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  • Reverse optimization and Walk Forward Testing

    In this short blog post I want to revisit some concepts and to show you some new paths of investigation, I hope so. It is known to us at the expense  of a lot of suffering and/or time (for many), that there is no holy grail indicator, system or EA (Expert Advisor), that will make money con...

    Tags: reverse optimization, walk forward testing, optimization, lyapunov exponent, chaos, oscillator

    2504 days ago

  • Trading methods: from Complexity to Simplicity and Back Again

    In our trading methods and experiments here on Forex-TSD and Forex Factrory that way basically to move from complexity to simplicity.  What does it mean in practice? We used some advanced methods in order to preprocess the time series. There are different methods: as for me I was interest...

    Tags: oscillator, indicator, ssa, kernel, neural net

    2609 days ago

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