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

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

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### Group blog

### Market States and Neural Net trading signals

By JohnLast 3537 days ago Comments (3)Market States and Neural Net trading signals### Market State Analysis and System Trading

By JohnLast 3586 days ago Comments (4)Market State Analysis and System Trading### Modern technical analysis or does the Dow Theory still holds?

By JohnLast 3594 days agoModern technical analysis### Market State Regime Switch at the Open of the European Forex Session

By JohnLast 3610 days ago Comments (10)Market State Regime Switch at the Open of the European Forex Session### Markets states by Jason Fielder

By JohnLast 3611 days ago Comments (9)Analyse of the market states by Jason Fielder: Triad Trading Formula and the underestimated knowledge of the French Mathematician Bachelier

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### Group bookmarks

### Shortcut to Discovery Computerized Trading System Development and Modeling by Mark Brown

By JohnLast 3495 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 3640 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 3642 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 3655 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 3661 days agobeathespread.com - Here I give a link of the entropy indicators for market state analysis.

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### Group files

### Stable and Quiet Market state

By JohnLast 3532 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 3558 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 3654 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...

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### Group activity

- How to trade the market states?
- sire commented on the file Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis 3159 days agoAs 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 ?
- jaguar1637 commented on the file Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis 3161 days agoYep, I am too interested in coding in MQ4L, I need the Code in C langage of this algorithm for this purpose
- sire commented on the file Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis 3161 days agoBonjour 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...

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### Group discussion

### Why popular methods of technical analysis fail to work?

Started by JohnLast 3587 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...

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### Group pages

### Chart patterns or Chaos attractors?

Last updated 3588 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 3642 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 3642 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 3665 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 3665 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 3665 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...

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