beathespread

How to trade the market states?

As you know maybe it exist a Matlab coder package that convert .m files to .h ones for C++ or C# (need to check). Does anyone have eventually a such expensive package ?

Yep, I am too interested in coding in MQ4L,  I need the Code in C langage of this algorithm for this purpose

Bonjour à tous et bravo pour votre travail. I'm also interested int the q-algorithm as I read all the blackledge papers. The ORL is a Deming regression considering delta=1. The estimators can be found here...

Very interesting film, definetely for the watch list.

about fractals, there are some course http://www.debtdeflation.com/blogs/2011/09/01/behavioral-finance-lecture-05-fractal-inefficient-markets/   take a look

As for chart patterns and chaos attractors I updated the following post. It is about  Accumulation of orders: accumulation and distribution between market participants and market makers in the Forex market.  The hypothesis is a somewhat...

In practice the market state may be fuzzy to be precisely identified. Here I show some fuzzy market state identification according to curtis faith method in real situation on the EURUSD. The fuzzy human market state identification is important not...

Switching regime  of the market. Here you can see how you can make trend lines in order to appear the switching of the regime in the market.  Why bother? It matters because of the market regime depends the profitability of the EA...

Mark Brown would be glad. I wrote him and thanked him for the article and that we find it most interesting.

Thanks John for the link.

Maybe you should take a look at an interesting AI project using pending orders.  

This is just another sophisticated system with suicide orders, specially designed and optimized for demo competitions. If you look at the percent of winners and the equity, it is obvious that it is using very big stops. And it is closing to the...

If I remember correctly this guy http://championship.mql5.com/2011/en/users/Tim/discussion   managed to create the market state regime with zigzag and neural network.

To develop a range trading system is not that easy. I think machine learning can help a lot to develop a succesful range trading system.  However it is not easy because your range trading system may loose, when your trading system is...

It is an open debate if the smoothing of the iVAR, or the so called iVAR smooth indicator would help.  I am a little bit sceptic, the idea of the iVAR may be contradictory with the smoothing paradigm. And of course if you enlarge the window...

This is a very interesting presentation about system trading and development. The theory of the switches between market states. However he distinguishes just two major market states. So his idea is that there should be an algorythm to switch...

Just to precise the Software used here is Neuroshell Daytrader.  

Here I would like to give the results several days later for the same neural networks, how they perform. First on 1 h chart I will show from where started the current market state. And how that was used to train the panel of neural nets. If you...

You can check this example how the open orders by uninformed traders may shape the future market state. By hypothesis the open orders at Oanda are a significant sample of the attitude of the uninformed traders globally. Even if the uninformed...