fair enough- my use case <> universal so if there's demand there's demand. re above, no I wouldn't use AI to trade, and can't imagine the cluster it'd produce for chart analysis. More a kind of lightweight quantconnect - give me stats on MAE between ...

Converting MetaTrader5 into TradingView (literally!)

Interesting idea but I think from the silence there's not a pressing demand for it tbh AMVT. What pinescript indicator is there that's not already in MQL? TradingView is a joy of a charting program to look at, but it's just that. Underneath the ...

Converting MetaTrader5 into TradingView (literally!)

No EA required but the solution used by most quants is gnarly. In FX, HMMs don't work well. Unstable, no time of day memory, work worse than rolling vol filter. So I'd park that. And the answer? The aim is to ID - normal vs unstable, trend vs ...

Whats your favorit method for EA regime detection???

Ditch Gemini and your developer. I'm calling it - he doesn't know his arse from his elbow. IV gives you forward looking info from overnight INTO THE OPEN. It forecasts. ATR does not. Anyway... To your point if you're heading down signals path ...

Trading for a living

Right, well we've learned one thing - ditch Gemini AI bollocks immediately. VWAP isn't a forecasting model, neither is ATR, neither is the IV of VIX unless you're trading VIX or want a general sentiment gauge and neither is order flow. So nil ...

Trading for a living

Yep, Kiro+Sonnet for coding, GPT for maths, specs, architecture mainly. I've been impressed on that front, but given that reply, it's got a consistency problem...

Trading for a living

I give GPT a hard disagree on this. Volumes increase at session open, however the significance of the fix is that IV figures are published, which all vol models calibrate against. Try it. If I’m wrong, shoot me! Also yes IV <> Range but they’re so ...

Trading for a living

I hear you. It's like taking a cold bath when you realise how hard it is to come up with decent mechanical strategies. re fx, if I was trading breakouts, running it from the fix *should* yield better results. Without doing the work myself, it's ...

Trading for a living

For gold, me neither. GPT says EGARCH or HAR-RV. HAR-RV-X is best for FX (where X is economic release weighting), which is the only area I know. You could try with implied IVs too, simpler to implement and very clean too. Forcast the window and the ...

Trading for a living

You've got some heavy googling to do. Why would your dev choose it? Most likely because it's easy, it's simple. This stuff is not trivial. Yes you need comprehensive backtests, yes you need to create your own version of this. Yes it's possible. ...

Trading for a living

Structural stuff is about how the governing forces operate - MMs in FX - not the players themselves. Eg what specifically happens at the fix etc etc. You're trading gold and equities, to which the answer is I haven't a bloody clue but no doubt ...

Trading for a living

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Forex - A negative sum game for losers

All that and more - and if doesn't suit you, then simply don't do it. The bigger issue is you've certain goals and needs - fair enough. But given you've hopefully realised now you don't pick up a ready-formed robust mechanical strategy (unless you ...

Trading for a living

A lot, sure, many more move to fuzzy discretionary styles which are virtually impossible to prove/disprove except by track record. But your original point is 100% bang on. The OP and this video are all about systematic quant. A properly valid path, ...

Trading for a living

I only wish you'd posted this on page 1. this guy represents the 0.0001% of youtube videos worth watching on trading.

Trading for a living

Congratulations squire! I'll be honest - it'll take me a week or two to get round to doing this and then I'll report back. And you'll be underwhelmed by the responses around here too - don't worry about that either. I know the effort this kind of ...

Multifractal Guide - Mandelbrot's Incredible Toolbox

The fractal proof sounds quite sane and beats brute forcing a market that won't receive a model well. I suspect it might not be the case. An example - HAR-RV uses lagged averages of high frequency returns of daily RV. It spits out day/week/month ...

Multifractal Guide - Mandelbrot's Incredible Toolbox

Brilliant stuff, I can see why this isn't straightforward. The modelling of time is really interesting. The monte carlo sims boggle my head however; the idea of deliberately introducing randomness into prediction makes me need a lie down. Question - ...

Multifractal Guide - Mandelbrot's Incredible Toolbox

Top work, look forward to it. I can't vouch for accuracy but I came across this Garch in mt5 a few weeks back, plus I just published a HAR open source so either may save you benchmark time url Good hunting!

Multifractal Guide - Mandelbrot's Incredible Toolbox

1) I agree with you - it depends if you think seasonality (time-recurring changes in volatility) is noise or part of the signal. I go for the latter too but throwing it out there 2) Ah, I was thinking about constants within the values you're already ...

Multifractal Guide - Mandelbrot's Incredible Toolbox