filter ...

Statistical mean of the market [quant corner]

Good point Ming, the way to stop losing is to stop trading, temporarly. Reconsider your strategy, your discipline and your attitude and then resume trading, if your method is a loser, it will never become a winner, you have to change something in it. ...

how many pips did you lose before becoming a succesful trader?

Yes you are right, i made an error, a pretty big one as i simulated the trades also on the price chart whereas i should have simulated it on the real chart and only had used the price chart as a filter. Because in real trading you put the trades on ...

Statistical mean of the market [quant corner]

Here is it. Note that the indexes of the bars might not line up as they are drawn index by index, not by time, since my "holy grail" chart is a pure price charts so there is no time dimension. So since the candles are drawn index by index, there ...

Statistical mean of the market [quant corner]

Thanks but slow down pal, as this is only a preliminary test, it still has to pass trough MT4 test (because maybe my platform is bugged) and demo forward test. And then on a real account a live test, so i just cant get excited until that happens. ...

Statistical mean of the market [quant corner]

Ok here is my filter 3.0 After transforming the price to a noiseless stream, i succeeded finding a very nice transformation, which filtered so much noise out that it is possible to trade only trends, and all inbetween was filtered out, so a trend ...

Statistical mean of the market [quant corner]

Well you can read all my posts, or you can check out my current work: url Which is a very fresh project of mine, where i put in all my knowledge. I may have said stupid things in the past, so probably my first 100-200 posts in this forum are ...

Measuring the Markets – Ideas

No because i dont trust my eyes, human eyes can be tricky and create false patterns even when there arent any. Now maybe some people are gifted and could see real patterns which are very subtle, but i`m not one of them. The many black/blue dots ...

Secret footprint in the markets

Hey i`ve transformed the price (removed as much noise as possible without distorting the accuracy of the candles) image Does it look less random than the one shown @ post 28 Can you spot any patterns here, it should be more relevant since i ...

Secret footprint in the markets

I got 11 years of historical data, i use all of them. Yes i`m using timeframe, but i`m using the best timeframe which filters out the most noise while also leaving good accuracy for my indicator.

Measuring the Markets – Ideas

It means that i have statistical proof that my indicator with Y settings has X performance, and not just wild guesses between the different settings with no clue to what the future might hold. Statistics is the discipline where you look in the past, ...

Measuring the Markets – Ideas

Yes, it doesnt matter how you quantify it, but the emphasis is on quantification, I don't care if you use tarot cards to predict the market, but you must show me a statistical report on the accuracy before I would believe you, and not just plain ...

Measuring the Markets – Ideas

You have to learn Quantitative Finance tools to measure the markets, all these guys posting above are just using plain old technical crap , that is not science it's vodoo. If you want a scientific measurement then you have to learn to quantify the ...

Measuring the Markets – Ideas

Ok i`ve just reconsidered my goal as i think 10,000% is not really needed, i think 5000% is already better than enough. image This is a fake optimization report made on fake historical data, so dont get excited and think that I`ve found the Holy ...

Statistical mean of the market [quant corner]

Actually I took the liberty to analyze the TF's again, and yes my conclusion still stands, I just dont see how Adal's claims that tick charts are good, is correct. image I`ve tested my basic filter on all timeframes with median and close prices, ...

Statistical mean of the market [quant corner]

Ok screw the entire PROXI SCORE benchmark system, it's a useless crap. It is not worth to measure the drawdown, because it only distorts my research. I have to conclude that the DD is not important, the DD will be adjusted only by the position size, ...

Statistical mean of the market [quant corner]

Ok my research got a really big breaktrough, looks like transformed price is really improving my results. So my new research goal is 25.000 PROXI SCORE, because I think it's far more than enough, as I currently see where my research is going. So ...

Statistical mean of the market [quant corner]