beathespread

This group is about discussing the digital mods of the famous Brain Trend system. Here is the story of the digital filter mods.

A mystical guy appears on the cyrillic Russian alpari forum that uploades the first digital mod.

I tried to contact him in vain, the files have been edited by Larionov, and the JJMA library is of Kositsin, from the copyright information). There is has been for some years. Then  I wanted to share with others as the Alprai forum was only in Russian and practically unaccessible to non cyrillic readers. I shared it both on Forex Factory and TSD. After that I started to to share private messages with some traders. This was Mr. Tools from TSD. And we discussed the possibility of putting different things instead of JJMA. I was thinking mainly about Fractally modified Jurik, the idea was to use more smoothing than general but to obtain a fast response when the market breaks out sharpy prvoquing a change in the fractally adaptive jurik smoothing filter.

He thaugt about using double smoothed jurik. And there are two versions that practically are different filters: mladen's version and the original kositsin version. That is how the new generation of brain trend was made. 

After that logically I wanted an expert adviser in order to know the truth about the profitability of this system. In fact I use a simple rule, stop and reverse rule. Using that rules even if there were entries that were profitable before going negative at the reverse signal the expert prooved to be a good one.

I do not use hte expert for trading I use for for knowing and optimizing the parameters. From this part it is excellent, because the system appears very robust either it is profitable on all parameters either it is not profitable at all. The 30 minute frame on EUR/USD prooved to be the most profitable on the back test with almost every setting. The daily frame is profitable on almost every setting.

Lately I decide to disclose what I have here. This is a state of the art trend following strategy if used in its conventionnal way. Howver this should be mentionned we need a very carefull selection of the istrument we are going to trade. We need something that is making clear impulses, not necessary trending.