Predicting future FX support and resistance levels using mathematics

gka

Established member
Dec 16, 2017
555
3
GBPUSD predictions for 5th April

I attach the VRM predictions for GBPUSD for tonight and tomorrow finishing 5 pm 5th April in New York.

The predictions are now in chart format and CSV format for input into charting systems. Predictions are in the column format of date, high, low, close, trend channel top, bottom and middle and 24 dual columns for the VRM levels. The last entry gives today's predictions and this week's predictions. The CSV file also gives past results for the VRM for back testing trading strategies. As the current day and week have not finished, the high, low and close entries are set to zero for these dates. The FX chart corresponds to the last daily and weekly CSV file entries.

Documents describing the Volatility Response Model (VRM) and the chart format can be found on the first post of this thread.

Predictions for VRM levels of EURGBP and EURUSD and 10 other FX pairs can be found at

https://www.complexhamiltoniansystems.com/fxcharts/

My current trading strategy is on page #20 post #157 of this thread.
 

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gka

Established member
Dec 16, 2017
555
3
GBPUSD, EURGBP & EURUSD results for 5th April

Yesterday I attached the predicted support and resistance levels of GBPUSD of the Volatility Response Model (VRM) for today.

EURGBP and EURUSD VRM levels and 10 other FX pairs were on the website

https://www.complexhamiltoniansystems.com/fxcharts/

Here are the results for GBPUSD, EURGBP & EURUSD.

Weekly VRM levels in the top 30 minute charts, daily VRM levels in the bottom 30 minute charts. Times are GMT-4 . EMA channel (4,7) included.

GBPUSD high for the day was determined by the EURUSD high for its day at its daily S1 sentiment level 1.2290.

EURUSD price action was controlled by its daily VRM levels with not a single weekly VRM level in sight.

The GBPUSD fell with the EURUSD to its low at daily level VRM level 1.3984 as EURUSD fell to its daily low at level 1.2226

There were some large gaps between VRM levels to trade between.
 

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gka

Established member
Dec 16, 2017
555
3
GBPUSD predictions for 6th April

I attach the VRM predictions for GBPUSD for tonight and tomorrow finishing 5 pm 6th April in New York.

The predictions are now in chart format and CSV format for input into charting systems. Predictions are in the column format of date, high, low, close, trend channel top, bottom and middle and 24 dual columns for the VRM levels. The last entry gives today's predictions and this week's predictions. The CSV file also gives past results for the VRM for back testing trading strategies. As the current day and week have not finished, the high, low and close entries are set to zero for these dates. The FX chart corresponds to the last daily and weekly CSV file entries.

Documents describing the Volatility Response Model (VRM) and the chart format can be found on the first post of this thread.

Predictions for VRM levels of EURGBP and EURUSD and 10 other FX pairs can be found at

https://www.complexhamiltoniansystems.com/fxcharts/

My current trading strategy is on page #20 post #157 of this thread.
 

Attachments

gka

Established member
Dec 16, 2017
555
3
Hi gka
Can you test Predicting with neural nets?
Thank you for your testing suggestion of the VRM algorithm. The neural networks I am familiar with have outputs of 0 or 1 to recognise pattern as NO or YES. So at the moment I am not sure how the VRM levels could be converted into logic decisions. I will think about it.
 

gka

Established member
Dec 16, 2017
555
3
GBPUSD inter-day chart - Non Farm Payroll day

Today is non farm payroll day so I attach the 5 minute price action chart from 9:00 (GMT-4). The non-farm payroll results happened at 9:30 my time.

Weekly VRM levels in the top 5 minute charts, daily VRM levels in the bottom 5 minute charts. Times are GMT-4 . EMA channel (4,7) included.

I am using the 5 minute charts to trade as per my trading strategy on page #20 post #157 of this thread.

The GBPUSD was always a buy from 9:10 (GMT-4) up to level 1.4094. On the announcement of the NFP the volatility drove the price back down to the daily S1 sentiment level 1.4006 where the market bought again. There was retracement at the level 1.4073. But the market finally reached level 1.4094. The market is now trapped between levels 1.4094 and 1.4082.
 

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Last edited:

gka

Established member
Dec 16, 2017
555
3
GBPUSD, EURGBP & EURUSD results for 6th April - US Non farm Payroll

Yesterday I attached the predicted support and resistance levels of GBPUSD of the Volatility Response Model (VRM) for today. US Non farm Payroll day.

EURGBP and EURUSD VRM levels and 10 other FX pairs were on the website

https://www.complexhamiltoniansystems.com/fxcharts/

Here are the results for GBPUSD, EURGBP & EURUSD.

Weekly VRM levels in the top 30 minute charts, daily VRM levels in the bottom 30 minute charts. Times are GMT-4 . EMA channel (4,7) included.

GBPUSD low for the day was at the lowest daily sentiment level 1.3985.

GBPUSD high for the day was at level 1.4094.

See my last post with a 5 minute chart to show the GBPUSD price action in more detail.

There were some large gaps between VRM levels to trade between.
 

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NVendetti

Junior member
Apr 4, 2018
24
1
Prediction...

Not trying to barge in on the thread.. but the mathematical approach to the market is a failure from the start. The market is driven by volumes, something institutions have kept to themselves for the most part since it's infancy. But.. aggregation of volumes with intelligent filtering and studies of price action inside the remaining data gives you proper volume analysis where the bid/offer range is important.. But predictions are a failure if mathematically approached. Here is today's Pre Non Farm Release and expected high/low targets.. None of which was mathematically derived and all dependent upon volume which if studied is psychologically derived and triggered either through manually traded levels or algorithmically approached strategies...

Here's pre news.. chart and post news chart.. 3 moves all within 3 pips
 

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gka

Established member
Dec 16, 2017
555
3
Not trying to barge in on the thread.. but the mathematical approach to the market is a failure from the start. The market is driven by volumes, something institutions have kept to themselves for the most part since it's infancy. But.. aggregation of volumes with intelligent filtering and studies of price action inside the remaining data gives you proper volume analysis where the bid/offer range is important.. But predictions are a failure if mathematically approached. Here is today's Pre Non Farm Release and expected high/low targets.. None of which was mathematically derived and all dependent upon volume which if studied is psychologically derived and triggered either through manually traded levels or algorithmically approached strategies...

Here's pre news.. chart and post news chart.. 3 moves all within 3 pips
Thank you for your view of trading using volume data. Where do you get aggregation of volume data to carry our your calculations? Do the major banks share the volumes of their trades?

I attach the VRM predictions for EURUSD today as comparison.

The high for EURUSD today I have as 1.22912. The VRM gave HI level 1.2298

The low for EURUSD today I have as 1.22148. The VRM gave L1 level as 1.2213
 

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NVendetti

Junior member
Apr 4, 2018
24
1
data

Thank you for your view of trading using volume data. Where do you get aggregation of volume data to carry our your calculations? Do the major banks share the volumes of their trades?

I attach the VRM predictions for EURUSD today as comparison.

The high for EURUSD today I have as 1.22912. The VRM gave HI level 1.2298

The low for EURUSD today I have as 1.22148. The VRM gave L1 level as 1.2213
I built the data.
 

Kaeso

Established member
Oct 4, 2015
862
92
hi gka, you clearly have an impressive level of maths modeling and programming ability here im sure there could be a way forward for you in trading if thats what you want to do. im not sure you are gonna achieve much by sharing the "VRM" levels on here though, i think they will effectively be meaningless to anyone other than you to be frank. what would perhaps be a more constructive use of your time would be to build on your strengths and focus on writing and testing robots/EAs/algorithms for doing the trading. just some feedback.
kind regards
kso
 

gka

Established member
Dec 16, 2017
555
3
hi gka, you clearly have an impressive level of maths modeling and programming ability here im sure there could be a way forward for you in trading if thats what you want to do. im not sure you are gonna achieve much by sharing the "VRM" levels on here though, i think they will effectively be meaningless to anyone other than you to be frank. what would perhaps be a more constructive use of your time would be to build on your strengths and focus on writing and testing robots/EAs/algorithms for doing the trading. just some feedback.
kind regards
kso
Hi kso thank you for your feedback. I am coming at this project as a mathematician and looking for feedback. I see upwards of 150-200 views a day and some downloads of the CSV files so I assume that viewers are looking for levels of interest. trade2win helps by recording the predictions and then the results so building some sort of track record. Probably the way forward is to work with a hedge fund or bank.
 

gka

Established member
Dec 16, 2017
555
3
GBPUSD predictions for 9th April

I attach the VRM predictions for GBPUSD for tonight and tomorrow finishing 5 pm 9th April in New York.

The predictions are now in chart format and CSV format for input into charting systems. Predictions are in the column format of date, high, low, close, trend channel top, bottom and middle and 24 dual columns for the VRM levels. The last entry gives today's predictions and this week's predictions. The CSV file also gives past results for the VRM for back testing trading strategies. As the current day and week have not finished, the high, low and close entries are set to zero for these dates. The FX chart corresponds to the last daily and weekly CSV file entries.

Documents describing the Volatility Response Model (VRM) and the chart format can be found on the first post of this thread.

Predictions for VRM levels of EURGBP and EURUSD and 10 other FX pairs can be found at

https://www.complexhamiltoniansystems.com/fxcharts/

My current trading strategy is on page #20 post #157 of this thread.
 

Attachments

gka

Established member
Dec 16, 2017
555
3
GBPUSD, EURGBP & EURUSD results for 9th April

Yesterday I attached the predicted support and resistance levels of GBPUSD of the Volatility Response Model (VRM) for today.

EURGBP and EURUSD VRM levels and 10 other FX pairs were on the website

https://www.complexhamiltoniansystems.com/fxcharts/

Here are the results for GBPUSD, EURGBP & EURUSD.

Weekly VRM levels in the top 30 minute charts, daily VRM levels in the bottom 30 minute charts. Times are GMT-4 . EMA channel (4,7) included.

GBPUSD high for the day was at the weekly sentiment level 1.4154

There were some large gaps between VRM levels to trade between.
 

Attachments

gka

Established member
Dec 16, 2017
555
3
GBPUSD predictions for 10th April

I attach the VRM predictions for GBPUSD for tonight and tomorrow finishing 5 pm 10th April in New York.

The predictions are now in chart format and CSV format for input into charting systems. Predictions are in the column format of date, high, low, close, trend channel top, bottom and middle and 24 dual columns for the VRM levels. The last entry gives today's predictions and this week's predictions. The CSV file also gives past results for the VRM for back testing trading strategies. As the current day and week have not finished, the high, low and close entries are set to zero for these dates. The FX chart corresponds to the last daily and weekly CSV file entries.

Documents describing the Volatility Response Model (VRM) and the chart format can be found on the first post of this thread.

Predictions for VRM levels of EURGBP and EURUSD and 10 other FX pairs can be found at

https://www.complexhamiltoniansystems.com/fxcharts/

My current trading strategy is on page #20 post #157 of this thread.
 

Attachments