Fascinating stuff CB. A peek into augmentation and where we are headed :-)

Diversified Trend Trading Approach

Have a fun week ahead :-) video

Diversified Trend Trading Approach

Housekeeping image Guys I have made a few mods to the database and we are now at version 1.4 (refer to first post of the thread). I have also stripped out some of the large files so you can access most of the data detailed in this thread to this ...

Systematic Portfolio Diversification - Data Mining Concept

Mapping to Market Condition - The Results 34854289 - Fail image 34856407 - Fail image 34857662 - Weak Pass image 34859174 - Fail image 34860814 - Weak Pass image 34863983- Fail image 34865294- Fail image 34866855- Solid Pass image ...

Systematic Portfolio Diversification - Data Mining Concept

Mapping to Market Condition image Welcome guys to the mapping division of the lab. This is where we map those equity curves of the samples to the market to work out how robust they are. Don't be deceived by the supposed impact of slight variances ...

Systematic Portfolio Diversification - Data Mining Concept

Welcome lads....Please observe the following 3 rules while you are in the lab......don't contaminate the samples, don't contaminate the samples and don't contaminate the samples.....is that clear ? image From prior posts we have narrowed down our ...

Systematic Portfolio Diversification - Data Mining Concept

Focus on the Process not the Goal Just as a brief interlude before we get to 'da lab' for more crunching, you will see that this approach is 'process ridden'. Well that is not a feature restricted to the hypothesis of 'divergence'. Data Mining ...

Systematic Portfolio Diversification - Data Mining Concept

Cheers Brownie. Without that database things would have started to get visually complex in this lab. My old method of connecting the dots was starting to get a bit messy. :-) image I hope people can get some good benefits from the dbase. It has ...

Systematic Portfolio Diversification - Data Mining Concept

I love watching a well oiled machine in action

Systematic Trend Trading

Nice long term data-set you have there GT. I am envious. The longer the dataset across more market conditions, the less I have to crunch to beat the noise out of the solution.

Systematic Portfolio Diversification - Data Mining Concept

Ok Guys....Core Sample Testing back in EA Studio has been performed while you all have been slogging away with the pick axes the results of the last dig are in. image So in the prior post we were left with 42 samples in the collection that were ...

Systematic Portfolio Diversification - Data Mining Concept

C'mon wake up. It's your shift again!!! image In previous posts we had a cursory glance at the MSAccess Dbase which is our repository for all our tailings. Now it's time to return to the Plant (EA Studio) and start to process our diggings. In ...

Systematic Portfolio Diversification - Data Mining Concept

. Hehehe. Great to have you on board GT . Your experience with EA studio is really going to help. :-)

Systematic Portfolio Diversification - Data Mining Concept

Riiiiight. The plot thickens (out of the cupboard the lurker springs with real intent). Thanks for popping in. Have a nice day......mate. :-)

Systematic Portfolio Diversification - Data Mining Concept

Thanks for this info GT. Very helpful :-)

Systematic Portfolio Diversification - Data Mining Concept

Almost:-) Agree with some of it....not all if it. Look up the definitions of convergence and divergence. Science is about empirical methods. Models to describe observables...not whether those observables are necessarily repeatable. Have a look at ...

Systematic Portfolio Diversification - Data Mining Concept

I am luvin' your software Popov and have a thread that is taking EA studio as the EA generator for a road test to derive a range of divergent portfolios. Superb coding effort mate of many many years hard sweat and tears. You make life easy for those ...

Free Expert Advisor Studio

A Brief Overview of the DBase.....continued image Stick with it guys. Unfortunately there is always some pain in your R&D efforts. We are almost done with the database for now..but we have to leave this post on a happy note. Hopefully you are ...

Systematic Portfolio Diversification - Data Mining Concept

video video video

Diversified Trend Trading Approach

Pip's in da house....listen up y'all. You're about to be thwacked with a numberphiles hammer. :-) image It is possible to make spaghetti appealing. Here try this nice ordered spaghetti using this special purpose spaghetti fork. Normally ...

Systematic Portfolio Diversification - Data Mining Concept