Normally I focus on only the numbers and stats - tonight I've been looking at charts with the data in mind... 1. TZ's generally oscillate Top/Bottom 2. Mid TZ's should not be traded against 3. The first PTZ of a direction is very unlikely to become ...

The similarity system

I put both in, 1 long and 1 short, both floating profit already, plus an EU, UChf, and EChf to round it out! Edited: Seems we are trading towards across-pair DS...

The similarity system

Updating M1 data: M1 in reverse (data from M1 running regular was given on pg 583): Betting on 2 confirmed TZ's in a row based on a move Y pts away from the PTZ - also does not work - worse than trading it forward - didn't even compile the stats. ...

The similarity system

EURUSDD has said that the further price moves away from a DS zone, the more violent the return to it will be. I'm not sure this applies to TZ directly, as the data I have collected seems to indicate that the attractive/repellent forces of TZ's/PTZ's ...

The similarity system

I don't think that's necessarily true. Firstly, the criteria for entry was incomplete. K's recurrence indi gives a general conditional probability. We are trying to trade one price at a time. When the setup for that price occurs, we may need more ...

The similarity system

Let me know if you need help with code. I am trying M1 in reverse, and moving up to M15 for the regular version. Another thought regarding the reverse version is removing the confirmed TZ as a condition and simply working from all PTZ's that have ...

The similarity system

Some M1 results for the last 10 hrs: Entry: Confirmed TZ at price X, new visit to price X makes a PTZ and either continues or reverses Y pts. before a re-touch. Trading price+/-Y back to X. Pairs: 18 - each pair has an h to satisfy <=3% Total ...

The similarity system

TZ EA running... Also, remember you can also use a smaller h and trade the 3rd or 4th occurrence instead of the 2nd...

The similarity system

Ultimately, it was EURUSDD's decision to allow the secrets to be shared. He didn't start the thread thinking only those "worthy" would benefit. It was only a matter of time... With everyone trading different tf's and different h,k values, it ...

The similarity system

No need to break it down to right or wrong. If it gives a statistical edge, it's right! Can you divulge your own definition of a TZ/RZ? Are you working with conditional h or just looking at it a different way, i.e. perhaps your relevant time period ...

The similarity system

Nice - and have your probabilities proved correct in forward live testing?

The similarity system

Cool chart - would love to know what is being represented...

The similarity system

My point was that the indicators are looking at whole candles instead of price ranges which adds complexity with regard to individual trades, aka quantifying necessary limits for a particular setup. Probability is giving %'s with regard to the ...

The similarity system

Another way to see the concept: For a significant (conditional) # of candles: ATR in pts M1: 1.7 M5: 4.2... ok, how about per minute: 0.84 M15: 5.9... ok, how about per minute: 0.39 Hey, that's weird... going up a tf has decreased relative movement ...

The similarity system

For those looking for the other side of the coin... my approach is clinical - I would never trade manually. Each variable for the trade setup, entry, and exit is tested individually, as well as within the confines of the algo throughout each stage ...

Transient Zones - Basics

I see 97/3 as a way to identify and quantify, through parameters, where the repellent/attractive forces of TZ's/PTZ's, and their decay, is tradable.

Transient Zones - Basics

Range of +/-k should be almost surely recurrent over +/-h. Test this naked as well as with +/-k within 1 bar... Many statements may be made and tested... for +/-h, if slope of close prices > x, price will almost surely... The power is in the idea ...

The similarity system

K's recurrence indi in the attachments. Also note the ~4X figure may also be seen in the stats as: Freq of possible problem bars / Freq of true problem bars

Transient Zones - Basics

Maybe it's disinformation... can't see any other reason - not cool

The similarity system

Yes - this is where we play... url

The similarity system