Recent content by John Last

Great job arryex a lot of good work with Matlab. Anyway, with Matlab it is the end of the journey as it is the state of the art. Unfortunately that is a journey with no end as the market continually drifts from one state to another.

What is your training range for the models?

Money management is important indeed. Your strategy is trying to build up the equity, your money management is protecting your account. To have a looser is one hing to loose your account is completely different thing, emotionally and financially. The key of money management is to make you...

What about Google prediction API? beathespread: Use of the Google Prediction API for financial time series prediction models

I also think that the human decision is important, but I would like to have relevant information. For example if I know that this particular settings were loosing consistently and that setting were consistently profitable I may take a different discretionary decision. For me the best use of...

I have some tests results for FX Correlator EA. This morning I did some experiments with the FXCORRELATOR with JMA smoothing. I made a custom mod the idea is: BUY EUR/USD when globally the Euro is stronger than USD SELL EUR/USD when globally the USD is stronger than the Euro I use a...

Thanks. If someone founds some ideas with correlation filtered by the SSA ep he can pm me.

I get the point. Thank you. And it is completely sound as logic about the negative correlation. Something like pearls in the sand. And yes lately I was interested in some new instruments. Like order flow analysis in S&P 500. If the momentum is before the price the order flow is before the...

I think that the individual efforts should go in deploying meta algorithms. I think if someone has particular interests in machine learning is OK. But I am a firm believer in the no free launch. No free lunch in search and optimization - Wikipedia, the free encyclopedia Yes it is difficult...

Thanks, Correlation is not easy. I did an experiment. I plotted the evolution of the correlation between EUR/USD and GBP/USD. Then I made an anlysis to see how it evolves if it is chaotic or deterministic. The results were that there were times when the correlation was deterministic. But other...

High historical levels of correlation between S&P500 and EURUSD beathespread: Actual correlation between S&P 500 and Eur/Usd

Thanks for the answer. I am interested you say you prefer information from the bars (High, Open, Low, Close). In my studies I have read that simplifying the data makes it better: SSA, Wavelets, ICA etc. I made my tests and indeed when I use a SSA it makes a better prediction. However it depends...

quentin you could go to the noxa analytics site and download their tutorial of entropy based indicators. I assure you they do not make any misuse of the word entropy. If I may do a misuse because of lack of understanding they for sure don't. So basically my idea was to reverse engineer what...

The idea of the EUR/CHF is to mix fundamental analysis with Algorithmic use of the current anti-persistence in that pair. This is classic: low take profits (as the price movement is anti - persistent (going up and down all the time) they are often hit). Big stop loss : however the stop loss was...

Hi, What do you think about the eur/chf system, simple but effective when the right conditions are here.