Gaber,I think the best way to start a discussion about yort plans to write an EA would be to start a new topic by describing your current status in a First post. If you have already a source available – clean or buggy – it would be a good idea to post it.

You need to make your ideas as clear as possible in order to draw some attention on your…[Read more]

@anti: I remembered our discussion (2 years ago) when I stumbled upon a more recent interesting article: Naive Bayes classifier for signals of a set of indicators, which is also available in German.

Cheers, s.

Hi,

I have the original DVDs that you are looking for because I am also a registered owner of the software. I will see if I can copy it.

Hi Fat Tony!
That’s really interesting! Since you’re a registered Ocean Software owner, could you spread some of your experiences using it in practical trading?

Yep, IIR vs. FIR filters in shorthand! If considering Ehlers’ lowpass proposals, I would rather have a look at his ‘Supersmoother’ (IIR). Simple, smooth, adjustable.

Hi Anti,

There are several mq4-versions of ‘Zero Lag’ filters out there, and not all of them are original Ehlers’ works. I assume you’re referring to the one described in this paper.

I tried it years ago, and there’s not so much lag indeed. But on the other hand its smoothing capabilites are not so brilliant – the typical tradeoff to consider…[Read more]

Hi to be honest I am working how link builder of alpari.com

So I kindly ask you to stop this practice! Penguin’s currently follows a strict policy to allow non-commercial content only.

Hi Carlos,

I read your most recent 3 posts and all of them contain links to brokers’ websites. Could you please explain? To be honest, this looks a bit suspicious to me regarding spam.

s.

EDIT: spam content moved to the trash bin.

Hi Carlos,

I read your most recent 3 posts and all of them contain links to brokers’ websites. Could you please explain? To be honest, this looks a bit suspicious to me regarding spam.

s.

EDIT: spam content moved to the trash bin.

Re. hedging:

I would say: Don’t bother with hedging, especially when scalping and hunting for 1 to 4 pips!

Case 1 – single-pair hedge: Say you open a BUY on pair XY, and market acts against your position. Ok, you could open a SELL on XY (equal size). From now on, both trades would even each other out, but you will pay trading cost twice. If you…[Read more]

Ha, thanks for those links! A lot of stuff to read …

The ‘multi-bandpass filter’ heading immediately got my attention (reminds me of my old Ehlers’ works in mq4). Yet have to postpone in-depth reading for a while!

Hi @flx23,

Did you proceed your project / ideas in silence? Any ideas to bring this thread back to life?

… and one more idea: the D1 trifurcation could possibly be caused by weekly cycles. So analyzing five weekdays separately may bring insight.

Interesting! Thanks for your work and posting it!

In the H4 you can see that the point cloud widens and there may be a bi- or trifurcation. The same bifucation can be seen in the D1 much better. What could cause that bifurcation?

In H4 and D1 you appear to analyze a time period of about 7 – 8 years. In order to find out more about that bi- or…[Read more]

Hmm, rethinking this, my latest idea will lead to a certain number of ‘divide by zero’ errors. So a different method of normalization would be nice.

Nice work!

I haven’t been around so frequently these days, so please forgive me if my thoughts on your latest post do not consider topics that have already been discussed.

When developing an algorithm for trading purpose I’m always heading for two major goals to simplify practical usage:

1. If possible, the algo should be symbol independent.

…

[Read more]

Interesting! Should be worth to watch further development of this new platform.

I’m afraid I don’t have more than a very vague idea about the indicator you’re after.

Could you maybe post your requirements in a little more specific way, i.e. a set of formulas, or a calculation in a spreadsheet?

s.

You wrote:

5. At each point in time the underlying behaviour of the market is either up or down. There is no such thing as a sideways market. …

6. A true sideways market only exists if the fundamental economy behind an asset is dead.

These two statements appear contradictory to me. Looking at both statements individually, I’d like to add…[Read more]

Re. lowpass vs. bandpass filter:

I generally agree that a lowpass or some similar approach should act as a primary filter.

Guided by earlier Ehlers’ papers, I tried for some time (long ago) to measure current price frequency, and then tune a bandpass accordingly. As you might have guessed from my above post, this approach was not successful…[Read more]