Market Oracle Forum | lohnere | Friends Activity https://forum.marketoracle.io/members/johnere/activity/friends/ Activity feed for lohnere's friends. Thu, 23 Apr 2026 10:07:31 -0400 https://buddypress.org/?v= en-US 30 hourly 2 a71ad9295ce45146e61f6a202127d6ef Alpha24 joined the group TZ&RZ, particular pattern to recognize RZ https://forum.marketoracle.io/activity/p/23186/ Tue, 19 Jul 2022 10:34:20 -0400 0 c87866cda990c74edf36c12f6d1da07f FXEZ replied to the topic EOY 2020 Discussion in the forum General Discussions http://penguintraders.com/forums/topic/eoy-2020-discussion/#post-15248 Sun, 06 Dec 2020 08:48:57 -0500 Welcome back – it’s been far too long!

]]> 0 9e29a2857dcc1afaa51504f3aa75f2b2 TheRumpledOne posted an update: https://www.youtube.com/user/TheRumpledOne/videos https://forum.marketoracle.io/activity/p/22921/ Mon, 09 Dec 2019 06:11:40 -0500 https://www.youtube.com/user/TheRumpledOne/videos

]]> 0 756db302bea646f0273126cee2b80c2a Alpha24 joined the group TZ&RZ, particular pattern to recognize RZ https://forum.marketoracle.io/activity/p/22572/ Sun, 03 Feb 2019 17:54:15 -0500 0 ef142a310d73d76cd45a506bd503fec1 GVSA joined the group TZ&RZ, particular pattern to recognize RZ https://forum.marketoracle.io/activity/p/20785/ Tue, 14 Mar 2017 20:20:31 -0400 0 cd2389c26e84f8c4e79d2ec0140e6f1f GVSA changed their profile picture https://forum.marketoracle.io/activity/p/20723/ Sat, 04 Mar 2017 17:43:11 -0500 0 0f5257bcc7182458eab0e8a9c3f051d0 GVSA joined the group Fractal Arrow Prediction https://forum.marketoracle.io/activity/p/20714/ Fri, 03 Mar 2017 17:24:36 -0500 0 f5cf850229f25302852b50e2c7d86937 GVSA posted an update in the group TZ and SS.: Hi there... I´m a newbee in TZ, but I can code almost […] https://forum.marketoracle.io/activity/p/20555/ Fri, 10 Feb 2017 15:33:59 -0500 Hi there… I´m a newbee in TZ, but I can code almost everything in tradingview´s pinescript. I will be glad to code some alert friendly indi for tradingview fans. Which is the best TZ indi available as a reference? Thanks.

]]> 0 ab7c4bcef607440d7193b88aa67616ac GVSA joined the group TZ and SS. https://forum.marketoracle.io/activity/p/20554/ Fri, 10 Feb 2017 15:25:06 -0500 0 9aee1ab91ff38e59fd7ea2adb126c367 GVSA became a registered member https://forum.marketoracle.io/activity/p/20043/ Thu, 10 Nov 2016 20:49:43 -0500 0 596befc6fcd2169d3fa5c40be95276a1 TheRumpledOne joined the group Deep Q forex https://forum.marketoracle.io/activity/p/19026/ Wed, 06 Jul 2016 14:02:39 -0400 0 6a080c3b028e38a388419bb7c68f7af5 TheRumpledOne joined the group TZ&RZ, particular pattern to recognize RZ https://forum.marketoracle.io/activity/p/19025/ Wed, 06 Jul 2016 14:02:33 -0400 0 d734f5a974692fc853a2a7b609a07e84 TheRumpledOne joined the group TZ and SS. https://forum.marketoracle.io/activity/p/19024/ Wed, 06 Jul 2016 14:02:30 -0400 0 7a624a5a75397641988dcadbb39e52fa TheRumpledOne became a registered member https://forum.marketoracle.io/activity/p/19006/ Tue, 05 Jul 2016 13:05:33 -0400 0 bd1eb7a3eb1154e88b550e368167c374 FXEZ joined the group Deep Q forex https://forum.marketoracle.io/activity/p/18595/ Wed, 11 May 2016 06:42:00 -0400 0 2fde90b0a41ba41c10bb146d5ad89668 FXEZ replied to the topic Perfect Entry or "Perfect Trader"? in the forum Development http://penguintraders.com/forums/topic/perfect-entry-or-perfect-trader/page/3/#post-6121 Wed, 01 Apr 2015 13:15:31 -0400 Hi simplex,

For the discrete formula, see the variables provided by gg53 two posts up.

For the continuous formula, you need an equity curve. Convert it to returns by taking the difference between each period. Compute the average return. Compute the variance of the returns. Apply the formula f* = average(returns)/variance(returns). To get half…[Read more]

]]> 0 d203083d602c385cf29eae92dc1efef0 FXEZ replied to the topic Perfect Entry or "Perfect Trader"? in the forum Development http://penguintraders.com/forums/topic/perfect-entry-or-perfect-trader/page/3/#post-6120 Wed, 01 Apr 2015 13:11:39 -0400 Yes that’s the simplified version of the discrete Kelly formula. It assumes you have only two discrete outcomes. See the Thorp paper for more details on this. Try comparing the resulting f* in the formula above to the f* calculation for continuous Kelly.

]]> 0 dbbc47b90777c092704be6b36591d6b5 FXEZ replied to the topic Perfect Entry or "Perfect Trader"? in the forum Development http://penguintraders.com/forums/topic/perfect-entry-or-perfect-trader/page/3/#post-6105 Wed, 01 Apr 2015 03:10:52 -0400 Hi gg53,

Half Kelly is prudent as you reduce your variance of returns by 1/2 but your expected long-term growth rate is reduced by only by 1/4, so a good trade-off. Half Kelly is also prudent because by underestimating the maximum size that should be traded you protect yourself against an overly optimistic estimate of future system returns…[Read more]

]]> 0 27e2c3a59f3a18b01fbc3f18e6c17e21 FXEZ replied to the topic Perfect Entry or "Perfect Trader"? in the forum Development http://penguintraders.com/forums/topic/perfect-entry-or-perfect-trader/page/3/#post-6101 Wed, 01 Apr 2015 02:07:40 -0400 You might try out a simple program posted on FF a while back called, “Mr Kelly” on FF as a means of doing some simple simulations to get a feel for how it places its bets according to account size and payout. I believe this simulation uses discrete Kelly.

http://www.ff.com/showthread.php?t=185228

]]> 0 38a6c27f341fe357c95b4a6ca01c66ed FXEZ replied to the topic Perfect Entry or "Perfect Trader"? in the forum Development http://penguintraders.com/forums/topic/perfect-entry-or-perfect-trader/page/3/#post-6075 Tue, 31 Mar 2015 07:44:57 -0400 When you describe “MAXIMIZE geometric return” it sounds like you’re referring to Kelly. Are you using discrete or continuous Kelly for your calculations?

The only other way that I know of to maximize return in some optimal sense is by using Markowitz. But Markowitz generally is thought of more in relation to a portfolio than to a single…[Read more]

]]> 0 9ca4b43b01af439a72d3c9d3e13e44e0 Alpha24 replied to the topic MTH Renko Builder Indicator in the forum Indicator discussion http://penguintraders.com/forums/topic/mth-renko-builder-indicator/page/7/#post-5892 Sun, 22 Mar 2015 17:19:17 -0400 Brother Kiads, Thank you for your help, Here I want to mention that during my study I found nothing in system but all is in mindset.If I can correct my mindset then it is easy to choose trading system according to style and tendency. I am not advertising but its my duty to tell our brothers on this forum that Dr.Van Tharp’s literature is good to…[Read more]

]]> 0 9a00baf8f13beb330c552bd0474ceb74 Alpha24 replied to the topic MTH Renko Builder Indicator in the forum Indicator discussion http://penguintraders.com/forums/topic/mth-renko-builder-indicator/page/7/#post-5875 Sat, 21 Mar 2015 17:06:42 -0400 Hi Kiads,

I was hunting for a good system from last 4-5 yrs which will suit with my trading style. I am studying your Renko and other indicators. Now a good promising system is in my hand with minor changes. I have done paper trading from last 1 year with renko charts  and now decided to jump in real trading from next week. I am sure that with…[Read more]

]]> 0 9a00baf8f13beb330c552bd0474ceb74 Alpha24 replied to the topic MTH Renko Builder Indicator in the forum Indicator discussion http://penguintraders.com/forums/topic/mth-renko-builder-indicator/page/7/#post-5875 Sat, 21 Mar 2015 17:06:42 -0400 Hi Kiads,

I was hunting for a good system from last 4-5 yrs which will suit with my trading style. I am studying your Renko and other indicators. Now a good promising system is in my hand with minor changes. I have done paper trading from last 1 year with renko charts  and now decided to jump in real trading from next week. I am sure that with…[Read more]

]]> 0 d7b925316900439366759ba717cef837 Alpha24 joined the group TZ and SS. https://forum.marketoracle.io/activity/p/9822/ Sat, 21 Mar 2015 16:29:24 -0400 0 aeca6470eacd832c2abfcb54c6c3e1bd FXEZ replied to the topic Footprints of a TZR indi development in the forum Indicators - Development http://penguintraders.com/forums/topic/footprints-of-a-tzr-indi-development/#post-3655 Sat, 10 Jan 2015 07:46:02 -0500 Hello Rahat Lukum, here is a link regarding computing the with examples and pictures, and here is a link for using playing cards as an example.

If you look at the market prices, you will find high autocorrelation which in simple terms indicates that future prices are highly dependent on previous prices. This makes sense because a price doesn’t…[Read more]

]]> 0 ca3dc12f4ea0791431be0f47af8dbae3 FXEZ replied to the topic Footprints of a TZR indi development in the forum Indicators - Development http://penguintraders.com/forums/topic/footprints-of-a-tzr-indi-development/#post-3655 Sat, 10 Jan 2015 07:46:02 -0500 Hello Rahat Lukum, here is a link regarding computing the with examples and pictures, and here is a link for using playing cards as an example.

If you look at the market prices, you will find high autocorrelation which in simple terms indicates that future prices are highly dependent on previous prices. This makes sense because a price doesn’t…[Read more]

]]> 0 f223d83815f983e72cac437f7218145a FXEZ replied to the topic HGI from SteveHopwood in the forum Trading Systems Discussion http://penguintraders.com/forums/topic/hgi-from-stevehopwood/#post-3430 Thu, 08 Jan 2015 00:20:34 -0500 Agree, there is nothing wrong with discussing ideas that didn’t originate on this forum, on this forum, but credit where credit is due.

I haven’t used it but am looking to investigate it. From what limited reading I’ve done so far, you can’t backtest it, so results are based on limited forward testing and word of mouth results. So far results…[Read more]

]]> 0 a68e0818bf467e211c8a362e4d9eff3e FXEZ replied to the topic HGI from SteveHopwood in the forum Trading Systems Discussion http://penguintraders.com/forums/topic/hgi-from-stevehopwood/#post-3430 Thu, 08 Jan 2015 00:20:34 -0500 Agree, there is nothing wrong with discussing ideas that didn’t originate on this forum, on this forum, but credit where credit is due.

I haven’t used it but am looking to investigate it. From what limited reading I’ve done so far, you can’t backtest it, so results are based on limited forward testing and word of mouth results. So far results…[Read more]

]]> 0 271571f45c0e2a9c02d61a7bf9e987aa FXEZ replied to the topic HGI from SteveHopwood in the forum Trading Systems Discussion http://penguintraders.com/forums/topic/hgi-from-stevehopwood/#post-3430 Thu, 08 Jan 2015 00:20:34 -0500 Agree, there is nothing wrong with discussing ideas that didn’t originate on this forum, on this forum, but credit where credit is due.

I haven’t used it but am looking to investigate it. From what limited reading I’ve done so far, you can’t backtest it, so results are based on limited forward testing and word of mouth results. So far results…[Read more]

]]> 0 8852414f0d5f87774018b0e5abc7b5e8 FXEZ replied to the topic Price on CLOSE ?! Really?!?! in the forum Development http://penguintraders.com/forums/topic/price-on-close-really/page/4/#post-3427 Wed, 07 Jan 2015 23:41:57 -0500 Hi Simplex. I’ll quote the part of drloyd’s post that I thought was self-evident:

So to be even more clear and explicit to answer @geminicz , yes (H+L)/2 is referred to as the “market sentiment” of the bar and when compared to the close price, you can see differences or a deviations from this “fair value” which again is defined as the…[Read more]

]]> 0 f46855161fa173af49c3f27debd05e41 FXEZ replied to the topic Price on CLOSE ?! Really?!?! in the forum Development http://penguintraders.com/forums/topic/price-on-close-really/page/4/#post-3414 Wed, 07 Jan 2015 20:17:55 -0500 Good job, Wanderer. You’re the first to post a picture showing that you understand the simple concept. I guess I should also post a picture. Mine looks similar to yours, down to the DodgerBlue line. I’m a bit surprised more haven’t figured out this. It’s not really a secret, or new. I read about it years ago on another forum and in another…[Read more]

]]> 0 8c6247ef2d7dfa8c7aae3f5f6c0b3163 FXEZ and Zelo are now friends https://forum.marketoracle.io/activity/p/4965/ Mon, 05 Jan 2015 04:39:58 -0500 0 6a854e164214bd0539a559af1909cc5e FXEZ replied to the topic Price on CLOSE ?! Really?!?! in the forum Development http://penguintraders.com/forums/topic/price-on-close-really/#post-3097 Sun, 04 Jan 2015 22:35:58 -0500 I’ve done some cursory strategy testing of this simple “idea” or “concept” and wish to report some rough results. For me and for my definition, the basic concept can be defined by how gg53 drew his undefined red lines. You can clearly see the start point of each line and the end point as a sort of entry/target. You can also easily figure out what…[Read more]

]]> 0 fc8180639b5b9978c63e0e8d37403a6c FXEZ replied to the topic Price on CLOSE ?! Really?!?! in the forum Development http://penguintraders.com/forums/topic/price-on-close-really/#post-3055 Sun, 04 Jan 2015 08:30:00 -0500 Interesting idea gg53! I suppose it is a simple method of  calculating fair value based on a single bar! Thanks for posting this.

]]> 0 ed4016b6fd4b114835b87bd70f2f8e45 FXEZ and stt are now friends https://forum.marketoracle.io/activity/p/4672/ Fri, 02 Jan 2015 04:28:06 -0500 0 a93fdd6d2d118c89350ca189edbf827c Alpha24 replied to the topic MTH Renko Builder Indicator in the forum Indicator discussion http://penguintraders.com/forums/topic/mth-renko-builder-indicator/page/3/#post-2876 Wed, 31 Dec 2014 20:03:43 -0500 Hi Kiads,

Glad to meet you here Bro.

Happy New Year to Everyone

]]> 0 144391d3f87ff62523a238b17a746ea8 Alpha24 became a registered member https://forum.marketoracle.io/activity/p/4620/ Wed, 31 Dec 2014 19:51:52 -0500 0 164835e595c0884bb7f367652e7de49b FXEZ and gg53 are now friends https://forum.marketoracle.io/activity/p/4570/ Wed, 31 Dec 2014 09:08:05 -0500 0 5eb9d3e50d7392bb9aa20e392a44ac70 FXEZ and Saver0 are now friends https://forum.marketoracle.io/activity/p/4177/ Sat, 27 Dec 2014 17:28:04 -0500 0 c050f593073a294a16d57b0dc9fb85a5 FXEZ and simplex are now friends https://forum.marketoracle.io/activity/p/3496/ Mon, 22 Dec 2014 12:57:28 -0500 0 76b71e572f9536cdd6c941cfa705e135 FXEZ replied to the topic Transient & Recurrent Zones in the forum Trading Systems Discussion http://penguintraders.com/forums/topic/transient-recurrent-zones/page/2/#post-1879 Fri, 19 Dec 2014 13:35:34 -0500  

Simplex, regarding your “feelings” I know at least Saver0 and I have done some stats that seem to back up your intuition. Saver’s post is here (see the two picture attachments):

 

http://www.ff.com/showthread.php?p=7884880#post7884880

 

This basically shows that as you increase h, the hit probability (probability that price comes back…[Read more]

]]> 0 900fae427f205b1816c83c633390f5ba FXEZ replied to the topic Transient & Recurrent Zones in the forum Trading Systems Discussion http://penguintraders.com/forums/topic/transient-recurrent-zones/page/2/#post-1879 Fri, 19 Dec 2014 13:35:34 -0500 Simplex, regarding your “feelings” I know at least Saver0 and I have done some stats that seem to back up your intuition. Saver’s post is here (see the two picture attachments):

http://www.ff.com/showthread.php?p=7884880#post7884880

This basically shows that as you increase h, the hit probability (probability that price comes back and fills…[Read more]

]]> 0 56ce29ad718cc70404e0b8b67164dc57 FXEZ replied to the topic Forex Prediction - Science & Logic in the forum Development http://penguintraders.com/forums/topic/forex-prediction-science-logic/page/2/#post-1787 Thu, 18 Dec 2014 21:54:56 -0500 Hey stt, good to see you over here. I’ve been to that site (deeplearning.net) recently as I’ve been looking into nerual nets. I’ve concluded that the typical backpropogation network doesn’t really learn, as Jeff Heaton says, it’s similar to a hash table. I was going to ask about which type of network you had tried but it looks like you answered…[Read more]

]]> 0 651f362102a2649c1a888f3fb046c6b3 FXEZ replied to the topic Adventures in TZ Trading, journey towards 99.999% in the forum Trading Journals http://penguintraders.com/forums/topic/adventures-in-tz-trading-journey-towards-99-999/page/2/#post-1784 Thu, 18 Dec 2014 21:32:46 -0500 Good idea, saver. Many brains networked together can sometimes improve upon the ideas of a single brain. I’ve followed up your public efforts with a fair amount of my own statistical research, but putting it all together into a coherent strategy is a bit daunting as it seems to be unexplored territory where one has to blaze his own trail.

]]> 0 3baa216babfa3fde241a3d3e28fb03de FXEZ joined the group Node.js + MQL4 Development https://forum.marketoracle.io/activity/p/397/ Tue, 25 Nov 2014 18:28:43 -0500 0 8a2ed337361c26aca340c4a2cfb58fd2 FXEZ joined the group Fractal Arrow Prediction https://forum.marketoracle.io/activity/p/396/ Tue, 25 Nov 2014 17:39:32 -0500 0 c65f123564cbeaf238f75fd25d81a670 FXEZ became a registered member https://forum.marketoracle.io/activity/p/394/ Tue, 25 Nov 2014 17:38:00 -0500 0