In spite of being over my head, I can actually say yes I have reason to think so. Non-linearity can be observed for different reasons, including changes in regimes -- transitions of an underlying hidden state. AFAIU, the work of Engel and Hamilton, ...

Kind of a random interjection here, but Jonathan Kinlay has done some interesting work with Hidden Markov Models. HMMs have some deep theory that makes them really robust compared to ANNs. His results look nice. On Kinlay's blog: Regime-Switching & ...

I realize you're being sarcastic, but I think most of the tech generation assumes the tech life is best cause it's all they know. Once you connect at an early age, you can think you're free to leave, but the mind is trapped. Wandering past ...

LOL thx!! Behold the infallible market clock Is it customary at FF for members to reply to a thread without reading the original post? 3/4 of you guys totally missed my argument. It's no problem, fxj's answer helped I think.

Interesting information. I'm having trouble understanding the distinction between 1) & 3) w.r.t. FX trading hours. But I think you're saying (correct me if I'm wrong): although there are official "trading hours" for each venue/marketplace, the 24hr ...

Forgive me, I should have referred to UTC rather than the GMT time zone. I meant it as a standard for comparison purposes. Thanks for pointing out the distinction. Note that DST does not go in/out of effect in Japan. They don't use DST over there. ...

According to this article, Tokyo session is 23 - 8 UTC. Converted to UTC, you are asserting Tokyo session is 23 - 8 UTC. So, both of you are saying the Forex Factory & Oanda posted market hours are dead wrong, and FXDD is correct. Can anyone provide ...

Hi vioon. Your post made me smile because I too had problems with a martingale system, but not because of the code! My advice to you is to keep those 'unbalanced parantheses' right where they are... they're potentially saving you a lot of money ...

FerruFx- are you referring to just certain modes/platforms of backtesting...... or any and all backtesting? If you're saying backtesting using the strategy tester in MT4 (or any other platform) is rubbish for determining profitability, I ...