Also because i used an EA to check the winrate,dd,etc while the model was in an indicator file, i observed that because the EA uses [0], [1] for the current bar and the prev bar, instead of using the real index of the indicator,calculated from ...

Statistical mean of the market [quant corner]

This one is actually more accurate, and more correlated with my poll.Thanks. Of course not , but not in that phrase is the most common, but when you search in the interactive trading section (wich i presume you did), somebody would post a chart and ...

Preferred Timeframe for Trading

Thats funny because i also have 7+ year experience in programming.Do you know how streamed data gets assigned to dynamic arrays? That is the problem with MT4 as the algorithm of any indicator populates the entire data into the array, instead of ...

Statistical mean of the market [quant corner]

Yes it does, because if the array Close[] for example contains all data points, requires less CPU than if those unused are left blank.Especially if the array is populated dynamically as how i observed MQL4 does, it is not fixed like Close[99999999] ...

Statistical mean of the market [quant corner]

Yes i know, looks like i have to complete my platform.I already made a proto-platform before to test some patterns on M1 data ,and while in MT4 it took me 5-6 hours, my platform computed it in 3 minutes. But the problem i think is not the platform ...

Statistical mean of the market [quant corner]

Wow thanks for sharing your research, but i still think the word " day" is just too much used because of the language ,and does not necessarly imply the timeframe. Just hit CTRL+F and see how many times the word "day" has been used just in this ...

Preferred Timeframe for Trading

I also thought about lowering the timeframe to H1, but unfortunately on H1 a simple optimization with basic magnification would take 6 hours. This model requires already much CPU with only 2 parameters & 2 booleans, so i`ll have to stick to H4 ...

Statistical mean of the market [quant corner]

Ok i`ve been experimenting in the last couple of days with other models for a mean, and just to set a standard i will use the 2ND generation MA (@ post 38) as standard benchmark. So i will look for 3 criterias for my filter: > or = expectancy, > or ...

Statistical mean of the market [quant corner]

Well guys according to the current state of the poll there is a very strong bias towards H4 timeframe (which was expected): image But i find it strange that nobody used renko charts still.Well, anyway H1 and D1 as neighboring TF's are also ...

Preferred Timeframe for Trading

The only thing he said which is relevant to my post is that if the "electricity would go off then it would not affect the economy by only 4% even if electricity only makes up 4% of the GDP" How is that analogy indentical to what i`ve said ? Scotland ...

Preferred Timeframe for Trading

Maybe they dont but the market has also some boundaries between which it can go or not, that is why historical analysis is good, to find patterns, obviously. The market is tightly limited between the current market capitalization and the willingness ...

Preferred Timeframe for Trading

Yes thanks for the explanation i understand now.But i dont really want to trade option markets for now. Besides my primary goal is to find a more suitable measurement of the SUPPLY & DEMAND relationship, volatility only tells me the size of my ...

Preferred Timeframe for Trading

Who is "He" ? Yes i know the definition, but in a heteroskedastic market the mean is ever changing, because the distribution is so.That is the relation between the variance and the mean.The mean is the mid point of the distribution, how can i define ...

Preferred Timeframe for Trading

If the market would not be manipulated at all, so that all traders would trade between themselves not trough a 3rd party or with a liquidity provider AND assuming that residual effects like inflation and other stuff would not corrode the currencies, ...

Preferred Timeframe for Trading

If you think about that question for a while you find out that its meaningless. It cannot be "driven" (in the meaning of the word) by those 2 things.The mathematical manipulation is a result not a cause, you can only analyze it mathematically after ...

Preferred Timeframe for Trading

Price itself is driven by 2 main things, that is the liquidity provider book balancing when the net orders are in a big unbalance due to excessive acumulation of one orders, so the price balances itself to a more stable place, in layman terms called ...

Preferred Timeframe for Trading

It is not a conventional MA , it is a specially modified one, because the retail moving averages are very static and non-adapting to the market. In a dynamic market static indicators cant really forecast anything. The enter and exit was always at ...

Statistical mean of the market [quant corner]

Maybe there is a smoothess which is subconsciously detected by the majority after detailed analysis and watching of currencies for a long time. But then if H4 is the most optimal, and most of the traders use it, then why does the majority of traders ...

Preferred Timeframe for Trading

Yes indeed, that is the problem, because there is 1 formula for the MEAN of the market which is measuring it perfectly, the problem is that it is unknown.Heck i believe there is a formula that can measure anything with some degree of certainty, ...

Preferred Timeframe for Trading

I knew about that thread for a while , but i dont think that every single trader on this forum read his thread, in fact most of them havent considering that it has only 16 posts instead of like 50.000 like other threads do. So clearly the ...

Preferred Timeframe for Trading