Yes, it does. Even if I ignore these cases, your idea only explains less than 3 % of total variance …

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.

Seems that the quote function doesn’t work again …

Take you time to do whatever you want ;) I know that this forum isn’t as attracting as it was two years ago since most users are very silent.

Regarding 2*(High-Low)/abs(Open-Close): I’ve tested different versions for the prize path. I think I’ve tested a similar formula, too. However,…[Read more]

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]

I’ve thought it would be a good idea to investigate the relationship between prize movements and volume. Thus, I’ve used my way of calculating the prize path, calculated it for 603,896 M1 candles and looked at the relationship between prize path and volume:

As you can see, there seems to be a linear relation between volume and the prize path. The…[Read more]

Yes, surely. It may only give a hint. Thanks!

After studying the volume concepts laid down by GG I found this one again. After adapting and filtering with higher TF signals I obtain sometimes quite accurate turning points. However, what me really wonders is this: We can often see turning points with a high volume and a high range. How does it fit in the water flow analogy? Why should the…[Read more]

@biggy: This thread died as there was too few interest (I guess) and less advanced programmers. If the idea hasn’t been further developed in a private group, then I’d guess that everything that has been developed is in this thread …

… and here would have been the wins on EURUSD for the last 3 trading days. It’s really a shame that my dayjob hinders me to test this strategy and to make some easy pips …

@flx23: I’ve just shared some ideas that working with quite simple assumptions. I haven’t backtested them (although I did some “visual” backtesting). Thus, I surely would be interested in the results of backtests. And if you (or others) think the ideas are worth studying I think it would be a good idea to find optimal parametrs. For instance, for…[Read more]

You’re welcome. But please discuss some of your findings here (unfortunately I see that there is still not that much response to the forum activities (although there are a lot of visitors …).

However, whenever you use some longer lookback periods you’ll see that most of the time there are repainted signals on at least 2 subsequent bars ……[Read more]

If I get your idea, I think there is no way to make the values of the first x/2 bars non-repaint because no indicator will know the future values …

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]

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]

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 …

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]

@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]