My most successful systems use multiple time-frame cycles. They are based on the observation that cycles shift from one time frame to another. For example a cycle can shift to a larger one due to institutional traders placing huge bets on the daily crossover.
In my trading, I build indicators on the fly based on a cluster of cycles and would like to automate part of it. I was reading lately about Dynamic Mixture Models that would switch regimes. These models seem to be very good at finding events from pattern associations.
Has anyone looked into this already?
Thanks
In my trading, I build indicators on the fly based on a cluster of cycles and would like to automate part of it. I was reading lately about Dynamic Mixture Models that would switch regimes. These models seem to be very good at finding events from pattern associations.
Has anyone looked into this already?
Thanks
