Here are some tests on 4 h time frame. The idea is to use higher time frame where reall relations could materialize and to use more smoothing to cut the noise. It is just test results anyway.
In 2011 it works on 2 years of...
От 08 ноември 2011
This morning I did some experiments with the FXCORRELATOR. I made a custom mod the idea is:
BUY EUR/USD when globally the Euro is stronger than USD
SELL EUR/USD when globally the USD is stronger than...
This is a mod for FXCorrelator with jurik type of smoothing by JJMA. Maybe you can like it.
Of course you need all the JJMA libraries and files installed.
The second shot concerns th situation when we compare...
От 02 ноември 2011
This is somewhat a special mod. I want to know the correlation but I want to know the correlation filtering the noise. The Singular Spectrum Analysis is a valuable tool extracting relevant information. However for...