Market Oracle Forum | flx23 | Activity https://forum.marketoracle.io/members/flx23/activity/ Activity feed for flx23. Thu, 23 Apr 2026 10:07:31 -0400 https://buddypress.org/?v= en-US 30 hourly 2 3161f2b868698be9199ad28b9eb94326 flx23 replied to the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/#post-14245 Thu, 21 Dec 2017 16:43:19 -0500 Just a little addition since I think my previous post was a bit misleading: what really decouples the relation between the lag and period is not the data dependency per se but the cherry picking of the gain within the for loop which is a kind of optimization. Generally, the lag of a filter is always dependent on the data by its…[Read more]

]]> 0 0bf47568f9f1ec90ac0b6978703c29a7 flx23 replied to the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/#post-14241 Wed, 20 Dec 2017 20:04:07 -0500 Hi Anti,

in the case that you refer to the version mentioned by simplex, there is no direct relation between the (instantaneous) lag and the period. The lag is a function of the “best” gain which is chosen as the one producing the smallest error between the last indicator output (prediction) and the current price. So the lag is data dependent,…[Read more]

]]> 0 30f10193e48bc065c18cad8b805254b6 flx23 replied to the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/#post-14225 Mon, 27 Nov 2017 18:28:10 -0500 To put it bluntly and less politely than simplex, it looks like banalities used to camouflage advertising.

]]> 0 6d6332bee3bda00efe09e80030cf818f flx23 replied to the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/#post-14204 Sat, 04 Nov 2017 14:09:58 -0400 Hi @simplex,

yes, I implemented the original R code in C++/Cuda and did some backtests. In my oppinion there is (tradeable) potential in this approach, especially in the multivariate variant (MDFA) where several cointegrated series are used. The major problem is (as usual) the overfitting arising from the many parameters and I have to figure out…[Read more]

]]> 0 92ca6b3687ac13498a01fa75803f2369 flx23 replied to the topic Thread for (stupid) questions in the forum General Discussions http://penguintraders.com/forums/topic/thread-for-stupid-questions/#post-14174 Thu, 19 Oct 2017 16:02:25 -0400 Addition regarding p: this is a hyperparemeter you have to define in advance before learning the parameters and will influence the depth of considered data history (memory/model size). A complex model can capture complex signal characteristics but is also more prone to overfitting compared to smaller model sizes. Generally, you want p to be as…[Read more]

]]> 0 41767fd3186244b6d54dcbb071c2ee1c flx23 replied to the topic Thread for (stupid) questions in the forum General Discussions http://penguintraders.com/forums/topic/thread-for-stupid-questions/#post-14171 Wed, 18 Oct 2017 18:03:48 -0400 Hola,

my thread addresses indeed the same simple mathematical problem: linear prediction or linear filtering, however you want to call it. The formula you mentioned above leads to the class of finite impulse response (FIR) filters after solving the underlying optimization problem using whatever optimization criterion. Solving the problem, i.e.…[Read more]

]]> 0 7e79ccc9d5a0b2ae924cc54309ef7a07 flx23 replied to the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/#post-14012 Fri, 07 Jul 2017 23:42:16 -0400 Sounds nice, theoretically, and is certainly worth a try. However, in any case the timeliness is crucial in my optinion and I think that typical filter classes are just not fast enough in order to produce signals before the show is already over – may it be primary or secondary ones.

]]> 0 2eb687bb097a27191a60ccddfaa53d23 flx23 replied to the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/#post-14008 Fri, 07 Jul 2017 12:01:08 -0400 @simplex: I knew you were interested. ;-) I haven’t read all of Ehler’s papers… yet, so I’m certainly not an expert in his work. The approach here is basically motivated from a general signal processing background. To put it in a nutshell, it is a standard direct filter design / specification approach with a customized optimization criterion…[Read more]

]]> 0 00067b7dcf06e20096024a9481e8240c flx23 replied to the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/#post-14008 Fri, 07 Jul 2017 12:01:08 -0400 @simplex: I knew you were interested. ;-) I haven’t read all of Ehler’s papers… yet, so I’m certainly not an expert in his work. The approach here is basically motivated from a general signal processing background. To put it in a nutshell, it is a standard direct filter design / specification approach with a customized optimization criterion…[Read more]

]]> 0 01899268a7e542cb453518b1328450e3 flx23 replied to the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/#post-14008 Fri, 07 Jul 2017 12:01:08 -0400 @simplex: I knew you were interested. ;-) I haven read all of Ehler’s papers… yet so im certainly not an expert in his work. The approach here is basically motivated from a general signal processing background. To put it in a nutshell. it is a standard direct filter design / specification approach with a customized optimization criterion…[Read more]

]]> 0 d74c5aa250255e88f8e09e14639319ed flx23 replied to the topic Towards a quantitative market view: Trading started from Zero in the forum General Discussions http://penguintraders.com/forums/topic/towards-a-quantitative-market-view-trading-started-from-zero/#post-13997 Wed, 05 Jul 2017 21:12:29 -0400

Another thing we should discuss together is that trading may be even possible successfully (making more profits than losses) if we just guess the future direction with an equally distributed probability of 50 %. However, this requires a good money management strategy in order to let winners run and to cut losses early. But even then we need to…

[Read more]

]]> 0 2058bfb2cc901b1bf36c5a1b87988d67 flx23 replied to the topic Towards a quantitative market view: Trading started from Zero in the forum General Discussions http://penguintraders.com/forums/topic/towards-a-quantitative-market-view-trading-started-from-zero/#post-13997 Wed, 05 Jul 2017 21:12:29 -0400

Another thing we should discuss together is that trading may be even possible successfully (making more profits than losses) if we just guess the future direction with an equally distributed probability of 50 %. However, this requires a good money management strategy in order to let winners run and to cut losses early. But even then we need to…

[Read more]

]]> 0 a5570051d5e631878312ee2e4d47e7d5 flx23 replied to the topic Towards a quantitative market view: Trading started from Zero in the forum General Discussions http://penguintraders.com/forums/topic/towards-a-quantitative-market-view-trading-started-from-zero/#post-13997 Wed, 05 Jul 2017 21:12:29 -0400

Another thing we should discuss together is that trading may be even possible successfully (making more profits than losses) if we just guess the future direction with an equally distributed probability of 50 %. However, this requires a good money management strategy in order to let winners run and to cut losses early. But even then we need to…

[Read more]

]]> 0 5f462688f0e598bacc720569c5f089f1 flx23 replied to the topic Towards a quantitative market view: Trading started from Zero in the forum General Discussions http://penguintraders.com/forums/topic/towards-a-quantitative-market-view-trading-started-from-zero/#post-13997 Wed, 05 Jul 2017 21:12:29 -0400

Another thing we should discuss together is that trading may be even possible successfully (making more profits than losses) if we just guess the future direction with an equally distributed probability of 50 %. However, this requires a good money management strategy in order to let winners run and to cut losses early. But even then we need to…

[Read more]

]]> 0 f40fec6eef93e8b96e67027bfd8098fc flx23 changed their profile picture https://forum.marketoracle.io/activity/p/21411/ Tue, 27 Jun 2017 16:29:20 -0400 0 cf98cca69e8ef09bed2a10e34d84e879 flx23 started the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/ Tue, 27 Jun 2017 16:00:49 -0400 Hello everyone,

this thread is a little teaser for those of you who are interested in signal processing / extraction / filtering. Moreover, it is a survey if there are people willing to collaborate in a project. Let me briefly outline the subject of interest in prose:

There are two major classes of signal features in a time series that are of…[Read more]

]]> 0 9b7aba97ddb0c9604c6b9a1426b72a73 flx23 started the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/ Tue, 27 Jun 2017 16:00:49 -0400 Hello everyone,

this thread is a little teaser for those of you who are interested in signal processing / extraction / filtering. Moreover, it is a survey if there are people willing to collaborate in a project. Let me briefly outline the subject of interest in prose:

There are two major classes of signal features in a time series that are of…[Read more]

]]> 0 16b7e2f3c60833f034a0d782e8850027 flx23 started the topic For the friends of cultivated filtering in the forum General Discussions http://penguintraders.com/forums/topic/for-the-friends-of-cultivated-filtering/ Tue, 27 Jun 2017 16:00:49 -0400 Hello everyone,

this thread is a little teaser for those of you who are interested in signal processing / extraction / filtering. Moreover, it is a survey if there are people willing to collaborate in a project. Let me briefly outline the subject of interest in prose:

There are two major classes of signal features in a time series that are of…[Read more]

]]> 0 8a06def9fd2dcdb915fc55b500e9cd5d flx23 replied to the topic Thread for (stupid) questions in the forum General Discussions http://penguintraders.com/forums/topic/thread-for-stupid-questions/#post-13964 Fri, 09 Jun 2017 16:34:16 -0400 Hmm, I can’t explain to myself how candlesticks can provide any mathematical edge since they contain less information compared to tick charts. In this point, I agree with Simplex: candlesticks might be seen as a sampling of the underlying tick flow in either a statistical or signal processing sense. From the latter point of view, it is important…[Read more]

]]> 0 892fe9e44d05fc97769d96817fa6d89b flx23 replied to the topic Thread for (stupid) questions in the forum General Discussions http://penguintraders.com/forums/topic/thread-for-stupid-questions/#post-13964 Fri, 09 Jun 2017 16:34:16 -0400 Hmm, I can’t explaint to myself how candlesticks can provide any mathematical edge since they contain less information compared to tick charts. In this point, I agree with Simplex: candlesticks might be seen as a sampling of the underlying tick flow in either a statistical or signal processing sense. From the latter point of view, it is important…[Read more]

]]> 0 966941eedb00ed814b130023f584cd28 flx23 joined the group TZ&RZ, particular pattern to recognize RZ https://forum.marketoracle.io/activity/p/8860/ Fri, 27 Feb 2015 14:15:53 -0500 0 dddd885f7921c808c93a4a3cdd076c86 flx23 joined the group TZ and SS. https://forum.marketoracle.io/activity/p/8859/ Fri, 27 Feb 2015 14:15:36 -0500 0 23c9f45cc5b7307bb0cb81f247d9edc0 flx23's profile was updated https://forum.marketoracle.io/activity/p/7018/ Sat, 07 Feb 2015 15:20:31 -0500 0 b7d21da72f5e2a652ef83127041f2541 flx23 joined the group Fractal Arrow Prediction https://forum.marketoracle.io/activity/p/7017/ Sat, 07 Feb 2015 15:18:19 -0500 0 2c00e12d29159217e03c797d77b20176 flx23 became a registered member https://forum.marketoracle.io/activity/p/7015/ Sat, 07 Feb 2015 15:14:03 -0500 0