… and one more idea: the D1 trifurcation could possibly be caused by weekly cycles. So analyzing five weekdays separately may bring insight.

Interesting! Thanks for your work and posting it!

In the H4 you can see that the point cloud widens and there may be a bi- or trifurcation. The same bifucation can be seen in the D1 much better. What could cause that bifurcation?

In H4 and D1 you appear to analyze a time period of about 7 – 8 years. In order to find out more about that bi- or…[Read more]

Hmm, rethinking this, my latest idea will lead to a certain number of ‘divide by zero’ errors. So a different method of normalization would be nice.

Nice work!

I haven’t been around so frequently these days, so please forgive me if my thoughts on your latest post do not consider topics that have already been discussed.

When developing an algorithm for trading purpose I’m always heading for two major goals to simplify practical usage:

1. If possible, the algo should be symbol independent.

…

[Read more]

StopLossType = BoxHeight. I guess I can leave this blank if I set OppositeBoxSideSL to true?

Yes.

TakeProfit1Type: If I set this to BoxHeight, should I leave TakeProfit1 empty..?

No, TakeProfit1 is a multiplier of BoxHeight value.

Is there a way to open 2 orders instead of 1 when price breaks outside the box? Most brokers do not efficiently…[Read more]

I could not replicate this problem, which broker did you use? Make sure you have the latest Volceq version.

Re. lowpass vs. bandpass filter:

I generally agree that a lowpass or some similar approach should act as a primary filter.

Guided by earlier Ehlers’ papers, I tried for some time (long ago) to measure current price frequency, and then tune a bandpass accordingly. As you might have guessed from my above post, this approach was not successful…[Read more]

Hi flx,

I’ve been off for some time, so I did not notice your new thread until now. Interesting!

From what you’re writing, you appear to have read most of Ehlers’ papers and / or books, and certainly a bit more.

I agree that it is not necessary to reproduce (smoothed) prices exactly in order to trade successfully, all it takes is timeliness…[Read more]

the only thing i found useful in the sim thread was that it makes you look at price action around inefficient market moves. this put me on the path of Order Flow. I just want to be sitting in a pile of imbalanced orders regardless of what various stats or indicators say about the next bar because it’s the imbalanced orders that move price  …[Read more]

the only thing i found useful in the sim thread was that it makes you look at price action around inefficient market moves. this put me on the path of Order Flow. I just want to be sitting in a pile of imbalanced orders regardless of what various stats or indicators say about the next bar   :)    this can end up being the most important thing you…[Read more]

New member ‘blessing maxwell’ sent me the following message. I’ll report that member to have his/her account deleted.

I do not assume that anybody around replied to this ‘generous offer’ …

… unless you’re James Veach, see here B-)…[Read more]

New member ‘blessing maxwell’ sent me the following message. I’ll report that member to have his/her account deleted.

I do not assume that anybody around replied to this ‘generous offer’ …

… unless you’re James Veach, see here B-)…[Read more]

interesting topic.

i would say, for me personally, candlesticks give me the positive effect of seeing ohlc of for example : weeks, days, quarters , easy and quick.

i think these levels are important. Price (or the traders) react at those levels quite often.

i ve puzzled some time with the statement that there´s a mathematical edge in ohlc of…[Read more]

Ok, when looking at tick data, we do not look at any timeframe, just incoming prices. OHLC, or candlesticks,  can only be constructed when we start to structure tick data according to rules we define. Most obvious rule is simple timing, i.e. a uniform timeframe.

Most traders choose one or more timeframes for their trading that are somehow…[Read more]

First of all, I do not think that there’s such a thing like a ‘stupid’ question. If someone does not know a certain fact, or does not understand every detail of somebody else’s statement, or just is a newbie in a certain field, or … (fill in whatever makes sense!), he or she should feel free to post a question hoping the community can help out!…[Read more]

let me clarify the image i posted was just something that looked interesting . i was noticing when all OSC’s get above say 20%  with the majority above 50% the potential fractal had way less chance of running a full 6 bars before a true fractal top/bot. my live trading method is more about trading a pullback back past a mid fractal if the long…[Read more]

was messing around with zz confluence. just for fun using 10 random oscillators/settings and waiting for the majority to gravitate above a percentage line.

each one falls into a mild supply/demand origin for another point of confluence.

Maybe the Natural MA was covered in Video #2 of the seminar series – the missing one.

There are functional MQL prototypes you can analyze in the links I provided above.

I do not understand the term ‘argmax i (NMM)’. Basically, the fast NMA is an NMA that dynamically truncates its own weighted lookback interval, thus acting faster than Standard…[Read more]