Thank you for creating this thread Anti. One question : If we shift MA indicator back for some bars, lets say a half of its period, we will get empty lines at the last half period candles. As i try to modify an MA indicator in order to make it like the shift one, and i try to fill the empty place with some previous candles data, it is now becomes…[Read more]

Ok, let’s start with some simple observations and try to figure out how we could use them in our trading. (Disclaimer: All ideas presented in this and all of my other posts are just for demonstration and discussion purposes. If you apply some of these ideas to your trading you’ll do it on your own risk!)

Morning break

My first observation is,…[Read more]

Ok, let’s start with some simple observations and try to figure out how we could use them in our trading. (Disclaimer: All ideas presented in this and all of my other posts are just for demonstration and discussion purposes. If you apply some of these ideas to your trading you’ll do it on your own risk!)

My first observation is, that during

an…[Read more]

Oh, I also missed your thread while I was away during the last weeks. I’m not quite educated when it comes to filtering and Ehler’s methods, but I think it should be relatively easy to implement some of the ideas in R. Thus, count me in for some R tests …

@flx23: Thank’s a lot for your reply. With the statement you cited in the first place, I’ve thought in some ways like it was described in a recent FF thread: The Monty Hall Problem applied to trading. I believe that the equite curves show that it is possible to be successful without ever knowing which way to got. However, that might be a dangerous…[Read more]

@flx23: Thank’s a lot for your reply. With the statement you cited in the first place, I’ve thought in some ways like it was described in a recent FF thread: The Monty Hall Problem applied to trading. I believe that the equite curves show that it is possible to be successful without ever knowing which way to got. However, that might be a dangerous…[Read more]

In general, you can break every strategy down to one of two trading approaches:

mean reversion trading
trend trading

In both cases we can only succeed if we are able to quantify the underlying state of the market properly and thus to identify situations with higher than average chances of success.

Another thing we should discuss together is…[Read more]

During the last years I’ve seen many attempts to apply some statistical models like AR(I)MA or the Wiener process to market prizes or to describe the market distributions with some widely used distribution functions. However, while discussing these ideas with two statisticians from the UCL and the Alan Turing Institute I’ve realized that these…[Read more]

During the last years I’ve seen many attempts to apply some statistical models like AR(I)MA or the Wiener process to market prizes or to describe the market distributions with some widely used distribution functions. However, while discussion these ideas with two statisticians from the UCL and the Alan Turing Institute I’ve realized that these…[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]

You’re good, @flx23. The main assumption of the theorem was that prize is generated by a stochastic process that gives equal chances for any candle to be either an up or down candle (or having higher highs/lows than the previous candle). However, in his post (see the delivered quotation here) Eurusdd presumes that the probability is shifted…[Read more]

You’re good, @flx23. The main assumption of the theorem was that prize is generated by a stochastic process that gives equal chances for any candle to be either an up or down candle (or having higher highs/lows than the previous candle). However, in his post (see the delivered quotation here) Eurusdd presumes that the probability is shifted…[Read more]

Who of you can give me the mathematical reason why the 3-linear subsequences out of a 5-subsequence idea can’t work in the way Eurusdd described it. The answer is really very simple and I wonder that neither me nor other similarity thread participants have ever remonstrated …

Who of you can give me the mathematical reason why the 3-linear subsequences out of a 5-subsequence idea can’t work in the way Eurusdd described it. These of you who may PM the correct answer to me will get a hint on a possible better application method (but I’m not really sure if it works – it was just a spontaneous idea and I have to test it).

@flx23: Well, so I believe that we all don’t see any edge.

However. Another thing that rankles me is how semi-professional traders trades before computers and fast datafeeds arose. I mean, how did successful traders which didn’t work at the stock exchange or a bank directly decided when to trade and/or when to get out of a trade. So, when did…[Read more]

@Bartleby: Thanks for participating! Well, especially the mathematical edge got my attention. But I’ve also never found something promising.

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]