- Search Forex Factory
- 19 Results
- fajst_k replied Sep 27, 2015
Can you give any reference with officially released research paper which will use your method of calculation DMB ?? Or it is just your method ?? I only know 2 papers related to this and they are attached. Krzysztof
- fajst_k replied Sep 27, 2015
Well I put the effort. My system based on ML trades 8 instruments on 1 min charts. From attache screenschoots u can see equity curve from demo account from 15.09 for total account and separate symbols. (around 10 000 trades done for 2 weeks). The ...
- fajst_k replied Sep 2, 2011
strategy — Here is a complete MATLAB strategy and pdf describing pairs trading
- fajst_k replied Sep 1, 2011
paper — Perhaps you should look to this. If somebody is interested in cooperation with cointegration analysis usong MATLAB and toolbox form url Let me know. Krzysztof
- fajst_k replied Nov 13, 2010
So the results from post 838 were obtained automatically or manually ?? Anyway rule is quite simple. If you have just one element which has a future leak in your system results will be false - too good. So perhaps the best to desk check all ...
- fajst_k replied Nov 9, 2010
LagLasso and Kalman — And this one claims to predict S&P using LagLasso regression and Kalman filter url easy to check
- fajst_k replied Nov 8, 2010
Ehlers strategies — Wow somebody claims that Ehelers strategies are working ?? I evaluated Ehelrs indicators as information extractors in posts 719-724 and it was quite clear that at least in case of such evaluation e.g. as valuable/not ...
- fajst_k replied Dec 16, 2009
Thanks for interest in my idea. I believe GPU based 'pattern conformity' indicator is easy doable as actually everything is done in posted by me CUDA source code. However CUDA programming skills can be necessary here in case of modification but it ...
- fajst_k replied Dec 15, 2009
speed !!! — shorter TF ===> stronger anti-persistance ===> easier trading. For this calculation speed is necessary. See another document and conditional PDF. It's the same like Ehler's PDF based strategies. Krzysztof
- fajst_k replied Dec 15, 2009
pattern conformity indicator — Here is a CUDA source code for implementation of pattern conformity test according to this paper. http://www.iop.org/EJ/article/1367-2...9_9_093024.pdf Unfortunatelly code seem not to be 100% ok - GPU kernel ...
- fajst_k replied Dec 15, 2009
scicomp compiler — Have a look to the pdf and scicomp site. Seems that they have a compiler which generates GPU enabled C code. Does anybody knows something about this ??
- fajst_k replied May 6, 2009
Goertzel lag — Here is the screenshoot for test signal to find out the lag of Goertzel cycles and SNR compared to lag of NOXA CSSA cycles. In both cases observation window (m-history for CSSA) was set to 120 bars. Lag for CSSA seems to be size ...
- fajst_k replied Apr 29, 2009
SNR — Hi, Meanwhile I finished to code SNR for NS and here are the screen shoots This SNR is calculated that signal is a dominant cycle and noise the rest. SNR is calculated based on peaks of spectrum amplitude as a 20log(S/N) so peak for ...
- fajst_k replied Feb 3, 2009
new strategy — Another advanced strategy. Needs to be converted to NS 5.x Krzysztof
- fajst_k replied Feb 1, 2009
Jmacrossover — Hi, Here is an advanced strategy for NS, it uses JMAs crossovers, HP filter and Ehlers trend line. It uses also LEAD function, the usage of this function in real time trading is unclear for me. Included chart has 3 Strategies, ...
- fajst_k replied Jan 30, 2009
16 nets strategy — Hi, Here is a strategy with 16 JMA NNs which have predictions with extremly low Rs error. I'm not an author of this strategy and i think it has a major fault in it see this link, this is a reason that it gives unconsistent ...
- fajst_k replied Dec 2, 2008
MTF stochastic — Boys and girls, Here is MTF stochastic which displays stochs from different TF in the same indicator window, just drag it multiple times to the same indicator window with different settings and colours. It show also clock till ...
- fajst_k replied Nov 22, 2008
singel currency trade — Hi comdoc Regarding your setup. Yes it was possible to catch this trade, I use similar methods. In your screen you have actually 3 RSI indicators: T3RSI, T3GROUP and TDI. All of them are showing more or less the same, ...
- fajst_k replied Nov 14, 2008
T3 RSI — This thing has everything 2MA for RSI, bolliger bands of RSI and alerts about consolidation (wideness of bands 20, middle conditions??) and possible trend reversals alert when RSI>68 and <32. Try it. I tried Basket Bars, it gives a ...
- Posts by Member Search: 'fajst_k'