Statistical and econometric side of TS is very weak. Most studies are based on simple correlation studies or visiual analysis. That's why personally I moved my studies from TS to Matlab.

Thank you. Results looks fine.

I mean, if you use Neural Network, it divides data in three parts. Backtest results are not meaningful unless they show the results for "test phase"

When the testing phase starts in your NN data input?

Some NN predictions

July 08, 2019 Hold Long GBPCAD Long NZDCAD

July 05, 2019 Hold Long GBPCAD No new trades

Some test of indicators. Indicator: RSI X Axis: RSI look back period Y Axis: RSI Level- Bottom RSI threshold level. (If RSI Level 10 it means total returns of next 5 days were calculated for RSI is between 10-20) Z Axis: Total t+5 return Data: End ...

July 04, 2019 Hold Long GBPCAD Cancel Short NIKKEI --> Data feed error in most CFD markets.. (some unrealistic price values) I have to find another MT4 forex broker with better CFD data feed No new trades

July 03, 2019 Hold Long GBPCAD Hold Short NIKKEI No new trades

July 02, 2019 Hold Long GBPCAD Short NIKKEI

July 01, 2019 Hold Long GBPCAD No New Trades

June 28, 2019 Hold Long GBPCAD No New Trades

June 27, 2019 Long GBPCAD

No new trades for June 26 By the way just noticed that the data was not updated for USDCZK and USDHKD but anyway, it is some late and better to go bad

Shorted AUDCAD

Engulfing Pattern Pattern Search: Bearish Engulfing Time Period: 1993 - 2016 (Data is not complete before 1999) Market: GBPUSD Time Frame: 1h Patterns Found: 5571 Average Next Bar Return: 0.33 pips Average 5 Bars Return: 0.75 pips Filters: If ...

Yesterday I collected some statistics about trend bars. A bullish trend bar is simply a bar which has higher low and higher high with respect to previous bar. Bearish trend bar is just the opposite. After a bullish trend bar I expected to see a 1 or ...