Hi all, a minor update to the Recurrence statistic indicator. I have been using this version in this post. This version enables you to specify the "left" and "right" h-values separately. This means that, for example, you can select the h_left=3 on ...

The similarity system

Just an idea: One might have a better chance when one would be trading pullbacks rather than countertrend trades. So, the overbought/oversold condition at 1 minute time frame would result in the alignment to the, say, 5 minute timeframe (TF) trend. ...

BO System? Here is "The Italian jOB"

If you're not using any indicators for your strategy, how do you calculate your probabilities?

The similarity system

The price did drift a bit more than 20 pips, but very close to the limit... I think I see what you're doing; it is a very interesting concept - quasi-stationary behaviour of a non-stationary time series. Very cool stuff, as always! Cheers, kprsa

The similarity system

All clear, thanks. It looks like a very interesting method, it obviously provides a set of highly probable levels to reach. Cheers, kprsa

Anybody have a chart they want to throw at me?

Excuse me, a beginner's question: On your plot, one might be tempted to sell at the red arrow as shown below and could end up in a trouble, if one would not be filtering signals somehow. Cheers, kprsa image

Anybody have a chart they want to throw at me?

To my understanding one of the main points in the Similarity thread was that one does not trade when the two CIs agree, but when they disagree. In the particular case of the last plot in the post #229, I would personally NOT trade the short GBPCAD ...

Rainbow similarity

Hi Old_Dog, Thanks and thanks to remon78eg for a great idea, the results really look impressive. Could you please check how well does the method work when the next day's data step out significantly out of the scope of base functions for the previous ...

Every Day, We Will Know Tomorrow's Prices!!

Sorry for the confusion. Try this one... file

Trend-spotting

Hi, see this updated version. Cheers, kprsa file

Trend-spotting

EDIT: The most recent version (with additional options) is given in this post: url Hi, please see the attached indicator. Let me know if there are bugs... Cheers, kprsa file image

Trend-spotting

I believe I have misunderstood you, your measure of volatility is ~variance. I was thinking about the standard deviation. Sorry. kprsa

Quantitative and Algorithmic Trading

Hi PipMeUp, do you think it is possible to have a random process where volatility scales linearly with the timeframe?

Quantitative and Algorithmic Trading

Quick and dirty... Cheers, kprsa file

Trend-spotting

In my terminology, transient (for example when the candle closes above the maximum of previous h bars) and potential fractal (candle closes below the max of previous h bars, even though the high of it was higher than the previous max) are different.

The similarity system

Vertices of the n-zigzag are n-fractals.

The similarity system

There could be interesting links between fractal zones and the zigzag indicator. Cheers, kprsa

The similarity system

Hi, i have done some simple analysis regarding the probability of clearing the zone as a function of time by slightly modifying the indicator. Some of the results are in my previous comments. I have not done much regarding the price difference ...

The similarity system