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  • JohnLast commented on the file SSA EA example 3208 days ago
    Just to mention that it is klot as far as I know who made the first SSA for MT4. However it is repainting and can't be used for trading strategies.  The end - point version is just registering the last point of SSA where it has been. It is a...
  • jaguar1637 commented on the file SSA EA example 3208 days ago
    Hi Piotr I agree when you wrote this : PS1. Did anyone try to applied SSA on such ¨pre-calculated data¨  like MA 3rd. gen.  or nma? MACD+RSI can now much better work on washed up time-series
  • jaguar1637 commented on the file SSA EA example 3208 days ago
    Well Piotr I gave up w/ SSA 2 years ago when my computer crashs (CPU burns ;) So, I took the direction w/ Hodrick Prescott. Today, there is a Dll of SSA, (FastSingular), but there is some error code inside. So, I jsut asked a partner to develop...
  • Piotr commented on the file SSA EA example 3208 days ago
    Some ¨rebirth¨ of SSA?  :))) Gentlemen, quite two hard working years of Mr. John (my great respect to you, Sir, it´s honor to following your mind and ideas),  passing through firsts ver.s of SSA ( repainting surly - but we...
  • jaguar1637 commented on the file SSA EA example 3210 days ago
    this is exactly now, the way how the new SSA indicators are using the "FastSingular" fonction. OK, Great.  so, now, we got the time-series without distorsion provided by SSA (or HP in second case)
  • JohnLast uploaded the file SSA EA example 3210 days ago
    This is an example  how to call directly the SSA dll for practical use in EA. This is not a working trading EA, just an example how to implement the idea.
    Comments
    • JohnLast 3201 days ago

      I think I remain misunderstood on what I am trying to focus the attention. 

      I know it is damn complicated but there is hiding something important. 

      How to overcome the data mining bias and build a robust system? That is the question.

      The back  - testing and forward testing methods are obsolete by now.

    • jaguar1637 3201 days ago

      Hi John

      Nope , everything is on the table

      We got iVAR to remove the false entries

      Hodrick Prescott and SSA or fetch a solid time-series.

      A simple MA crossing on SSA w/ diferent lag (8 vs 25) works

      The issue remains in the fact, I observed 3 types of market

      - a flat market, a trending market and a high volatility market, that implies 3 different strategies and 3 # logics

       

    • JohnLast 3200 days ago

      I was thinking again about the market state identification. And perhaps the simplification by making a clear cut classification of the market state is wrong.

      As we remember we have according to curtis faith 4 clear market states with combinations.

      Here is the page describing that stuff.

      http://beathespread.com/pages/view/438/curtis-faith-and-the-market-state-analysis

      So if we have a four market states let say A,B,C,D types.

      A market state could be described for example as 25 % A, 30 % B, 20 % C and 30 % D.

      So in practice in order that our hypothetic system to work we may need two conditions:

      At least 20 % of market state of C (for example trending and quiet)

      And no more than 25 % of A (stable and quiet range).

      I think this describes much better the reality of the rise and fall of trading systems.

  • It's a VERY nice platform with the ability to even create your own synthetic symbols and trade them! I tested it a couple of weeks ago, though it has one issue for me = you cannot create synthetic symbol with negative coefficient yet, developers are...
  • http://pfsoft.com/#protrader-algo-studio
    Comments
    • zkogan 3250 days ago

      It's a VERY nice platform with the ability to even create your own synthetic symbols and trade them! I tested it a couple of weeks ago, though it has one issue for me = you cannot create synthetic symbol with negative coefficient yet, developers are working on it... Apart from that, one more problem persists: I don't know any (reliable?) brokers providing this platform.
      By the way, this software is now white-labeled by Integral, its name is Integral Power Trader :)

    • JonnoB 3197 days ago

      The platform does look good. Lets hope brokers start to adopt it.