Ok then we have similar viewpoints. My filter, I explained it in earlier posts, its like a moving average used to generate BUY & SELL signals. If the price is above my filter, then its a BUY, if it's below it's sell. I dont use SL and TP, yet, until ...

Statistical mean of the market [quant corner]

Why not just use 1 indicator which contains all the benefits of all the 50 indicators and discards all the defects of the 50 indicators, and sort of creates a super indicator which is balanced for the lag yet its accuracy is also high.

Why so many indicators, oscillators, and tools on charts

Ok forget about the probability, what is the expectancy,winrate and DD if you trade by this method? Because doesnt matter what the indicator's probability numbers are if the spread and market lag is not considered. You have to do a backtest of it.

Preferred Timeframe for Trading

No i`m scientifically analyzing my systems, that is the difference. Most people who make systems just test it 2-3 times and consider it profitable by granted, and scratch their heads why it is not working 2 weeks later. Yes my systems may be ...

Statistical mean of the market [quant corner]

I am, but i already tried all those indicators, here is the thread: url And they are not good, so I can safely say that these types of strategies wont work. The holy grail is not in the retail indicators, there are many more indicators which are ...

Statistical mean of the market [quant corner]

Well then now all of them know about this because you just posted it on a public forum. Those indicators are not worth a dime, no way a bunch of MT4 indicators to be the holy grail, they are not good, i am working with very advanced ones. ...

Statistical mean of the market [quant corner]

Well you can always set your indicators according to timeframe, 80 PERIOD MA on M30 is 40 PERIOD MA on H1 and 10 period MA on H4, etc. You can always scale the indicators, while trading on your favorite TF. So in this sense TF is not important, but ...

Preferred Timeframe for Trading

My program was getting too slow as i added new features to it to calculate my stuff better, so it really got slow. So I had to check my code and make it more efficient, therefore i packed more stuff into variables and functions rather than just ...

Statistical mean of the market [quant corner]

They optimize daily because they trade at the milisecond level. So if I trade at the weekly level (which I said in my first posts) why would i optimize so frequently? The average trade duration with my current model is about 6-7 days long, so it ...

Statistical mean of the market [quant corner]

The EMA is good, but it's far from the best. Other ARIMA models are already superior to it. I dont think that will work, because human emotions will cloud your judgement, you really need an objective tool for it. I don't think trading based on gut ...

Statistical mean of the market [quant corner]

That will give you really big headaches, i just dont think its viable to research the NN field if you dont have like a team of PHD mathematicians and econometricists. The Hedge Fund named Renaissance Technologies has atleast 91 PHD's working on that ...

Statistical mean of the market [quant corner]

Just take a look at the MACD formula to understand where the problem comes from. MACD Line: (12-day EMA - 26-day EMA) Signal Line: 9-day EMA of MACD Line MACD Histogram: MACD Line - Signal Line So its an oscillator, but what oscillates ? The ...

Statistical mean of the market [quant corner]

Look, there can be as many correct means to the market as there are stars on the sky, many could work and be profitable while most of them would not be. I am only looking for the best one, while EMA and SMA's can be used as a basic tool and could ...

Statistical mean of the market [quant corner]

Thats only if the filter is configured wrong Most of the time this happens: image The initial spike gets smoothed out, causing lagg yes, but the benefit of accuracy due to smoothing is bigger than he lag handicap caused by smoothing. Therefore it ...

Statistical mean of the market [quant corner]

Also the 2 moving average method, atleast for my current filter is not an option. It may be for other filters, but the current one can't handle it. image image image This is the best result with 2 filters, and it's not good, so at the moment ...

Statistical mean of the market [quant corner]

Fixed pips are also static and rigid, not very good tool if we want an adaptive proces.I already have a reference point, i use price. Maybe i`ll complicate my MA later on with some oscillating formulas, but at the moment i want to find the best one ...

Statistical mean of the market [quant corner]

More than 2 MA's is nonsense, because if you say BUY = SMA(20)> SMA(50) & SMA(20)>SMA(100) you can just say BUY = SMA(20)>SMA(100) , so it is equivalent. You could use more than 2 MA in the sense of filtering like BUY = SMA(20)> SMA(50) && EMA(372)> ...

Statistical mean of the market [quant corner]

I have to aggregate the DD , the EXPECTANCY and the number of trades so that it can be compared considering all the caracteristics of the particular filter: So i invented the PROXI SCORE which is calculated as follows: PROXI SCORE= EXPECTANCY / MAX ...

Statistical mean of the market [quant corner]

No! Typical retail trader: image image Typical professional trader: image Found the difference? Hint: it's not the gender, it's the fkin number of monitors

95% Lose in FX is a Myth: % Profitability in the US last year