High Frequency Trading reference — Hi All For those folk interested in the high frequency trading strategies, some very useful background can be found in... url Reading this will save me re-hashing what is already known. Cheers CB

Optimized Trend Trading

I'm back! — Hi Guys After the mother of all exam marking sessions, assessment committees, exam boards, graduation ceremonies, etc (and IMHO a damned well deserved holiday!!), I'm back. Many thanks to all those good folks who PM'd me almost ...

Optimized Trend Trading

Guys I have not forgotten the thread! I have my last Exam Boards, committees, blah blah blah etc this week and next, then I can return to some serious technical work! CB

Optimized Trend Trading

Guys, PLEASE do NOT try to use an NN to predict a financial time series. The best you will do is 50/50 +/- 3%. Yesterday's price in no way "causes" todays price so there is no predictive value in the price history. You will do MUCH better with ...

Neural Network Trading, Serious people only!

Inputs are the usual suspects - US markets (Dow, S&P) plus the obvious stuff like the Oil price, and a few other critical commodities and FX. Output is a 0 or a 1 (perversely for UP or DOWN resp). But no list is definitive as these things change ...

Neural Network Trading, Serious people only!

Binary Prediction — Hello Everyone, I have used an NN for a while to simply predict whether the FTSE will close UP or DOWN tomorrow. Just a binary decision. I only trade binaries ('cause of the perfect risk control!) and have an 80% hit rate. ...

Neural Network Trading, Serious people only!

Still alive... — Hi Team I am still alive!!! I am buried under a mountain of courseworks and exam papers at the moment, both from here and from our parther universities in the Far East. Will get back to "the job" when I re-surface! CB.

Optimized Trend Trading

Yes. And made a shitload. CB.

bringin sexy back - stochastics

Hi Team I am afraid the inability to code the entry (to say nothing of exit) rules almost drove me mad, so I decided to simplify the whole thing. Attached is a chart of my new indicator. Believe it or not, this IS a stochastic. It has just had some ...

bringin sexy back - stochastics

Doug Very much appreciate the comments from an (obviously) seasoned trader! I am aware of the "trading for entertainment" problem and WILL try to be a good boy and avoid it!! Have just bunged in some code into my indicator/EA to send me an SMS text ...

bringin sexy back - stochastics

What a boring day! First "live" day with the new baby and all I got was one miserable entry for +15 pips! Lessons learned: - Rule (1) & (2) is an almost sure-fire thing, but the opportunities are as rare as rocking-horse shit. - My rules work best ...

bringin sexy back - stochastics

Am currently ignoring all signals except Rule (1) AND (2) entry for safety. Only got 1 signal so far on EURGBP M15 but it was quite nice for 15 pips. CB.

bringin sexy back - stochastics

Right, Guys, here is my final chart of the same chunk of data as the last 2 charts I posted. I have only 3 rules (obviously marked 1, 2, and 3 on the chart attached): Rule 1 -- highest likelihood of success Rule 2 -- next highest likelihood of ...

bringin sexy back - stochastics

OK - after 1800 and something posts we seem to be getting to the crux of this matter. The Team comprise of half a dozen (obviously) very bright guys with international positions in IT, Universities, etc. If we can each look at a simple chart with 3 ...

bringin sexy back - stochastics

Here's the same chart as the last one but with Rule (2) added (my best understanding - which isn't saying much - of one of Melpheos' variants). It is interesting to note that often the Rule (1) / Rule (2) trades co-incide but sometimes Rule (2) ...

bringin sexy back - stochastics

Sure - the red DOWN arrows mean SELL and the blue UP arrows are BUY. Can't get much simpler than that! The rule in the EA is just what we have all discussed : When the MED/SLOW stochs are UP buy on dips of the FAST. When the MED/SLOW are DOWN, sell ...

bringin sexy back - stochastics

Oho! The missus has gone away for the w/e to visit her parents so giving me scary amounts of time to devote to the MAIN TASK! I have had MT4 over a week now and a few solid evenings coding and I have just about cracked the MQ language. I can write ...

bringin sexy back - stochastics

Hmmm.... I'm with ElChoco on this one! I DON'T like the trades where the MED/SLOW stochs are in the OB/OS zones. Far to risky. Like ElChoco, my rule is: - if the MED/SLOW stochs are trending firmly UP between the 20/80 lines then BUY on the DIPS of ...

bringin sexy back - stochastics

Hi Team I concur with JD on his last post. I have spent a number of years (as an academic, not trading) looking at dozens of "systems" -- including many ultra-techincal DSP-based systems -- that try to capture market movement and have supervised ...

bringin sexy back - stochastics

Hi ElChoco In your modified method where you use stochs (20,10,12), (15,10,12) and (5,3,3) are you using HI-LO or CLOSE-CLOSE for the computation? Also, are you using SMA or SSMA for the slowing? I am just trying to reproduce your chart from an ...

bringin sexy back - stochastics