Thread Closed.
Destroy Markets With Convergence and Divergence 39 replies
Detecting Fake Price Movements thread - Warning to Programmers 14 replies
Detecting entry point with Zig Zag indicator? 1 reply
Convergence/Divergence (wip5.51.ex4) 32 replies
DislikedTHREAD RULES: If you discuss or attach anything unrelated to this thread you will be banned. Please read the provided pdf. Make sure you understand and have context. We look at developing a new pair trading method to detect fake price movements and arbitrage opportunities that is based on a convergence/divergence indicator (CDI) belonging to the oscillatory class. The proposed technique is applied to a cross-currency pair EURAUD and trading rules based on CDI signals are obtained. The CDI indicator is shown to outperform others of the oscillatory...Ignored
DislikedI've tried some variations on these strategies but have not had much luck. I will have a look at your indicator requirements though and see if I can help. I did not know people actually wrote thesis on this stuff... being a scientist, I find it exciting to see a well researched strategy like this.Ignored
DislikedYou need to give us more information of changes to make for the indicator. I think maybe the indicator levels might be off by a digit?Ignored
DislikedIn order to program this indicator, you need a formula and something to go on. The pdf does not say too much. D.Ignored
Disliked... We look at developing a new pair trading method to detect fake price movements and arbitrage opportunities that is based on a convergence/divergence indicator (CDI) belonging to the oscillatory class. ....Ignored
Disliked{quote} ... This is a play on statistical arbitrage, which implies that it should give us some kind of edge.Ignored
DislikedFake price movement? I don't understand this term. Anytime price moves - it's real - there's a reason behind every single price move that occurs in the market.Ignored
Disliked{quote} Hi samsha, Your approach looks interesting and promissing. Exploring correlation I've also noticed that it gives some beautiful signals. You may read my findings here and have a look at some screenshots. There is also my Pearson correlation indicator attached to this post which you may use. Here are my comparing conclusions Pearson vs Spearman correlation. I'll study deeper your CDI pdf and try...Ignored
DislikedLooks very interesting. In the detail appendix of the PDF it shows a return of approx 5% total in 3 years, which is only about 1.6% a year. Am I reading this correctly? Still I think it is worth following up, maybe with shorter time frames. Have you tried asking the authors if it is possible to get a copy of their indicator?Ignored
DislikedIn order to program this indicator, you need a formula and something to go on. The pdf does not say too much. D.Ignored