Recent Content by Mithrandir777

  1. How to adapt lowpass or moving averages periods to market conditions?

    You can compare the distribution of EUR/USD with flipping a coin and you can see that there are differences between them to be exploited, in the...
    Post by: Mithrandir777, Oct 5, 2014 in forum: Strategy Building

  2. How to adapt lowpass or moving averages periods to market conditions?

    I have been busy with studies and work the last weeks. I have added to my script a filter that measures volatility. I could have used ATR but for...
    Post by: Mithrandir777, Oct 5, 2014 in forum: Strategy Building

  3. How to adapt lowpass or moving averages periods to market conditions?

    You are right, I expressed myself wrong there. Instead of 'parameterless' I should have said a parameter that can readapt to the market by...
    Post by: Mithrandir777, Sep 26, 2014 in forum: Strategy Building

  4. How to adapt lowpass or moving averages periods to market conditions?

    Of course if the Efficient Market Hyphotesis is assumed, there's no point in trading forex. However it has been proved that there are market...
    Post by: Mithrandir777, Sep 26, 2014 in forum: Strategy Building

  5. How to adapt lowpass or moving averages periods to market conditions?

    Yes I have already looked at the work of John Ehlers, in particular his approach of the market being in either cycle mode or trend mode, I have...
    Post by: Mithrandir777, Sep 26, 2014 in forum: Strategy Building

  6. How to adapt lowpass or moving averages periods to market conditions?

    Thanks for your reply dom. I use walk forward optimization and plan to retrain from time to time but market conditions can vary more than the...
    Post by: Mithrandir777, Sep 24, 2014 in forum: Strategy Building

  7. How to adapt lowpass or moving averages periods to market conditions?

    Hi, I have been programming some eas with lowpass that catch for instance trends of 2 month length or 1 month length. But I found that strategies...
    Thread by: Mithrandir777, Sep 21, 2014, 19 replies, in forum: Strategy Building