Looks like a BB strategy, doesn't it? But be careful - you might overfit the data ... I mean: Give me a relatively short time period and I'll find the optimal MA period and standard deviation settings for a BB so that buys at lower BB cross make ...

(binned per thread starter’s request) MM (Money Maker) Detective

Hi FXEZ, I know this is an older thread and I know that you haven't been active @FF for quite some time - but here you go: It is possible to be successful on random data. However, the data must be stationary and symmetrically distributed around the ...

FXEZ's Quantitative Research In R

I got your joke, thus my response

(binned per thread starter’s request) MM (Money Maker) Detective

Not TZs again

(binned per thread starter’s request) MM (Money Maker) Detective

Not neccessary. Every top and every bottom creates a fractal. the most extreme top and the most extreme bottom within a day are the D1 high and low. I don't know in advance which fractal is day's high or low in advance and I doubt that any retail ...

(binned per thread starter’s request) MM (Money Maker) Detective

This proves one thing: My English isn't as good as I want it to be.

Trade another day through Systematic Trading

"Every day it takes out all but two" [Law of recurrence]

(binned per thread starter’s request) MM (Money Maker) Detective

Ok, time for some theoretical nonsense: Although alpha doesn't like it, there needs to be an edge in trading. What does it mean to have an edge? It means that the strategy needs to make you winning (P) more than you lose (L). If your win rate is r, ...

Trade another day through Systematic Trading

I really love that passage. I think everybody should read and understand this. And again it shows that everything boils down to L < rP. The question is: How are those guys doing it, that seem (?) to constantly win? What's the difference? I bet they ...

Way to approach the ZigZag indicator! (?)

Great to hear. I still believe that ZZs and related indicators are great (I just need to figure out when they are great ). Not so good to hear. But at least you know another thing that doesn't work.

Way to approach the ZigZag indicator! (?)

Thank you! Please allow to ask some questions: When would you enter? And more important: When/where would you exit? Which role plays the +1 line, which the other DC lines? Why is the ZZ and DC not in synch (I mean, there's an ZZ up leg although ...

Way to approach the ZigZag indicator! (?)

Ok, to be honest. Stochastic and ZZs are not exactly the same. But almost. The general formula for the stochastic is sto = 100 * (highest_high - close) / (highest_high - lowest_low) Exchange the "close" with either the current candles high or low ...

(binned per thread starter’s request) MM (Money Maker) Detective

I'm not quite convinced that ZZs equals Cycles or Waves. However, there is a mathematical truth that many indicators are based on the same methodology: ZigZag = 3-Level Semaphors = Donchian Channel line hits = discrete versions of Stochastics = ...

(binned per thread starter’s request) MM (Money Maker) Detective

Hmm, I think I misunderstood that post. I guess the calculation is quite CPU-consumptive. But if I'm bored over the weekend, I could maybe check the distribution with R

Way to approach the ZigZag indicator! (?)

Thanks a lot for your explanations. Now it's clear You know me. Thus, you know that I'm a believer of that approach. If there is a way to succeed, then quantitative science and data analysis is the only way to reveal it.

Way to approach the ZigZag indicator! (?)

Don't get what you are saying?! Do you try to catch reversals by looking for tick price crosses above/below the median MA after the median ZZ leg length has been established?

Way to approach the ZigZag indicator! (?)

That's correct. I couldn't agree more. Think it is cause by a) the cycle nature of the marekts, and b) the lagging behavior of each and every indicator/indication. Yes, I have (see comments): 1) I can see that timestops might be a tool - at least ...

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It imho all boils down to the inequality L < r × P (L: loss, r: win ratio, P: profit). Only if your strategies' parameters fulfill the inequality you will make profit in the long run. All methods/ideas/strategies I've tested so far and that used ...

Trade another day through Systematic Trading

Just awoke (in the mid of the night) and thought to check this. I've thought a median to compare needs to be dnamic, just like the oc median. This somehow confirms my general impression. More food for thoughts ...

Way to approach the ZigZag indicator! (?)

Still not there. But maybe it's just too late here. Give it a deep thought tomorrow.

Way to approach the ZigZag indicator! (?)