pattern conformity indicator — Here is a CUDA source code for implementation of pattern conformity test according to this paper. http://www.iop.org/EJ/article/1367-2...9_9_093024.pdf Unfortunatelly code seem not to be 100% ok - GPU kernel ...

Optimized Trend Trading

you will love it !! — I love this !!! url

Optimized Trend Trading

Scicomp of course but I'm not sure if they sell it

Optimized Trend Trading

Any info as having it would make life easy and the best to have a copy of it of course Beside video on their site I couldn't find any practical info about it If anybody is interested with CUDA here are the links to the courses url url ...

Optimized Trend Trading

??? — Qestion was very simple i.e. if anybody knows something about this compiler.. strange reaction... I'm able to program with CUDA. So did you write any CUDA program ?? Krzysztof

Optimized Trend Trading

scicomp compiler — Have a look to the pdf and scicomp site. Seems that they have a compiler which generates GPU enabled C code. Does anybody knows something about this ??

Optimized Trend Trading

Hurst exponent and perfect TF — Here is Hurst exponent calculated for 1min and 4h TF for different lengths. It is calculated with 'Servicik" method which I think is one of the most accurate. Referencial Random Walk 0.5 in blue. It's clear from ...

Optimized Trend Trading

test is very simple: the same data set (length) than strategy optimized on 1min than optimized against the same fitness function on higher TF. Than compare results: Profit Factor and Sharpe ratio for both of the strategies. In both strategies must ...

Optimized Trend Trading

Are you able to confirm this with strategy results with a few hundreds trades ?? There is a lot of opinions like this but never confirmed somehow.... Krzysztof

Optimized Trend Trading

Thats not homodyne discriminator but another method of cycle measurement based on Hilbert transform. Homodyne was descibed in Rocket Science....lag 20.5 bars...anyway both methods in my opinion dont work well.. Krzysztof

Optimized Trend Trading

with strategies from from eminiz and corona charts presentation is url title Colleagues in Trading 2006 Krzysztof

Optimized Trend Trading

homodyne discriminator !!! — I believe you are not so much updated. John gave up with frequency discriminators in 2007 (Hilbert transform based) see screenchoot. Homodyne discriminator has a lag around 20 bars !!! Just make a simple strategy ...

Optimized Trend Trading

I think they are simply because of this basic rule. Or put it in another way. If you take let's say 4H TF than to achieve the same measurement error like in 1M TF you need 240 times longer time. Than you will trade much less frequent and make less ...

Optimized Trend Trading

Perfect TF ?? — Here is a screenshoot of Hurst exponent in relation to length of TF for German Euro Bund. According to this only very short TF are anti-persistent. I wonder how it looks for currency pairs, I think script for MT4 or MATLAB ...

Optimized Trend Trading

chop and trend — Here is a whole thread about it. Maybe Kaufman efficiency ratio... url Krzysztof

Optimized Trend Trading

DSS + trendiness — You are welcome. Than I made another test DSS + Trendiness indicator. I smooth original one with 4 bar WMA as momentum function used in indi makes it's very 'noisy'. See screenschoots. So overall DSS PF 0,72 %profitable ...

Optimized Trend Trading

trendiness indicator — Here is another trend dedector Trendiness Indicator A common way to define the strength of the market trend is to divide the absolute value of the change in price by the average true range over the past N bars. This ...

Optimized Trend Trading

chopinnes idx performance — Here you have quick test of chopiness index performance. I applied Ehler's DSS strategy and DSS + chopines index to the same data set to 5 currency pairs. Overall it improved yearly return from -153% to - 77.6% and ...

Optimized Trend Trading

clutter — Are you sure that what CB said here about trading systems is 100% correct ?? Because me not...See for example this - one of the J. Ehler eminiz strategies 8. Dual Super Smoother (DSS) Strategy DSS is an acronym for a Dual Super ...

Optimized Trend Trading

statistic ?? — So did you try simple crossover strategy on your MAs ?? If yes, can you post the results ?? Krzysztof

Optimized Trend Trading