Cudw Source? — Hi K. Thanks again. Where did you post the source? Regards... MadCow

Optimized Trend Trading

That sounds like a quote from CB many posts ago. If you go back in this thread, you will find someone posted a method to use non-standard TF's in MT4, which might make your robot development much quicker. I would be interested in seeing ...

Optimized Trend Trading

Another way to speed the computations — Thanks for the document. It appears that the measurement discussed relies on tick data. If so, the need for speed is clear. It looks like the pattern conformity measurement is a form of nearest neighbor ...

Optimized Trend Trading

What the heck are we talking about? — You are absolutely right. The higher TF is just a subsampled lower TF, so info has been lost, and noise added in the form of high frequency aliasing. You can get the same spectral information from the ...

Optimized Trend Trading

Fluctuation pattern conformity? — You certainly read far and wide my friend. Very interesting paper. Have you looked for the 'Fluctuation pattern conformity' computation? It seems that it might have some utility in determining a good TF. But ...

Optimized Trend Trading

Thanks — Thanks for the nice insight. Where did the screenshot come from? Better that random walk be behind me than ahead. MadCow

Optimized Trend Trading

It appears that these guys are treating non-stationary processes (called G(lambda))that have constant mean and finite, constant variance. FX series do not meet these requirements. To use their approach one would have to transform the FX series to ...

Optimized Trend Trading

He was a spook, hence cloak and dagger. Furthermore, you have to consider the ego factor.

Optimized Trend Trading

Sad, but true — I am afraid that you are right. Even the "singing in the choir" matches. Thanks for the heads up. I have long doubted, now know. But what does that say about the methods shown in this thread? Clearly he was trolling for ...

Optimized Trend Trading

Skyline.. Thank you for showing me how to do the bar color thing. I think your understanding of my version of clutter filter is correct, and the bars reflect the slope of the ULLMA filter. If this is the correct clutter filter, then CB's system ...

Optimized Trend Trading

sgrig... I have never been sure whether CB was just showing off his mathematical knowledge, or just throwing it all against the wall to see what stuck. challenger 78... Those are excellent observations. I will try. I have attached indicators for ...

Optimized Trend Trading

Clutter Filter and whiplash — Here's the ASM8086's ULLMA-ha filter and my clutter filter as shown by CB.. MT4 does not allow colored bars .. at least I can't figure out how, so I show clutter as on-off at bottom. It looks great during the ...

Optimized Trend Trading

Thanks. Surprisingly, I just compared the slope of your clone (using median of HA) to a threshold. When the slope is less than 0.0002 CB calls that clutter. Hope you can improve on that, it really needs it. It might be that some hysteresis would ...

Optimized Trend Trading

CB's clutter Filter — I stared and stared at CB's topcat post, trying to see how he made a clutter filter. Tried many ways. Finally did the obvious, and I think I found his secret Take a look at this image. See if you agree that this is his ...

Optimized Trend Trading

Hi ASM8086, So, you are saying that whenever the clutter filter is off, enter a trade in the direction of the current slope and hold it until clutter comes on or slope changes? I anxiously await your clutter filter.

Optimized Trend Trading

Clutter filters — Looks great ASM8086! But I have a question. CB's clutter filter, your clone, and my attempt all show 'clutter' at the moment of crossover. If we use the filter to reject trades during 'clutter' then when will we ever accept a ...

Optimized Trend Trading

A Clutter Filter — image Here is something pretty close to CB's clutter filter. I program only slowly in MT4, but do okay in afl, so I did it on AmiBroker. This is the idea: Use the ULLMA of HA as suggested by ASM8086 Let Noise = ...

Optimized Trend Trading

Mr H I am very interested. Please send it, or send a link. Thanks MadCow

Optimized Trend Trading

Re Clutter filter — In various posts CB says that he considers the trend to be signal and the rest to be noise. But is the signal the slope of the ULLMA or the ULLMA itself? Suppose that we subtract the ULLMA of the HA from the price, and call ...

Optimized Trend Trading

Mister H.. I agree with all you say. Calculating the FDI is an averaging process, and must lag. Nevertheless it seems possible that if one estimated e.g. that the general tendency of M1 bars was antipersistent say for 120-180 M1 bars, and the ...

Optimized Trend Trading