Hi Shiko. I did not read all your posts. My advise - stop trading, stop losing money. Seriously, you do not understand what you are doing. If I...
Hi guys, I was born in Dushanbe, now live in Moscow. It is unbelievable you are still in Tajikistan. I suppose there is no Internet there :).
Thanks for your reply, I agree that data preprocessing is the core of datamining. But after that you need to find the stable global minimum, there...
I suggest you to run these profitable patterns on other markets, similar to QQQQ, like CL, ER2, ES and GC. If they are profitable on other markets...
I use say Momentum5 (M5[0]), then M5[-1] which was 1 bar in behind, then M5[-2] and so on Then I may compare it to M3[0], M5[0], M7[0], M11[0],...
I used free libraries to predict intraday data. NN = FANN SVM = libsvm and tinysvm RVM = dlib the data preprocessing and analysis was on...
Do you mean "lack of degrees of freedom" problem and overtraining? Which other approaches did you use? I tried NN, SVM and RVM. SVMs in theory...
This is the classical overtraining problem. You need train your NN to generalize on data, not to fit your data. Don't know the good solution, I...
Predicting 5 min bar is just the part of the strategy. I use it to calculate levels to enter the market. When other strategies have signals to go...
I use time series of 5min price difference. I don't think momentum of multiple time frames will improve my results. In fact I tried similar...
I predict next_price - current_price or "speed" of the price and volatility. I can predict 5 min speed with correlation around 0.64 for e-mini...
http://www.maxdama.com/2008/12/trading-system-description.html
I used SVM, libsvm in C++ project to predict the market. Unfortunately I did not succeed. Before SVM I used NeuralNetworks for the same reason....
Yes it did not open at the bottom limit because Bernanke lowered rate and there was a pullback in prices just before the opening bell. After the...
As far as I remember, last time the limit for ES was on that day when Societe General liquidated its long position. It was a Monday, US holiday....
You do not understand probabilities. Let us consider an example. You enter the trade at 1000, place TakeProfit at 1025 and StopLoss at 999.75....
I agree with you, but MOST traders lose money not because of black-swan events, but because of they do not have an edge.
I read your "method". The very basic model about the market is "market is random". So when you enter the market with TP = 3 points and SL = 3...
Algo, you speak about black-swan events. But this is only one of the reasons why traders lose money. Generally people lose money during normal...
But if you risk only 1% per trade, you would NOT earn 340k with the Acrary' example, but something around 194k (in 1.75 times lower).
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