Well not quite, yes all of them were profitable but the majority had like 100-1000 net pips after a 10 year trading period.Which is pretty lame, and no sane person would stick to that indicator which performs this bad. Of course its the game of ...

Statistically testing every indicator with my Genetic Algoritm

Not that easy If you wait for them to align, that would be a very rare case, since both signals must come at the same bar.And if so then you will have very few trades, maybe 1 in a month or so, even if the accuracy is that much, its a waste of ...

Statistically testing every indicator with my Genetic Algoritm

image Ok here are the results i finished testing all indicators on H4, so here are they.Surprizingly all of them were profitable , but i only show the top 4 because i`m lazy to tell about them in detail. Top 4 on EUR/USD 1)Wiliam's 2)Demarker 3) 1 ...

Statistically testing every indicator with my Genetic Algoritm

I don think that the 3 month has any significance.The optimization lenght must also be a variable, and must find the best period for each cluster upon which to optimize the indicator. And of course in each period there is different "best settings" ...

Statistically testing every indicator with my Genetic Algoritm

I dont know how well its used, and maybe the discretionary element plays a huge role in diferentiating the loser from the winner, however my objective analysis says this.Numbers dont lie. I will test those 2 also, but my analysis says that the RSI ...

Statistically testing every indicator with my Genetic Algoritm

Of course it crosses many times, but none of those are profitable, or atleast not with my criteria or atleast underperforming.I buy/sell at a signal and close it at the opposite, no stoploss and no tp is used. The results will be shuffled by ...

Statistically testing every indicator with my Genetic Algoritm

Sorry to say, but thats just nonsense.There is a whole thread here about this aproach: url

Statistically testing every indicator with my Genetic Algoritm

1) Similar but not exactly, curve fitting as it is wont really help you in any way because the market changes too much.It is actually curve fitting + natural selection type algoritm to select the best curve. 2) & 3) Yes strange but true, the less ...

Statistically testing every indicator with my Genetic Algoritm

Still it is bugged for me, i dont know why i have the latest MT4. Anyway i got some free time this weekend so i will test the H4 versions of each indicator.I could also the H1 but from M30 to H1 there is not much difference, but to H4 it is.Besides ...

Statistically testing every indicator with my Genetic Algoritm

It is funny that most traders dont understand that the winrate alone doesnt matter.You can have a 99.99% winrate system and still lose all your money with it. So the risk : reward ratio is the second most important factor in paralel with the ...

Approximator System V2

Probably, i have no idea how the alert system works,i just coded it, ask metaquotes about that.

Approximator System V2

Yes the rotation is random, and the signals are bunch of indicators's signals picked at random chance.No signal is better than the other, but in the end its probably better than to use just 1 indicator forever.Also the indicator is not the entire ...

Approximator System V2

Ok added a little update, an exponential moving average, and the signals are now filtered, below average only looking for sell, above only looking for buy.My research showed that the simple moving average is better, however i think that this type of ...

Approximator System V2

Well this indicator wasnt actually designed for this sort of analysis.But you can try and extract the currency from 3 major pairs EUR/USD, USD/JPY and EUR/JPY. How to quantify the overbought/oversold conditions, well you need to measure the average ...

Quantitative Technical Analysis

Because in my opinion its easier to spot a forming trend if you look at other currencies too, and their correlation.By looking at a single pair you might miss some important data, if somebody sells big cash on JPY that will affect the EUR/USD, and ...

Quantitative Technical Analysis

Yes, i also think it is good to view each currency on its own not in pairs, so its better to find the USD strength from EUR/USD ,USD/JPY and EUR/JPY. AND compare the USD with the S&P 500 and the other major indices, they are a good benchmark, and ...

Quantitative Technical Analysis

Ok, it was only an advice . Ok here is a paper which describes acutally Adal's approach, by measuring the ticks you can sort of quantify big price movements and predict them ahead of time, be that trend or breakout doesnt matter.But you need to get ...

Quantitative Technical Analysis

I might make a new update today if i have time, i got some good ideas how to improve this indicator

Approximator System V2

I dont think you will find any paper that will describe everything precisely, if they did that would be the holy grail for you i guess.It's like the trading books, they teach you how to trade but they dont teach you how to make money, and trading ...

Quantitative Technical Analysis

Yes it felt very strange to me that basically everything in nature is normally distributed, yet the market is not, it felt strange.So with proper filtering and analysis pf the real events that take place, and not the candlesticks, then that will be ...

Quantitative Technical Analysis