So did you suppress the future leak of SSA completely ??

Optimized Trend Trading

Genetic Optimizers and NNs are only a small subset of different Machine Learning tools. NNs are looking for local solutions but e.g. SVM no. All depends from learnig algorithm. NNs usally are using gradient descent which is out of date a bit. SVM ...

Optimized Trend Trading

So what is your exact judgement method ?? How you are measuring the error ??

Optimized Trend Trading

LagLasso and Kalman — And this one claims to predict S&P using LagLasso regression and Kalman filter url easy to check

Optimized Trend Trading

that's nothing unusal for human traders scalpers - see this url Its equity curve of my friend who is scalping in his shop > 100 trades from demo account. technique is very simple EMA 5,21,100,200, stoch MACD + watching 20 charts at the same time. ...

Optimized Trend Trading

So are you able to post result of 100 OOS trades for this system ?? Krzysztof

Optimized Trend Trading

. Yes that's true. We can have range conditions which just look like a range conditions but they are just piece of random brownian motion with H=0.5 and in this case all strategies will fail I think on Jurik site is a article how easy is to fool ...

Optimized Trend Trading

Ehlers strategies — Wow somebody claims that Ehelers strategies are working ?? I evaluated Ehelrs indicators as information extractors in posts 719-724 and it was quite clear that at least in case of such evaluation e.g. as valuable/not ...

Optimized Trend Trading

Conclusions Correct sign varied between 51.6% and 62%, its very low. Variation depend from number of bars and its clear impact of Law of Large Number ==> Predictive power of this setup will be very low because even for in sample period was not ...

Optimized Trend Trading

for sin + cos 600 bars — correct sign 100% most valuable inputs are momentum and lag values

Optimized Trend Trading

for 576 bars EURUSD — correct sign 62% inputs chosen equally 1,4,5,6 so EMA, HP, HP 2 pole and Butter

Optimized Trend Trading

for 7k bars EURUSD — correct sign 52.58 most valuable input CLOSE and lag(1)

Optimized Trend Trading

for 65k bars EURUSD — correct sign 51.6% the most valuable input seems to be HP filter, momentum(1), bandpass and bandstop

Optimized Trend Trading

experiment — I made some in my opinion interesting test. I wanted to verify if DSP filters are giving valuable input for the strategies when input data series are financial DS. For this i used NS and put outputs from filters as a input to NN ...

Optimized Trend Trading

Hi Alberto, Question: So what is your goal than ? So does it mean that you never made any statistic of accuracy of this preditction in and out of sample ?? But you said like a year ago that you were cooperating with mathematician specialized in ...

Optimized Trend Trading

Last year you were trying to find some people to work with the same and showing the same picture. So what was your results during this year ? Are you able to post in sample and out of sample real trading results ?? What is your method to distinguish ...

Optimized Trend Trading

Detrended Moving Average — Here is a presentation of it. Does anybody knows something about it ?? url It's big file > 7M not possible to post it here. Be patient when downloading

Optimized Trend Trading

post 670

Optimized Trend Trading

Thanks for interest in my idea. I believe GPU based 'pattern conformity' indicator is easy doable as actually everything is done in posted by me CUDA source code. However CUDA programming skills can be necessary here in case of modification but it ...

Optimized Trend Trading

speed !!! — shorter TF ===> stronger anti-persistance ===> easier trading. For this calculation speed is necessary. See another document and conditional PDF. It's the same like Ehler's PDF based strategies. Krzysztof

Optimized Trend Trading