What you are trying to do is called data mining image Here i`ve converted some historical data for you do do this: The historical data is: 1 JAN 2014- 1 OCT 2014 | EURUSD | 5 MIN CHART binary version for math analysis "0" = previous bar < current ...

Secret footprint in the markets

Ok this method stands so far, as i also introduced the filtering of the signal itself, to cutoff the small amplitudes which are only a noise, mostly we are talking about <2 pip noise, but it is still a noise and we dont want that. I found that a ...

Statistical mean of the market [quant corner]

Nope this method is not working, because the signals cannot be static, so not the curvature (measured in angles or whatever) nor the distance between the minimum and the curvature (in pips) will give good signals because they are both static. Now ...

Statistical mean of the market [quant corner]

Ok i`ve found a fundamental error, in my methodology, which is: MA cross tehnique How naive of me of using such a silly method (that most retailers use).My filters were designed to find a suitable mean to filter out the most noise possible leaving ...

Statistical mean of the market [quant corner]

I dont know ahead, that is why i tryed all possible outcomes to make me doubt the 1 filter methods.I didnt used noise operator in my filter because it gave too random results, which had an unpredictable effect on my filter's results. Sort of like a ...

Statistical mean of the market [quant corner]

I just tried them all to make sure I don't miss any viable alternative, sort of prove beyond questionable doubt that that particular approach is useless. Well there are many iterations, i got almost 20k bars and there are atleast 6 recursive ...

Statistical mean of the market [quant corner]

Thanks, i wanted to say that, but then it would make me look selfish, so its better that you said it. The question is what size, does all candles above pip size X are useless, or only certain candles, of certain size, at certain points. So its ...

Statistical mean of the market [quant corner]

Sorry but i`m too lazy to read trough that whole thread, is there any particular post that is interesting there to save me some time ?

Statistical mean of the market [quant corner]

Ok this 1 filter approach is going nowhere, you are right Innate, we need more filters. I`ve tried almost all types of models, which is enough to make me believe that 1 filter is not enough.I used ARMA,ARIMA,AFIRMA, AFIRMA+MA, ARI2MA,ARI3MA,ARI4MA ...

Statistical mean of the market [quant corner]

I`ve been thinking about using more than 1 filter, but not in the sense that you said in the previous posts.Stacking MA's into one another is not really a good idea, because either the lagg will be too big due to overfiltration, or the signals will ...

Statistical mean of the market [quant corner]

Ok i finally took a look at this one, although it was hard to program it because i had to redo the indicator so that it could be compatible with my code-set. And very bad results, the best edge i got was ~0.3. And its no wonder as the MA sometimes ...

Statistical mean of the market [quant corner]

Thanks, but i`m really not here to annoy anybody, i am just doing my researches and sharing my opinions.

Preferred Timeframe for Trading

Ok i still didnt found anything better than the generation 2.5 model. Here is my ARMA model vs GENERATION 2.5, as you can clearly see my generation 2.5 model is not that adaptive, yet its more profitable and precise Orange is ARMA, The GREEN/RED ...

Statistical mean of the market [quant corner]

I understand now, so you are looking at the repainting too, and for reversals.I dont know how you do that, but it still seems too subjective and unreliable to me, i`m more a mechanical type of trader with precise entry/exit and robust reliable ...

Preferred Timeframe for Trading

Ok the problem is solved, the difference was only because of the swaps.Yes the swaps, although i work in offline mode, and my hist data was downloaded without swaps, MT4 still calculates swaps, so looks like the swaps are embedded in MT4, and it is ...

Statistical mean of the market [quant corner]

What are those percentages associated with the TF, i dont understand, please explain. My historical data doesnt have bad spikes, that only happens when its recorded from live account data, if you do it from demo account then it is already filtered.

Preferred Timeframe for Trading

Is this a troll question, because it seems silly and pretty offtopic but i shall answer it. Try Exit - Enty , pretty sophisticated huh? 1.11857-1.11976 = -0.00119 Divide by tick size that is 0.00001 for 5 digit brokers = -119 pipettes or -11.9 pips.

Preferred Timeframe for Trading

Of course it is.Increasing lag equals increasing uncertainty. Would you rather trade the news on a news feed which delays the economic reports by 1 second or by 10 minutes, which news feed is more reliable ? Obviously that which delays only 1 ...

Preferred Timeframe for Trading

How do you know that that is not what i`m doing ? But on the timeframe question, i have to go with the herd, because the most preferred TF will have the best signal/noise ratio, as there is volatility here. I would use tick charts, if MT4 would ...

Preferred Timeframe for Trading

Ok basically these are the differences between MT4 and my Strategy tester: image image As you can see mine gives worst results, on the same strategy, however mine is the more plausible one, because i keep the homogenity between price types. Also ...

Statistical mean of the market [quant corner]