I see your graph as a noisy image in parameter space. Running a low pass filter (blur) on it was my first idea. I took your data and applied a 5x5 uniform kernel on it (a 2D SMA). You can see that the lucky peak gets averaged out. Then I spotted (in ...

Checking the source and reproducing the expirement is a very good attitude but the article was written by a forum member like you and me not the broker. The article never says that the synthetic data was generated from a uniform distribution. It ...

Perhaps you should start now, in parallel. I can see some reasons for this. The first one is to avoid taking the problem by the wrong end. I mean you will end up with a NN which will provide some prediction. In the end of the day, that's just an ...

This is not a trend. It is a fluke. A trend exists when there is a tendency (hence the name) to "push" the walk in a preferred direction. Nothing forces the roulette to choose red. => A long series of red at a roulette table is a spurious trend ...

What follows any point on a random walk is just a random path which may equally be up or down. Spurious trend is to trend what fool's gold is to precious metals.

The post quoted by Craig is indeed wrong. A process can be non-random (=deterministic) and predictable: The position of a train running constant speed on the rail road. A process can be deterministic and unpredictable: The Lorenz system of equation ...

If you draw samples from a normal distribution, that never changes over time, how many samples do you think you would need to estimate within ±1% error margin the mean of this distribution?

Ok you throw it away but after? You will search for another and another and yet another until you find one that works on both periods. Build 10000 of totally random systems. Discard all those that don't perform well over 2000-2014. How many of the ...

There is confusion with many terms like random = unpredictible or predictive = acurate. An example: EUR/USD will close the week between 1.0000 and 1.3000. This is a prediction and I'm extremely confident it is correct => my model is actually ...

I'm not sure that the volatilities are very different. I think the larger fan out is an effect of scaling the chart vertically. What I see is that E/U and G/A charts are looking alike. When you long one you short the other?

Don't worry AO I perfectly understood where you were getting at ;-) When I realized the length of this coastline path was so long compared to the bird flight straight line I said to myself: "Oh F*** I want to be a market maker". But your question ...

I was puzzled by the question so I took my ticks database for EUR/USD. I measured the path length (sum of absolute tick returns) over all periods of 24 hours starting at every hour. It isn't really a range vs trend classification but the bigger the ...

Since all of your "e-learning courses" are $199.99 / $10 each may you please post your scam in the commercial section? (Seriously 10 bucks to show how to implement a simple K-mean with R!!) Either you share OR you sell!

Hi Jason, Can you explain why/how the open and close orders have much more positive than negative slippage? I would expect the slippage for at-market orders to be evenly distributed.

I looked at the code of the strategies. They are all built on the exact same skeleton. One entry trick. On exit trick. One position at a time. Same lot size. Fixed trailing stop. There is no way the generating process comes up with a solution that ...

When an animal is too colorful is it often poisonous. When the package is too colorful is it often marketing :-) Would you really eat those pastel colored spaghetti? Can I really trust this Monte Carlo thingy? Let's have some fun. Here is a bunch or ...

Better with a picture?

I once tried to set a screw with my hammer. I failed. Hammers don't work. A friend of mine told me to use a screwdriver instead. Man, you can't even put a simple nail with that! Screwdrivers are even worse crap. And please don't tell me about this ...

I could never figure out what people mean by "profitability of an indicator", unless you sell it of course. An indicator is a filter that magnifies some feature of the price action. It isn't its job to tell you when to buy, when to sell, how much ...

The correlation also depends on the sampling frequency: url