O.Y., What do the different colored lines represent? Since you've gone this far can you post the transformed JMA data along side the AUDUSD...
Congrats. I'm glad you passed your test.
Don't get all sensitive on me. I didn't say anything bad about your AMA. It might be the best AMA on ET. But, c'mon a small in-sample backtest...
I was just trying to be helpful. Nevermind. You've been losing money for 5 years and have 2000 posts on ET. You must enjoy it.
kut2k2, Could you post the results again? I didn't see them in this thread. So, my understanding is that you're trading some type of AMA...
intradaybill raises a really good question and one I've been wondering about myself. I suspect that many people are using JMA, AMA, etc. to...
Yes, I saw that posting. Thx. Might be b/c they're more expensive than MBT et al. for both forex and futures. The plus that I see with PFG...
Not yet. MBTrading is looking good. I need at least 5 years of tick data and 10 years of daily data to parameterize my models and MBTrading says...
FWIW, I did get a better, however laughable, explanation from Gain when another market order was rejected this week. Apparently, when Gain...
I could have used a better example. "Pair Not Dealable" has happened to me 3 times in the past few weeks. Only 1 instance was during a major...
@bstay, Thanks for the definitions. "Requote" sounds like a bit of a misnomer in this case b/c Gain didn't re- do anything. They just rejected...
That could be true if your model is based on linear or dynamic systems. But that doesn't have to be the case. For instance, you could model the...
I'm glad it's working out for you now. I doubt too many newbies will be saved though. It's just human nature to repeat the same mistakes over...
I read it. Sounds honest and painfully familiar. At least you have a realistic idea of what you don't know. That can help you from flushing...
@cunparis, Insightful comments regarding backtesting. I paid that tuition, too. Trying to get that ideal parameter optimization :) That was an...
@cunparis, What do you mean by "Backtesting can be useful to test out ideas and prototype, but that's about it." Are people using backtesting...
You don't know what you're talking about. Wavelets have been used in real-time data filtering for at least 8-10 years.
Doh! No, they use them to filter future data because quants are magic.
There are quants that use smoothing filters, but they're often using wavelets, not some proprietary stuff called Jurik. There's a whole body of...
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