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kprsa replied Nov 9, 2014Very nice of you, thanks for sharing! k
Wormholes - stochastic mismatch system
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kprsa replied Nov 9, 2014Hi, to my understanding, you need to know to identify the current market state. This method is going to work reasonably well if the market is ranging. However, if you observe lower highs and support levels breaks as in the forextarget's example this ...
Wormholes - stochastic mismatch system
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kprsa replied Nov 7, 2014ok, imo the second level would qualify as a good target, as it is a higher tf transient end-of-bar zone so it allows a longer trade validity time. the pullback could be viewed as a lower tf tz which would be less likely to be hit after a certain ...
The similarity system
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kprsa replied Nov 7, 2014Sure, just go ahead. I was thinking for example about how turning points/tz would look like in the market profile type indicator and what the revisit probability means there. I guess all strategies aiming to be successful need to arrive at similar ...
The similarity system
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kprsa replied Nov 6, 2014My opinion: If you are observing a stoch difference on a current bar, this method will ensure that the current point is neither a minimum nor a maximum on a period of your stochastic (if it were, which is highly unlikely anyway, both stochastic ...
Wormholes - stochastic mismatch system
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kprsa replied Nov 6, 2014Hi all, just to cut down on the secrecy a bit, I'd like to explain my understanding of the stoch difference indicator/ea. It appears that some people do not understand the indicator they're betting their money on, which is NOT a good idea. Trading ...
Wormholes - stochastic mismatch system
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kprsa replied Nov 6, 2014Hi, you can use the RecurrenceStatistic indicator to build a probability density and calculate the statistical quantities you may be interested in for your pair/TF. You can do this by varying the h_right parameter for your chosen h. Let me give you ...
The similarity system
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kprsa replied Nov 6, 2014Hi, yes you are correct, in this case 79% of the zones will become recurrent within your specified h_right. k
The similarity system
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kprsa replied Nov 5, 2014Nice! I am trying to put together a simple version myself. I'm not much of an ea programmer, but slowly getting there. k
The similarity system
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kprsa replied Nov 5, 2014... for a fair coin. It should be carefully checked if this is the case for Forex timeseries. I'd say that Eurusdd has by now at least deserved that we take his words seriously and not dismiss them without a strong argument. k
The similarity system
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kprsa replied Nov 3, 2014Subscribed, thanks for the generous sharing! k
Wormholes - stochastic mismatch system
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kprsa replied Oct 30, 2014Eurusdd's example was (approximately) the prime number sequence shifted by 4. image k
The similarity system
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kprsa replied Oct 30, 2014Hi, sorry for not being clear, I am not talking about your current implementation but about a way to perhaps reduce the lag of the MA on the time-based chart. k
Statistical mean of the market [quant corner]