Trend or Range and beyond it: Market state analysis
Market state analysis. Trend or range detection.
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Trend or Range and beyond it: Market state analysis
Owner: JohnLast
Group members: 26
Description:
This is a group where I would like to combine many different approaches. The idea is to obtain a multi dimensional picture of the market.
Here I would combine:
-Fractal dimension studies
-Entropy studies
-Tic Volume studies
-Market orders studies
Brief description: Market state analysis. Trend or range detection.
Group blog
Market States and Neural Net trading signals
By JohnLast 4243 days ago Comments (3)Market States and Neural Net trading signalsMarket State Analysis and System Trading
By JohnLast 4292 days ago Comments (4)Market State Analysis and System TradingModern technical analysis or does the Dow Theory still holds?
By JohnLast 4300 days agoModern technical analysisMarket State Regime Switch at the Open of the European Forex Session
By JohnLast 4316 days ago Comments (10)Market State Regime Switch at the Open of the European Forex SessionMarkets states by Jason Fielder
By JohnLast 4317 days ago Comments (9)Analyse of the market states by Jason Fielder: Triad Trading Formula and the underestimated knowledge of the French Mathematician Bachelier
Group bookmarks
Shortcut to Discovery Computerized Trading System Development and Modeling by Mark Brown
By JohnLast 4201 days ago Comments (6)www.markbrown.com - 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...Order flow and different markets:Order Flow | FX vs. Equities vs. Futures | Who Wins ‘Most Likable’?
By JohnLast 4346 days ago Comments (2)algofutures.com - Order Flow | FX vs. Equities vs. Futures | Who Wins ‘Most Likable’? This is a very interesting blog post from Carl Weiss from Algofutures. I am very happy to discuss this matters with him. The basic idea is that the efficacity of...Algo Futures and the WOW index by Carl Weiss
By JohnLast 4348 days ago Comments (14)http://algofutures.com/ - This is a very interesting site. On this site you can monitor the order flow in some markets: SP 500; Gold and Crude Oil. What is this? This is the WOW index. It has been created by Carl Weiss. The Weiss Index or as he call...Patience and Finance
By JohnLast 4361 days agowww.bankofengland.co.uk - This is a research paper from the bank of England a little long to read but offers some very interesting insights between the patience and the impatience. I was first interested in the explanationabout the HFT strategies but the paper has some very...Entropy indicators for market state analysis
By JohnLast 4367 days agobeathespread.com - Here I give a link of the entropy indicators for market state analysis.
Group files
Stable and Quiet Market state
By JohnLast 4238 days ago Comments (1)Here is the Stable and Quiet market state. We can have a general consideration of this market state and how it evolves. I think that this is the simplest classification of the market states (all the Elliott wave theory is an elaborate...
Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis
By guandi 4264 days ago Comments (22)Here is an interesting paper on using Fractal Market Hypothesis to predict the state of the market. any one want to try to code the indicator for testing?
Hurst Difference Total
By JohnLast 4360 days ago Comments (1)От 23 септември 2011 This is a Hurst difference mod by Jaguar of the famous indicator Hurst difference by Jean - Philippe. The idea here is to plot simultaniously the High, Open, Low, and Close. Jean Philippe had the idea to...
Group activity
- JohnLast published a blog post How to trade the market states?
- sire commented on the file Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis
- jaguar1637 commented on the file Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis
- sire commented on the file Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis
Group discussion
Why popular methods of technical analysis fail to work?
Started by JohnLast 4293 days agoRecently I took occasionaly part in a discussion in linkedin in the closed group Authomated Trading Strategies. The group is closed and it takes time to get approval in order to have access however it is worth especially if you can read between the...
Group pages
Chart patterns or Chaos attractors?
Last updated 4294 days ago by JohnLast Comments (2)Can we analyse the chart patterns as chaotic attractors? That is a modern explanation of the chart patterns that make sense. I will give a definition of an attractor using the Wikipedia. The problem is that the traders do not understand the science...-
Fractal dimension indicators and their use
Last updated 4348 days ago by JohnLast Comments (1)От 04 октомври 2011 Here I just compile some things I have written on TSD and Forex Factory. Fractal dimension use The FGDI is the fractal dimension graph indicator (slight upgrade of the FDI fractal dimension... -
Trading robots, are they bound by the law of the robotics?
Last updated 4348 days ago by JohnLastAs more and more tradign volume is carried by algorythmic trading we can ask if they do follow the three laws of the Robotics. A robot may not injure a human being or, through inaction, allow a human being to come to harm.The Three Laws of... -
Anchor and Trigger: macro and micro timeframe.
Last updated 4370 days ago by JohnLastHere the auther makes a very clear observation about the fact that on different time frames the market states are different. And this should be taken into account. The Anchor: The bigger frame is the anchor: This is the market state of the... -
Tic Volume, Volatility Cycles, Market orders attack and most of all TIMING
Last updated 4371 days ago by JohnLastHere I will post a picture with the tic volume having in mind the bigger picture. Here we can see that the spikes are related with some important reversals points. What is going on now? In fact there are some books on VSA (Volume Spread... -
Tic Volume and Volatility Cycles and Forex Brokers Tic Data
Last updated 4371 days ago by JohnLast Comments (2)As I mentionned I am interested in the cycles of the Tic volume when they are related with the volatility. As it was mentionned the Tic Volume is not the real volume, as the Forex market is not centralized. And some argue that the use of volume is...
Group videos
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