Hi Chaps Simba is absolutely right! There are two lessons here. (1) Rigourous tests for stationarity are notoriously difficult and need lots of data, (2) We are seeing a phenomenon we touched on earlier at these longer time frames (I think CL used ...

Optimized Trend Trading

Hi CL You are right on track.... On the left hand side you see our FX data ( EURJPY 1Hr). This is our I(1). It's normal, non stationary data. In order to get some usefullness out of it, we have to integrate the data according to d[t]=x[t] - x[t-1]. ...

Optimized Trend Trading

A word of caution — Just on a cautionary note further to my last post.... When I talk about the results from my robot, I mean that "...for the last 6 weeks since the robot went live, I have made >25% per week...". Do I now "have a system"? Yes ...

Optimized Trend Trading

Signal Processing for Finance (Part 2) — It is very encouraging to see what folk on this thread are already doing with digital filters -- clearly colleagues have the basics under their belt and understand the importatance of frequency response ...

Optimized Trend Trading

I am helping you. Particularly, by NOT giving you a "system". You will learn nothing from that. Far better you work to understand the principles and then design, build and "own" your own system. Trust me. CB

Optimized Trend Trading

Signal Processing for Finance 101 (Part 1 of N) — Well, I promised forum members I would write something more "meaty" and so here goes. It is difficult to know where to begin with this topic as Signal Processing at the level where it is ...

Optimized Trend Trading

EURUSD IG-Index 1-minute data results — Hi Guys Here's the robot's trade file and equity curve for the whole week just gone from market open on Sunday evening to 2250 Thursday evening when I shut down for the Easter w/e. Made 375 pips on the ...

Optimized Trend Trading

Hi F_F_L 1. On this thread, when you said you "smoothed OHLC streams" w/ "ULL-MA" and then applied the "HA calculations", were the original HA calculations altered to use ULL-MA instead of traditional MA? Nope - the bog-standard HA with my smoother ...

Optimized Trend Trading

More live results — Hi Guys Just a quick post as I am at work :-(( Attached the trades file and equity curve for the robot trading IG-Index 1-minute EURUSD live up to 3 minutes ago. As you can see, he makes a little loss while he gets his act ...

Optimized Trend Trading

I have received many, many PMs from F_F_L and other worthy folk on this forum who (a) have open minds, and (b) want to know about a bit more about what I am up to. So for the benefit of FFL and others who want to succeed (as opposed to those who ...

Optimized Trend Trading

Hi SeekingLight Since I am just playing with the new robot, I am being kinda cautious so am doing £1/pip on the forex. My account started with £1K. The robot has an internal stop (so the brokers can't see it!!!). It is currently set to 50 pips but I ...

Optimized Trend Trading

Trading file update — Hi Guys Attached the TRADES file from where the last one left off, up to 2046 last night when I shut the robot down for the weekend. (I was going to a party with my MSc students and suspected I might not be in a good ...

Optimized Trend Trading

Some data — Hello I was going to include in my earlier post a link to the live web page where the robot places his output (so I can access it from anywhere). But on reflection, I thought better of it, not least because it might be construed as ...

Optimized Trend Trading

First glimmers of success... — Hello everyone, I am still here, but snowed under marking exam papers etc (tribulations of the day job!). The data feed sniffer is working well and I now have 2 months of IG-Index data to play with. I optimsed a ...

Optimized Trend Trading

Thanks Max! — Hi Max Thanks for that. I had worked out what EA was eventually but was unaware that MT was free-to-use! That is very interesting. I might try to use it although the mq language looks like a steep learning curve.... I can write ...

EA Suggestions?

Improvinf HA(S) — The Heiken-Ashi (smoothed) indicator looks quite nice and I have found it helpful in conjunction with my other indicator. But as Hanover points out, the HA(S) as written introduces quite a bit of lag due to the moving ...

Heiken-Ashi System

SB Company Data Sniffing — Hi MrGreen, Acko, Leon While not the thrust of my original thread, this business about data sniffing is clearly of great interest to a number of folk :-) When I started in this business, I opened a "player" account ...

Optimized Trend Trading

Hat's off, gentlemen! — I am new to the forums and only discovered Spud's theory last evening. I spent half-an-hour programming it fully in MatLab and then found myself staying up half the night analysing it N different ways, particularly in ...

Spuds Stochastic Thread Theory

Data sniffing — Perhaps great minds do think alike, MrGreen! I like your ideas of doing stat analysis on data from various sources. In another life I dealt with "intelligence" and there we set much store on confirmation of raw data from ...

Optimized Trend Trading

JFX81 is right too... — I think there is also a lot in what JFX81 says, too. I have devised a number of systems that have worked well (in some cases, spectacularly so) for a while, then stopped working almost overnight. The market adapts to ...

general expert advisor questions?