I guess it has to be when the system finds a trend over the previous learning period (= 2* lag of the model), the rules will change to show basically all the combinations along the trend. If the trend is found that is much longer than the learning ...

Machine Learning with algoTraderJo

One question: How would the system's (from post #10) profitability/DD change when the rules with the same 70% ADR/ATR stoploss would be: (a) Take the trade in the direction of the previous day's candle. (b) Take the trade in the direction opposite ...

Machine Learning with algoTraderJo

Thank you, the answer makes sense. Cheers, k

Machine Learning with algoTraderJo

Could you please provide an example of this? Something simple would suffice. k

Machine Learning with algoTraderJo

@PipMeUp: Thanks for the reference, I will obtain and study the book as soon as I am convinced about the path. (Also, I have a feeling that for the understanding/description of the 6-month drop in eurusd one should probably include the data dating ...

Machine Learning with algoTraderJo

I have a simple question for the experts: How does the machine learning differ from curve-fitting? As far as I can see (which may not be far, to be honest), it is the same thing, the only difference being that we have removed the decision ...

Machine Learning with algoTraderJo

Oldie, bur goldie. Billion dollar day, a BBC documentary about the currency traders in the 80s. No charts. url

The Great Pumpkin

Subscribed! Thank you, k

Machine Learning with algoTraderJo

ok, i admit defeat. i have tried to make content here despite all the trolling, but even the people seeing some level of content here cannot contain themselves from posting trivia and feeding the trolls instead of adding value. so i have failed. i ...

The similarity system

No, the RS indicator should work correctly in this particular case. However, these are all minor issues (and would result in an error of the order of 0.1%-1% in stats). A bigger problem that the RS indicator deals with bars, instead of ticks, the ...

The similarity system

I am not sure but I think your buffers will still fail in the (rare) case when there is, say an upwards transient bar i with a Close[i] above the previous maximum, but the maximum of the next candles is lower than the Close[i]. I guess these ...

The similarity system

Hi, you are right, thank you. There was indeed a bug in the stats of the mid-bar zones. What was (quite stupidly) incorrect in my code was the condition for the cleared mid-bar TZ being resolved involving High[i]/Low[i] instead of Close[i]. There ...

The similarity system

hi, i think you have an option of several indicators (freefox, sciurus, xixi) to graphically display the tzs. in my opinion the one by xixi is probably the best, simply because you get the source code for it. the main goal of the rs indicator is the ...

The similarity system

I defend the similarity principle because I encounter the self-similarity of the price signal very often. I think it has something to do with the herd behaviour, because what is seen on the small scale can be used to extrapolate what is going to ...

The similarity system

Here is a nice example of one application of the similarity principle from this week. The similarity/link is between different timeframes. (I was lucky to spot the sub-cycle and the main cycle while it was happening. ) k image

The similarity system

As I said and have checked now, the first result of the Google search gives a link to the working multipair mtf stochastic indicator. That problem is solved then, even though the indicator does not look exactly like the one you want. Just to be ...

The Great Pumpkin

In order to take advantage of this scenario, I have just subscribed to the Recycle bin. k

The similarity system

Hi, A Google search "multipair mtf stochastic" tells me that there exists already a multipair mtf stochastic done by mladen from forex-tsd forum. This is certainly a better option than anything I can do. mladen is a much better programmer than me. k

The Great Pumpkin

Hi, In your example the calculation would be (P(h_right=20)-P(h_right=3))/(100%-P(h_right=3)) P(h_right) is any of the probabilities to read off the RS indicator for your h_right, for example the clearance probability of a fractal (end of bar) zone. ...

The similarity system

Hi, please post questions about the RS indicator in the thread where the indicator was posted. k

The Great Pumpkin