I don't want to predict anything. I want to measure. I can't care less if there is a breakout or not. I'm not interested here in the volatility. The amplitude is measured quite acurately (green line in post#1). I'm struggling with the instanteneous ...

Cycle measurement: the easy way

It looks to me that you misunderstood the point of this material. There is no attempt at predicting anything nor at finding any trading signals. The goal is to quickly (with small lag) and precisely determine the frequency, amplitude and phase of ...

Cycle measurement: the easy way

The implementation of this idea comes with some challenges... The first one comes from the bandwidth of the bandpass filter. The filter lets too much high frequencies go through. The output is distorted. This is clearly visible on the previous ...

Cycle measurement: the easy way

Correct. When the phase reaches 2π it "jumps" on the other side. Looking at my screenshot I realize that it is drawn upside down. It should grow from 0 to 2π then fall. The red line is more a cosine, the real part of the Phasor ( url ). This is why ...

Cycle measurement: the easy way

I'll first answer the last question because it is the most important: how one might use the red line as an input in a trading application? One shall absolutely NOT do that! This is not an indicator supposed to give any trading signal. This is why I ...

Cycle measurement: the easy way

BTW, I thought of another possible management. I can't find a way to see if it is better of worse. Here is the idea for whoever is interested: Scenario 1: price reaches the TP directly. Reward = R Scenario 2: price reaches the mid-point between the ...

Expectancy Management

Thank you very much for taking the time to read the text. In order to compare comparable things I consider that the TP of all the variants is the same. The exit conditions (for SL and TP) are the same. My idea was to try and find a way to improve a ...

Expectancy Management

As usual a picture is better... 150.000 is only ~53^3. That's not so much. Say I have a pair of MAs for the direction (20-50 and 25-200). A pair of faster MAs for entry/exit (2-10, 5-20) --in the direction of the trend--. The ATR (5-50) and a ...

Why "Walk Forward Analysis" is still unreliable and useless!

Looking forward to reading your next article. I wonder how you manage the combinatorial explosion of the parameters space. My first guess would be to use a variable density grid based on some curvature metrics. Additionally it would hint about the ...

Why "Walk Forward Analysis" is still unreliable and useless!

I asked you two things: 1- To define "risk against the cost of rate of return". You ask me to search the definition of "risk of ruin".... 2- To prove that your pyramid schema is better than any other since you dare pretending so You just confused ...

The Semi-definitive guide to Pascal's Triangles in Forex

Oh sorry I didn't understand. I thought you meant the very month the survey was made... You are right that those who were profitable on a given month may perfectly have been in the loss the month before as well as all the months after. You can even ...

Expectancy Management

May you please define "risk against the cost of rate of return"? I don't know this term and couldn't find anything relevant on google. That's not true. "Set and forget" has a linear potential profit w.r.t the pips move. A grid has a potential ...

The Semi-definitive guide to Pascal's Triangles in Forex

What is there here beyond the hypnotical spirals and the mystical magic numbers? Not the shadow of a proof that this binomial progression is any good. Why should this be better than any other progression? Why not a uniform (1, 1, 1, 1) or linear (4, ...

The Semi-definitive guide to Pascal's Triangles in Forex

The result is the SMA100 of (2*close - high - low) The screenshot is A/U H4 squeezed as much as possible to see a lot of PA. Note the oscillator doesn't look smooth because of the scale. It is only 14 pips peak to peak. I coded this in java. I don't ...

Need indicator for new idea to measure the trend

I didn't extrapolate anything. I wasn't even interested in those 30%. I focused on those of the 70% who are right more often that wrong yet lose.

Expectancy Management

Hi Darwin, How tightly coupled with MT4 is your software? Could it be ran with something else through an API? I'm writing my own stuff and I'd like to know if I could use your soft. It is written in C++ so I've little hope in incorporating it in my ...

[Free & Open Source] Darwin's Walk Forward Analyzer v0.1

This is a very interesting question. I thought about it a lot; especially in term of maximum risk and expectancy variation over the time (see url ). Unfortunately the optimal pyramiding depends on the future price action... More precisely on the ...

How far can you go?

Am I the only one in group C, who sees a random, inefficient market?

why have you accepted the price-predictability assumption?

Myself for sure not. But an Australian airline buying three aircraft to Airbus will move E/A up. E/U and A/U will only reflect this. This exchange of 230M AUD to 150M€ is what will make the values of the E/U and A/U change. At least for a short ...

Predicting the EUR/USD by using Currency Correlations