Recent Content by panzerman

  1. Support & Resistance levels , and moving averages are just meaningless lines on the chart.

    Of course lag is the major drawback of MA's. There are low/zero lag MA's such as the Hull MA (twicing, thricing) and Ehlers' ZEMA and AZEMA, but...
    Post by: panzerman, Saturday at 9:24 AM in forum: Stocks

  2. What's happening with Jurik?

    I don't know if owning Jurik as a business is a smart decision. If you want advanced and free indicators that are just as good if not better, look...
    Post by: panzerman, May 1, 2025 in forum: Automated Trading

  3. No such thing as Noise fallacy

    You can model price as a complex signal with additive noise, or model price as noise itself, pink noise to be specific. Either way, that leads you...
    Post by: panzerman, Apr 18, 2025 in forum: Trading

  4. Hobbyist ideas: what to do with L2 data

    You mention "a rolling average of each side." I don't know if you are aware of the concept of group delay (ie lag) in averaging. Perhaps take some...
    Post by: panzerman, Feb 26, 2025 in forum: Data Sets and Feeds

  5. Why is the market moving like it's moving?

    What you are looking for in either a pattern or an indictor is positive expectancy. A whole science has developed around backtesting in order to...
    Post by: panzerman, Feb 22, 2025 in forum: Trading

  6. Secrets of the Moving Average

    Spike Trader doesn't know jack about moving averages. You all (especially Spike) need to read John Ehlers work. Technical Papers
    Post by: panzerman, Jan 26, 2025 in forum: Technical Analysis

  7. Moving averages

    A two day average adds 1/2 bar lag, but does put a zero in the transfer response at the Nyquist frequency.
    Post by: panzerman, Dec 25, 2024 in forum: Trading

  8. Moving averages

    The biggest problem with using MAs is lag. ie group delay. John Ehlers is the man to whose material you want to study when it comes to removing...
    Post by: panzerman, Dec 23, 2024 in forum: Trading

  9. Why probability probably doesn’t exist (but it is useful to act like it does)

    I don't want to make this a thread about Epistemology, but even if it seems like an inherent property, probability is still only a model, not...
    Post by: panzerman, Dec 17, 2024 in forum: Trading

  10. Why probability probably doesn’t exist (but it is useful to act like it does)

    Perhaps you are getting too caught up in semantics. Probability is just a way to model reality. How well does it model reality? In cases of human...
    Post by: panzerman, Dec 17, 2024 in forum: Trading

  11. Mean Reversion or Momentum ?

    Mean Reversion: 0.5*(n[0]-2*n[-1]+n[-2]) Momentum: 2*n[0]-n[-2]
    Post by: panzerman, Oct 28, 2024 in forum: Trading

  12. The Beauty of Simplicity: Why Successful Traders Prefer Simple Trading Systems

    Since we don't have enough lifetime to test the infinite, what is your definition of a reversal that you have tested and proven to be positive...
    Post by: panzerman, Sep 23, 2024 in forum: Trading

  13. The Beauty of Simplicity: Why Successful Traders Prefer Simple Trading Systems

    When does a trend start and when does it end? Is it a pullback or a trend change? Can it be defined mathematically so that it can be tested before...
    Post by: panzerman, Sep 22, 2024 in forum: Trading

  14. Looking For Breakout or Trend following strategy

    Trend Following: An EMA in forward-reverse mode (makes a true zero lag) Parameters: alpha = 0.5 Long Condition: 1. price[0] < price[1] 2....
    Post by: panzerman, Sep 20, 2024 in forum: Strategy Building

  15. what are the signs of reversal vs pullback?

    One article I've found very helpful is "Whiter is Brighter", by John Ehlers. Essentially modeling price as pink noise, and then whitening the...
    Post by: panzerman, Aug 29, 2024 in forum: Technical Analysis