Based on the equity curve and trade history it is clear that this is a grid based system that operates on martingale principles. In other words, it is guaranteed to blow out any account over the long term and most accounts over the short and medium ...

1000% profit in 4 months - system you can COPY automatically

@ Killian and @JimSterk, I guess I shouldn't post at 3AM. I mixed up the two methods and Killian and JimSterk are of course correct according to G's own statement. (As an aside, in thinking about "calculating the probabilities" a bit more I've come ...

Fractals, ZZ & the Pissing Dog

Killian, I read this as relating to info from page 13 of FractalDNA.pdf (Algorithm 14 Crozilla's method) that since you are on bar # 3 that you should sum up (0 + 11 + 24 + 27) and compare to (52 + 55 + 40+ 32) where the first group is smaller than ...

Fractals, ZZ & the Pissing Dog

After reading this I can now see that it is fairly basic trig with some calculus thrown in at work in the equations. In my defense, it has been a long time since I took trig and I don't recall much of it. I will do some experiments when I get some ...

Cycle measurement: the easy way

I didn't follow the entire mathematical derivation or the why's behind it as apparently some sources were omitted, but can you specify how one might use the red line as an input in a trading application?

Cycle measurement: the easy way

Sufficient for what? You haven't specified any goal so there is no way to know if what you are doing is or isn't sufficient. Other questions include, why run the regressions every 1-3 seconds? What significance does a mean squared error (MSE) of 1-7 ...

Regression optimization question

Click on the paper clip 49 in the upper right corner to open attachments. Look for posts by flotsom.

Currency Strength Indicator

I see what you mean. In my framework I first convert ticks to whatever bar type I'm looking at then run through the data bar by bar for the optimizations. I have a tick by tick option but you're correct, testing is really slow.

Why "Walk Forward Analysis" is still unreliable and useless!

Ok I see where you're coming from. You're correct, MT4 draws charts based on the bid price. MT4 is a bit misleading in that regard. But spread widening is more symmetrical, otherwise it would be really easy for retail traders to just place a sell ...

Central Banks & Big Players

Which brokers put the widened spread on the buy side only? I've only ever seen symmetrical or symmetrical with a small amount of shading, never asymmetrical spread widening.

Central Banks & Big Players

Why do you say that the "approach lends itself well to systems that trade on bar open on higher timeframes"? Can you give an example so I can understand what you mean?

Why "Walk Forward Analysis" is still unreliable and useless!

I've found that you don't necessarily need to test every combination of parameters to get a good picture of what is going on. Also, proper parameter discretization can help cut down on the actual number of parameters that need to be tested. For ...

Why "Walk Forward Analysis" is still unreliable and useless!

Regarding optimization, perhaps this course will shed some light on better ways to do it (coming up in 5 days): url @Darwin Perhaps you can explain the difference between the following two cases: Let's say in both cases 10,000 parameter ...

Why "Walk Forward Analysis" is still unreliable and useless!

It actually didn't sound like a sales pitch until you added the section at the end "Are you just trying to sell stuff" and started musing about selling it. It sounds like you're finally back to testing over the entire dataset and more in line ...

Why "Walk Forward Analysis" is still unreliable and useless!

100 to 101 is a 1% move. 105 to 106 is a 0.95% move. As prices increase the relative percentage of a move decreases for equal pip movements. It is easier to make a 0.95% move than a 1% move. This is simple market volatility mechanics. This is also ...

The Semi-definitive guide to Pascal's Triangles in Forex

@nonlinear Thanks for your answer. I suppose finding a "best" result buried among similarly performing sets is itself a way to limit data snooping. If an overfit result is finding the one outlier that has very little chance for success, then by ...

Walk Forward Analysis - the only logical successor to backtest

Hi nonlinear, Can you comment on what sort of data / analysis might be helpful in assessing OOS performance? As a more general question, if you use the results from these tests to select a particular parameter set, whether this means accepting the ...

Walk Forward Analysis - the only logical successor to backtest

How about the concept The Semi-definitive guide to Pascal's Triangles in Forex for adding to positions? I'm looking for feedback on this concept. Two excerpts below:

How far can you go?

Hi Darwin, I saw this reply and it now looks like you're headed in a slightly different direction than traditional WFA. I'm interested in more information regarding your research and direction. In particular can you expand on both the process and ...

Walk Forward Analysis - the only logical successor to backtest

ForexOracle, it says on your profile that you live in the U.S. Here is a way to get a quick jump start on C#: Go to your local library and check out 2-4 "beginner" books on C#. Install Visual Studio Express C# (free from Microsoft) on your computer ...

Platform alternatives to Metatrader