For those wishing to use MAs, try this exponential moving average. alpha*(price+bestgain*(price-EMA[1]))+(1-alpha)*EMA[1] where alpha = 0.25 and...
Any of the books by John Ehlers: Rocket Science for Traders Cybernetic Analysis Cycle Analytics Ehlers work is about modeling the market as...
I tell you what, I would rather run through sand and mud carrying a 500lb log with a group of men who where true friends, rather than eat salmon...
Better stuff than you apparently. The algebra hasn't changed, but the concepts of digital filters, group delay, nyquist sampling rates, etc. etc....
Whoever reads this thread and intends to use MAs, please use some of the newer low-lag MAs, and not the traditional ones. There are free ones by...
Certainly not perfectly Gaussian, as all financial distribution have some amount of skew and kurtosis. However, it's random enough that this...
That's the game isn't it? Finding when one market regime ends and another begins, in real time. The problem is that regime changes are randomly...
Me either, just taking a light hearted spin on the opening posts lament of why their method suddenly stopped working. Then Gaussian gets bent out...
I'm sure with your intellect, you have proved both of these points already. And of course on this anonymous public forum you do intend share those...
Sort of as if prices randomly changed their state. As if prices were randomly walking around. Maybe one could model such price behavior with...
Beowulf [MEDIA]
Sounds like momentum is a bit like fractal long-term memory in the markets. Lots of studies over the years have tended to show that the phenomena...
People sell OTM options because of the higher probabilities of a winning trade. However, people selling options should look at maximizing payoff...
Try using two different EMAs with different alphas of the form: y[0] = alpha*(x[0]+0.5*(x[0]-y[-1]))+(1-alpha)*y[-1] Not that I think it will...
There are techniques based on linear prediction that project values into the future based on past data. However, I doubt in trading that they...
It's been a truism in financial markets forever that most traders are net losers. It's because the methods they use are too simple and cannot...
Absolutely that's why it is so hard. When I suggest that Random Walk is still the best description of price movement, even with it's well known...
That's kind of my point. The underlying science people are using to gain their "edge" is based on assumptions of the way in which price moves....
Of course you offer no data or evidence to refute what I said, and instead launch your own ad hominem attack. If you can support a market model...
That whole guide is an excellent introduction to DSP. All models are wrong because they don't capture enough of the complexity of the underlying...
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