Something hard to do for a machine is the "single experiment learning". When a baby ape sees his mom break a nut with a stone for the first time he can now do it by himself. Not only he can repeat the operation but he also learnt that he can break ...

Do we need Artifical Intelligence in trading?

For every single buyer that buys there is a seller that sells exactly the amount bought by the buyer. If there are many sellers ready to sell but not a single buyer willing to transact at this price there is an imbalance. - Seller removes his offer ...

How many units of EUR can move USD by 1 pip??

Have you looked at Thin Plate Spline? The bending energy gives a measure of dissimilaty.

Choppy market index: any good ideas?

Trading world has got terms like trend or volatility which are ambiguous. For trend everybody has his own definition but everybody overall agree on what it is. Volatility is worse. For some people it means the market moves strongly. For others (like ...

Choppy market index: any good ideas?

choppy ≠ ranging market Please read post #38 again The goal is not to avoid ranging market but to potentially trade inside or use the knowledge of its shape to but/sell at the edge with tiny SL. Please read post #54 again

Choppy market index: any good ideas?

I used this url You'll have to apply it on your currency index.

Choppy market index: any good ideas?

Hi Jason, Your post doesn't provide the link but I think you refer to url Manual download is not really handy. API way is easier; to me at least. Because I'm comparing your company and a competitor of yours I'll try to keep factual. FXCM: One can ...

Trading/coding for fantasy games? building careers?

Thank you for posting this. This looks really what I'm after. I quickly coded an indi to see what it looks like. Unfortunately the result is deceptive because it is highly dependent on the value of the parameter r and it is hardly interpretable. I ...

Choppy market index: any good ideas?

This attempt is quite complex. It envolves two wavelet transforms. The blue envelop is supposed to brace the PA. I expected it to widen when the market is choppier. The result is largely impacted by the lag making the price leak the band. I noticed ...

Choppy market index: any good ideas?

A price series is normalized by dividing all the elements of the series by the first element. This way it starts at 1. This violates nothing. Check it for yourself.

Choppy market index: any good ideas?

Two variables X and Y are correlated if there exists a linear relationship between X and Y (Y ~ aX + b + noise). They needn't be equal to have a correlation of 1. url

Choppy market index: any good ideas?

You need to take the lag of the MA into account otherwise the trend will bias your measurement. A strong swing will make the price depart from the MA and create a very high value yet the move is very smooth. With a SMA20 you shall compare with the ...

Choppy market index: any good ideas?

This is not true. Here is a counter-example. Let's normalize E/J and E/U so that they both start at index 1: E/U: 1 +2 -1 +3 E/J: 1 +1 -0.5 +1.5 Every step in E/JU is twice the size in E/J. Their correlation is 1. Their values over time is: E/U: 1 3 ...

Choppy market index: any good ideas?

The MickeyMouse indicator looks like what I'm looking for. Where can I read about the algorithm?

Choppy market index: any good ideas?

Thanks for these links. Unfortunately the text says: "higher values equal more choppiness, while lower values indicate directional trending." This indicator seems again to discrimitate range vs trend. The screenshots also don't match what I'm ...

Choppy market index: any good ideas?

Business as usual in FF... this thread has drifted into outer space. - The interesting discussion about retailers positionning should go in its own thread. - The goal is to estimate the choppiness/roughness on a given chart irregardless it is M15, ...

Choppy market index: any good ideas?

I didn't know about them. On their site is written "We currently source data from Dukascopy with other data sources currently in development"

Trading/coding for fantasy games? building careers?

I don't get your point. The red "oscillator" is the ratio LONG/(LONG+SHORT). I added the black arrows manually exactly to show what you say: it mirrors the trend. The more the price raises the higher the proportion of short positions and the other ...

Choppy market index: any good ideas?

Absolutely. I cherry picked EUR/USD because it is the most traded pair. I cherry picked daily to have all the year 2017. I cherry picked the last price action because I was unable to cherry pick the future... The TF you trade is irrelevant. The ...

Choppy market index: any good ideas?

A former manager of mine once told me "don't blame Malicious when you can blame Incompetent". My idea is simpler: retailers shoot in their own foot. Here you can often read that people want to be right. They want a winrate high above 50%. They ...

Choppy market index: any good ideas?