A bit of hypothesizing can be fun from time to time, but to start a good discussion on the topic some more information about the system would come in handy. A bunch of pics is quite weak to provide a good foundation for improvements or at least understanding how everything is supposed to work.

Just my 5 cents for the moment.

I’m curious how this restart will develop. Coincides with my personal restart to FX.
Interesting!

Guys,

I’ve been busy for nearly 8 years or so dealing with that non-FX part of my life. Wasn’t always nice. I have been thinking about taking a new approach regarding FX for several months now.

Now Saver0’s mail regarding his trading system and moving our good old Penguin site to a new domain triggered me. My old login obviously is still working…[Read more]

Welcome back – it’s been far too long!

This year fell to the bottom of the Kondratiev cycle. It is possible that we will still see a decline. now everyone is on positive emotions and buying. But big players need to make money , which means they don’t go the way the crowd thinks

What does everyone think will happen over the next few weeks, months?

At least in the US, I see the possibility of more intense lockdowns. However, I’m not sure if markets would drop any further even if many states were to go into extended lockdowns.

The election feels strangely unfinished. Lot’s of uncertainty in the near future. Can’t get this…[Read more]

Hi . I’m glad you’re back. I also lost a lot at the beginning of this year. But then I was able to restore some of the funds. I would be happy to continue discussing the EURUSD and GG53 theories. sorry for my English this is not my native language

Yep, IIR vs. FIR filters in shorthand! If considering Ehlers’ lowpass proposals, I would rather have a look at his ‘Supersmoother’ (IIR). Simple, smooth, adjustable.

Hi Anti,

There are several mq4-versions of ‘Zero Lag’ filters out there, and not all of them are original Ehlers’ works. I assume you’re referring to the one described in this paper.

I tried it years ago, and there’s not so much lag indeed. But on the other hand its smoothing capabilites are not so brilliant – the typical tradeoff to consider…[Read more]

Hi Carlos,

I read your most recent 3 posts and all of them contain links to brokers’ websites. Could you please explain? To be honest, this looks a bit suspicious to me regarding spam.

s.

EDIT: spam content moved to the trash bin.

Ha, thanks for those links! A lot of stuff to read …

The ‘multi-bandpass filter’ heading immediately got my attention (reminds me of my old Ehlers’ works in mq4). Yet have to postpone in-depth reading for a while!

Hi @flx23,

Did you proceed your project / ideas in silence? Any ideas to bring this thread back to life?

… 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]

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]