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  • jaguar1637 commented on the blog Volume inside formula to detect break outs 3286 days ago
    Well, if I want to be more precise about this subject, read the following there are 2 philosophy in Forex: - Everything is in the Volume - Everything is in the Price In my humble opinion, I think it could be a third line , a mix between Volume...
  • vetmayc commented on the blog Volume inside formula to detect break outs 3286 days ago
    hah will read it now ... thanks for the info
  • vasi commented on the blog Mutual information 3342 days ago
    And another one: I need to see an EA with a very long activity, live not backtest, or tests.... live activity for at least 3 - 4 years.
  • vasi commented on the blog Mutual information 3342 days ago
    I always ask the same question: why somebody will sell his ("own??") EA, if is already win ? No... there will not be a fair answer.... I'm sure. I'm waiting to see a serious answer.
  •  In classic state space models, the two sided filter is often called a 'smoother',  and the one-sided version is called a 'filter'.  See any introduction to Kalman filters for examples, since the Kalman may easily by one...
  • jaguar1637 published a blog post Issue with Digital Filter Pass band 3343 days ago
    Issue with Digital Filter Pass band
  • jaguar1637 uploaded the file Function IsFreezeLevel 3345 days ago
    Function isFreezeLevel() this function is interesting for an EA Check out this
  • jaguar1637 published a blog post Mutual information 3346 days ago
    Mutual information
    Comments
    • vasi 3342 days ago

      I always ask the same question: why somebody will sell his ("own??") EA, if is already win ? No... there will not be a fair answer.... I'm sure. I'm waiting to see a serious answer.

    • vasi 3342 days ago

      And another one: I need to see an EA with a very long activity, live not backtest, or tests.... live activity for at least 3 - 4 years.

  • jaguar1637 published a blog post Volume inside formula to detect break outs 3347 days ago
    Volume inside formula to detect break outs
    Comments
    • vetmayc 3286 days ago

      hah will read it now ... thanks for the info

    • jaguar1637 3286 days ago

      Well, if I want to be more precise about this subject, read the following

      there are 2 philosophy in Forex:

      - Everything is in the Volume

      - Everything is in the Price

      In my humble opinion, I think it could be a third line , a mix between Volume and Price

      one example is the famous TVI and also all the indicators I wrote about the RSI weighted by the volume

      (except the problem in MT4& MT5, the Volume does not exist  => Do not trust METAQUOTES anymode. The Volumes data show only ticks , means number of price changes during one bar)

       

  • jaguar1637 published a blog post the OneClickTradingLevel2 3443 days ago
    OneClickTradingLevel2
  • jaguar1637 commented on the blog Tension Market indicator 3444 days ago
    About how to building a tension indicator, Tommaso was kind to indicate the SDX  http://www.datatime.eu/public/gbot/MetricsForAlgorithmicTrading.htm#SDX One can compute a Short term SDX and a Long term SDX, depending on the...
  • jaguar1637 commented on the blog Tension Market indicator 3444 days ago
    You are right , We are trying to mesure Hurst exponent, entropy and it's also possible to apply this on Bid Volume and Ask Volume The tension indicator could be the ties of a gaussian curve predicting the begin of a break out. 
  • JohnLast commented on the blog Tension Market indicator 3444 days ago
    In our work here we are totally disconnected from terms of supply and demand. We are measuring Hurst exponent and Entropy as characteristics of the system. The question is if the current state is predictable or not. We are just a machine in a swarm...
  • JohnLast commented on the blog Tension Market indicator 3444 days ago
    Are you interested in those concepts? Discussion Opinion A: Supply is unlimited In capital markets, the supply often can be manufactured instantly, in any quantity at will and the demand can be deferred without any adverse...
  • jaguar1637 commented on the blog Tension Market indicator 3444 days ago
    About optimization regarding tension market indicator  a) using velocity only b) using acceleration only c) using both velocity and acceleration All options provide decent results, but b) and c) do not seem to add any extra...
  • jaguar1637 published a blog post Tension Market indicator 3446 days ago
    Tension Market indicator
    Comments
    • JohnLast 3444 days ago

      In our work here we are totally disconnected from terms of supply and demand. We are measuring Hurst exponent and Entropy as characteristics of the system. The question is if the current state is predictable or not. We are just a machine in a swarm among other machines forming the market. Yes the problem is that supply and demand is a human notion that has no place in a machine world.  

    • jaguar1637 3444 days ago

      You are right , We are trying to mesure Hurst exponent, entropy

      and it's also possible to apply this on Bid Volume and Ask Volume

      The tension indicator could be the ties of a gaussian curve predicting the begin of a break out. 

    • jaguar1637 3444 days ago

      About how to building a tension indicator, Tommaso was kind to indicate the SDX 

      http://www.datatime.eu/public/gbot/MetricsForAlgorithmicTrading.htm#SDX

      One can compute a Short term SDX and a Long term SDX, depending on the timeframe or hit list length considered. An excellent and simple way to determine break points or "peaks" in the price curve is to detect a difference of sign between the Long term and Short Term SDXs. This is also used by G-Bot for the the entry style based on "peaks" (good choices of hit list lengths for SDX_Lt and SDX_St, are, for instance, 11 and 101, respectively).

       Relationships between the above concepts
      From the definitions, one may notice that :
      Trending %   =  | SDX |
      Sideways %   =  100 - | SDX |
       
      As it is intuitive, the trending percentage is given by the absolute value of the signed direction index.
  • jaguar1637 published a blog post funny 3447 days ago
    Funny => written citations from a well_known trader
  • Hello to all A simple woman, a Japanese Lady Mayumi wrote a bestseller in Japan several years ago http://www.mayumifx.com/Her site is a mix of forex and beauty secret!   of course, it is written in Japanese Her technique is simple and...