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Anti replied to the topic For the friends of cultivated filtering in the forum General Discussions 6 years, 7 months ago
Thanks a lot, guys. It’s quite interesting to see that there’s no direct relationship between the period and the lag. I don’t like to apply it in trading. However, it seems to be part of CrucialPoint’s indicators (Zero-lag MACD) that uses the Zero-lag EMA described in the paper you mentioned.
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Anti replied to the topic For the friends of cultivated filtering in the forum General Discussions 6 years, 7 months ago
Hi, I’m not sure if this really fits here. However, I have a question in regards to Ehlers ZeroLag MA. I’ve tried to find out which lag this “zero lag” version produces in comparison to its calculation period. Unfortunately without much success. Any hints?
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Anti replied to the topic True Bars/Candles and Market Sentiment in the forum Trading Systems Discussion 6 years, 8 months ago
Enough ideas for homework over the weekend???
Definitively
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Anti replied to the topic True Bars/Candles and Market Sentiment in the forum Trading Systems Discussion 6 years, 8 months ago
Oh – I found indeed a shift in behaviour – even in my H1. The indicator window shows the H1 excess activity for a typical week in 2014 (left) and in 2017 (right) … The shift seems to happened somewhere in the beginning of Octobre 2014.
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Anti replied to the topic True Bars/Candles and Market Sentiment in the forum Trading Systems Discussion 6 years, 8 months ago
And here is the prize path-volume-structure of EURUSD in terms of the intercepts and slopes …
From the slope relation the outstanding M15 behaviour becomes even more visible.The question is, what we now could do with these numbers …
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Anti replied to the topic True Bars/Candles and Market Sentiment in the forum Trading Systems Discussion 6 years, 8 months ago
@simplex: This evening I had some time and thus I followed your suggestion and calculated prize paths and regressions between prize path and volume for EURUD. I obtained the results listed below:
I calculated the results beginning with the smallest TF. Thus, I was amazed to see that there’s a tendency up to the H1 that for higher TFs the prize…[Read more] -
Anti replied to the topic True Bars/Candles and Market Sentiment in the forum Trading Systems Discussion 6 years, 9 months ago
Yes, it does. Even if I ignore these cases, your idea only explains less than 3 % of total variance …
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Anti replied to the topic True Bars/Candles and Market Sentiment in the forum Trading Systems Discussion 6 years, 9 months ago
Seems that the quote function doesn’t work again …
Take you time to do whatever you want ;) I know that this forum isn’t as attracting as it was two years ago since most users are very silent.
Regarding 2*(High-Low)/abs(Open-Close): I’ve tested different versions for the prize path. I think I’ve tested a similar formula, too. However,…[Read more]
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Anti replied to the topic True Bars/Candles and Market Sentiment in the forum Trading Systems Discussion 6 years, 9 months ago
I’ve thought it would be a good idea to investigate the relationship between prize movements and volume. Thus, I’ve used my way of calculating the prize path, calculated it for 603,896 M1 candles and looked at the relationship between prize path and volume:
As you can see, there seems to be a linear relation between volume and the prize path. The…[Read more] -
Anti replied to the topic True Bars/Candles and Market Sentiment in the forum Trading Systems Discussion 6 years, 9 months ago
Yes, surely. It may only give a hint. Thanks!
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Anti replied to the topic True Bars/Candles and Market Sentiment in the forum Trading Systems Discussion 6 years, 9 months ago
After studying the volume concepts laid down by GG I found this one again. After adapting and filtering with higher TF signals I obtain sometimes quite accurate turning points. However, what me really wonders is this: We can often see turning points with a high volume and a high range. How does it fit in the water flow analogy? Why should the…[Read more]
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Anti replied to the topic Trading made REALLY Simple in the forum Development 7 years ago
@biggy: This thread died as there was too few interest (I guess) and less advanced programmers. If the idea hasn’t been further developed in a private group, then I’d guess that everything that has been developed is in this thread …
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Anti replied to the topic Towards a quantitative market view: Trading started from Zero in the forum General Discussions 7 years ago
… and here would have been the wins on EURUSD for the last 3 trading days. It’s really a shame that my dayjob hinders me to test this strategy and to make some easy pips …
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Anti replied to the topic Towards a quantitative market view: Trading started from Zero in the forum General Discussions 7 years ago
@flx23: I’ve just shared some ideas that working with quite simple assumptions. I haven’t backtested them (although I did some “visual” backtesting). Thus, I surely would be interested in the results of backtests. And if you (or others) think the ideas are worth studying I think it would be a good idea to find optimal parametrs. For instance, for…[Read more]
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Anti replied to the topic Towards a quantitative market view: Trading started from Zero in the forum General Discussions 7 years ago
You’re welcome. But please discuss some of your findings here (unfortunately I see that there is still not that much response to the forum activities (although there are a lot of visitors …).
However, whenever you use some longer lookback periods you’ll see that most of the time there are repainted signals on at least 2 subsequent bars ……[Read more]
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Anti replied to the topic Thread for (stupid) questions in the forum General Discussions 7 years ago
If I get your idea, I think there is no way to make the values of the first x/2 bars non-repaint because no indicator will know the future values …
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Anti replied to the topic Towards a quantitative market view: Trading started from Zero in the forum General Discussions 7 years ago
Ok, let’s start with some simple observations and try to figure out how we could use them in our trading. (Disclaimer: All ideas presented in this and all of my other posts are just for demonstration and discussion purposes. If you apply some of these ideas to your trading you’ll do it on your own risk!)
Morning break
My first observation is,…[Read more]
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Anti replied to the topic Towards a quantitative market view: Trading started from Zero in the forum General Discussions 7 years ago
Ok, let’s start with some simple observations and try to figure out how we could use them in our trading. (Disclaimer: All ideas presented in this and all of my other posts are just for demonstration and discussion purposes. If you apply some of these ideas to your trading you’ll do it on your own risk!)
My first observation is, that during
an…[Read more]
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Anti replied to the topic For the friends of cultivated filtering in the forum General Discussions 7 years ago
Oh, I also missed your thread while I was away during the last weeks. I’m not quite educated when it comes to filtering and Ehler’s methods, but I think it should be relatively easy to implement some of the ideas in R. Thus, count me in for some R tests …
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Anti replied to the topic Towards a quantitative market view: Trading started from Zero in the forum General Discussions 7 years ago
@flx23: Thank’s a lot for your reply. With the statement you cited in the first place, I’ve thought in some ways like it was described in a recent FF thread: The Monty Hall Problem applied to trading. I believe that the equite curves show that it is possible to be successful without ever knowing which way to got. However, that might be a dangerous…[Read more]
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