Thank you for your elegant explanation on the inner-mechanics of MA slope change. I made a bad attempt at raising a rhetorical question, emphasizing on the "random" part; it didn't work

Why exactly do EMA crossover systems not work?

Thank you for contributing! ​​I came across the idea you post earlier, but didn't pursue any further coz' selecting a proper look-back window is more discretionary than it appears. ​​If I'm not mistaken, conceptually speaking the algo you mentioned ...

Market Neutral Corner

MA Crossover Signal Rank from the Most Sensitive to the Dullest x,y being user-defined lookback window. y>x Cross=Above or Below MA0 Cross MAx (current price penetrates above or below MAx) MAx-MAy≈Constant (high price auto-correlation) MAx Cross MAy ...

Why exactly do EMA crossover systems not work?

My hat off to a scientific skeptic

Why exactly do EMA crossover systems not work?

Yes, I agree. One should take extra care to work around spurious correlation with a common divisor; on the flip side, however, if you've mined a correlated/co-integrated pair with no common denominator, would you have traded them without additional ...

Market Neutral Corner

Since I am not a big fan of standard deviation/normal distribution, plus more free parameters=more overfitting, my own focus is on Correlation Coefficient only with supplementary method to calculate distance Share your thought and we may have some ...

Market Neutral Corner

Summary of Existing Method to Reach "Neutrality" Fundamental Asset Classes with High Geopolitical Correlation-European Union, Oil Exporting Countries, Oceania Countries, South America Countries, etc. Asset Classes with High Intramarket ...

Market Neutral Corner

I don't trade bit/litecoin but I think it is the most under-appreciated fiat currency replacement looking forward 5-10 years. Do you know any brokers/exchange with no swap fees & no commission? (mt4 cyber currency MMs are notorious for their high ...

LTC/USD - Litecoin, the "silver" to Bitcoin "gold"

There are many aspects on trading itself discussed in this thread by Impact Members from which PA traders can absorb a great deal whether it is mentality or methodology. As a non-PA trader there isn't much I can offer on trading method deliberated ...

The Trader's Academy - by Traders for Traders

momosh This indicator is certainly very helpful, and I really appreciate you took the time & effort to dig it out from your indicator treasure chest. Though a offline chart would be more indicator friendly, this indicator will partially solve the ...

Still Basketting

Summary of Existing Method to Reach "Neutrality" *Post Later* Fundamental Technical Statistical

Market Neutral Corner

OMG I'm speechless right now. Well said, well said...

The Trader's Academy - by Traders for Traders

Hi Kosomolate This had been a remarkable thread with lots of useful information and you've managed to maintain for such a long time, kudos! The concept of basket trading is indeed more advantageous than single-asset-class-outright due to the fact ...

Still Basketting

Hi FXEZ As irrelevant as it sounds to this particular thread, it is the only way I could send a message to you. I thank you for your most selfless contribution and the "pairs with beta" indicator should be in every serious market-neutral traders' ...

One Way to Develop a Winning System

9047 I thank you for your most selfless contribution and this indicator should be in every serious traders' pocketbook. I've been testing a strategy using your great correlation table tools as a pre-entry screening criteria, just to let you know ...

MT4 MTF Correlation table and Correlation oscillator indicators

Merry Christmas, not for the conventional reason but at least we can take a break Maybe you are the lucky few who have discovered a trading strategy that well matched your unique psychic, and developed the essential discipline in order to stay ...

The 10,000 Hours and Beyond Club

FXSayWhat My sincere thanks to you. This piece of inspiring anecdote along with your other threads had certainly stirred something inside me, brought back the excruciating pain I've felt strongly after countless failures and failures in those ...

The 10,000 Hours and Beyond Club

this is gold

Yuan inclusion in SDR and impact on USD

I'm right there with you on the HKD floor trade. With CHF peg got destroyed plus there were epic peg failures such as Pound/Mark, Baht/USD and so on, it's just a matter of time before HKD's doomsday arrives. After spending quite some time tracking ...

Yuan inclusion in SDR and impact on USD