Here's Tom with the weather.
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Any indicator that tells when Choppy/Ranging starts/ends? 25 replies
Anyone got any good concentration tips/ideas/strategies 7 replies
VennD - Any Pairs - Any Style - Any Time 740 replies
choppy choppy choppy! 21 replies
DislikedAll I have to do is wait until it breaks a side then plan a trade going in that direction ...Ignored
DislikedYes I'm still interested in a quantitative estimator of choppiness. Perhaps also in finding a better word for this because people always associate choppy and ranging market as being the same thing. I make a clear distinction between these two facets of the PA. A ranging market can be steady while a trend can be choppy. Admittedly the examples are far from perfect but they may give an idea. {image}Ignored
Disliked{quote} Here is something you might be interest in. I didn't develop this for the purpose of finding choppy markets, but rather to pinpoint fast-markets.Ignored
Disliked{quote} Thanks for that Fast Markets Indicator, I'll put it on a chart this week and I'm sure it'll help someone with their strategy. I figured out something interesting yesterday that'll take accuracy to a higher level. Currently in order of correctness I trade steady range, choppy trend, choppy range, and the bewildering one is the steady trend. That steady trend got me stopped out on GBPJPY, EURJPY last week but I got it right with another attempt. This is why forex is great, it's a never ending learning experience.Ignored
Disliked{quote} It's good to develop standards for the terminology so we can start using the correct terms. Do you have other posts with other ambiguous terminology that you've better defined? Maybe there's a way to organize that information but, I'm sure it'd be very time consuming...Ignored
Disliked{quote} Here is something you might be interest in. I didn't develop this for the purpose of finding choppy markets, but rather to pinpoint fast-markets.Ignored
DislikedI uploaded two charts first one is choppy ,second is ranging.My understanding of choppy ≠ ranging market is very similar to PipMeUp.Irregular large bars slaughters the equity curve.Addition to roughness measure terminology I think similarity analysis(dynamic time warping ) would be another interesting approach: http://jonathankinlay.com/2016/08/dynamic-time-warping/ http://qusma.com/2014/06/11/visualiz...e-time-series/ {image} {image}Ignored
DislikedWhich ones do you suggest to compare? I found two threads by aleksey which may be related: https://www.forexfactory.com/showthread.php?t=134698 https://www.forexfactory.com/showthread.php?t=62006 Are those you're referring to?Ignored
Disliked{quote} Are you still interested in this problem? Or you already found solution? Some of the tools (DFG) which I use in my trading are very good for detecting ranging markets. And clearly show the difference between range and trend. You can use MA clusters to detect if there is a stable range. Use simple MA with Fibonacci ratios. (21,34,55,89,144,233) Measure the gap between the highest ma and the lowest ma. For example this is my definition for range on M1,M5,M15... chart: If ( highest_ma < lowest_ma + 10 pips && lowest_ma > highest_ma - 10 pips)...Ignored