Binary options - any pros at all?

Discussion in 'Options' started by blackkey, Dec 2, 2016.

  1. Atikon

    Atikon

    Is your approach based on Benoit Mandelbrot?
     
    #71     Jul 21, 2020
  2. expiated

    expiated

    I have absolutely no idea. The concepts of fractal market analysis and cycle theory seemed to apply to what I was doing after I was already doing it, but played absolutely no part in how I came up with the system.
     
    #72     Jul 21, 2020
  3. expiated

    expiated

    I doubt I could even begin to comprehend anything written by Benoit Madelbrot. My approach is based on ordinary observations and adaptive price range envelopes in multiple time frames. It's pretty much as simple as that.
     
    #73     Jul 21, 2020
    ironchef likes this.
  4. ironchef

    ironchef

    You are too modest. I don't know of any software codes that can do enveloping like yours.
     
    #74     Jul 21, 2020
  5. expiated

    expiated

    Here is one...
    ScreenHunter_8425 Jul. 21 16.27.jpg

    Here is a second from tradingview...
    ScreenHunter_8427 Jul. 21 16.33.jpg
    ScreenHunter_8426 Jul. 21 16.33.jpg

    And this third one is from m.futuresmag - The Adaptive Price Zone by Jean Folger, October 31, 2015
    ScreenHunter_8428 Jul. 21 16.35.jpg
     
    #75     Jul 21, 2020
  6. ph1l

    ph1l

    Here is a link to a paper coauthored by Lei Hong that's a little newer but not relevant to signal processing or trading.
    http://www.dpi-proceedings.com/index.php/dteees/article/download/28976/27993
    upload_2020-7-21_22-16-47.png


    What I like about the concept of empirical mode decomposition is the intrinsic mode functions and residual (summed together equal the original signal) look easier to analyze than the original signal.

    For example from https://www.math.sk/mpm/wp-content/uploads/2017/10/krakovsky.pdf,
    upload_2020-7-21_22-17-5.png

    Since the intrinsic mode functions oscillate around a zero mean, it might be possible to extrapolate some of the lower-frequency ones and add those to an extrapolated residual to predict future direction. I've been working on some code (perl and C++) to try this idea.
     
    #76     Jul 21, 2020
    studentofthemarkets likes this.
  7. ironchef

    ironchef

    #77     Jul 22, 2020
  8. userque

    userque

    Keltner bands would be a better approximation.
     
    #78     Jul 22, 2020
    ironchef likes this.
  9. expiated

    expiated

    Here are three images from April of last year when I compared two APZ indicators to my own adaptive price range envelopes in entries I posted to a thread on Dochian Channels, where I also notice the similarity to Billinger bands, but did not like that aspect of the first envelope. However, I think the second APZ might be better than mine (though I'm not sure about that because I never adopted its use)...
    ScreenHunter_8429 Jul. 21 22.54.jpg
     
    Last edited: Jul 22, 2020
    #79     Jul 22, 2020
  10. Sig

    Sig

    Thanks. I wonder if they're being restricted from replying to Americans with all the hostility now. Heck their emails might be filtered so they don't even receive emails from us.
     
    #80     Jul 22, 2020