As this is my thread, I officially PROBIHIT silly arguments about whether the market is random or not. There are already about million threads that have degregated into arguments about market randomity and none of them brings any new into discussion ...

Systematic trading

What I was trying to say is that for example ma(5), 4 parts of the ma calculation are already known so you are actually just predicting the last one (1 of the 5 elements) - therefore the prediction of MA should be exactly as accurate as trying to ...

Systematic trading

The thing with predicting MA's is that the higher the ma, the lower the one bar means so it's quite easy to predict them with simple maths as well. If I understood this correctly then your nn will try to estimate the turning speed of ma (because ma ...

Systematic trading

In his gloomiest prediction yet, Marc Faber sees big financial bust leading to war INTERNATIONAL. Marc Faber, the Swiss fund manager and Gloom Boom & Doom editor, said eventually there will be a big bust and then the whole credit expansion will come ...

Jay's Daily News

Just for curiosity, what inputs did you use and what results were you using the PNN for? I haven't really done that much work with neural networks myself (I have done some work but not trading related), I prefer genetic programming much more because ...

Systematic trading

You are not as polite as I am. One thing to note is that the fellow actually is a professor of computational mathematics and has done quite a lot of research connected to methods described in this thread url (this is the only reason why I find ...

Optimized Trend Trading

First of all I must say that I might be totally incorrect on this but his writing style and few other things like his friend list for example just seem to point to that conclusion. Anyway this is not important, just prompted my curiosity because I ...

Optimized Trend Trading

Flyboy, You are CB aren't you? Why create another user, just use the codebreaker user so people don't get confused.

Optimized Trend Trading

I personally wouldn't use neural networks (except maybe for some very specific situations) - especially if you don't know what you are trying to find. Neural networks are black boxes - you never know how they work when/if they work and the fitness ...

Systematic trading

That describes commercial transaction which is a pretty different thing. I bolded the important part. In FX transaction the value of goods (currency value + commission) exchanged always equals to zero (= zero sum). In commercial exchange however the ...

Inescapable Truths

If you are using limits, you are on the side of "market makers" and are providing liquidity. If you are using stops/markets then you are consuming available liquidity. I also think the spread = comission comes from the fact that some (most mt4) ...

Inescapable Truths

Full data available, I think it was from jan 2001 to the post date.

Systematic trading

That is strange - I think I'll have to do the queries again to be sure. The data I use is from forexite and I downloaded it from site linked below, the best data would probably be dukas but I'm too lazy to write a spider and converter (the data is ...

Systematic trading

Thanks for the links, I have to go through them. At the moment I'm trying to find some kind of indicator that I could use to keep me in lower risk when market is whipsawing like it has been for the past couple of months - the problem being of course ...

Systematic trading

This is quite interesting if in any way true url

Jay's Daily News

I did actually read a big part of that thread - have to read rest of it too. ET is a strange place. There are some gems here and there and then there is so much annoying garbage that it's almost impossible to read anything there.

Optimized Risk vs Reward Equation

Neither to me, that's why I'm waiting someone else to replicate this to at least some extent so I can dissect what's really going on. I do assume that the result goes back to decision trees and some abstracted cases of market movements. That would ...

Optimized Risk vs Reward Equation

And IMHO he shouldn't [tell directly]. It's always better to tell people to think and give some clues than spoonfeed the answers. It also restricts the reward for those people who are really willing to work for it. Myself... I wait until someone ...

Optimized Risk vs Reward Equation

Also, on booktrader you see the liquidity so if you trade liquidity that exists in booktrader, there by definition can't be any slippage. (I of course don't know how massive positions you trade but at normal conditions the liquidity should be ...

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Inescapable Truths