Big picture 9/5/17 I mentioned CHF and NZD yesterday: NZD remains a sell after bouncing off 23.6 and CHF has entered no-mans-land (zone between 61.8 - 38.2) after the double "sell the news" (i.e. CHF being the safe haven of the EUR being sold) event ...

Channel-to-pivot approach

Big picture 8/5/2017 with final final version of the index. If somebody wonders about the fibo levels, they relate to retracement and must be read from right to left - e.g. an uptrend might pull back to 76.4%, which has nothing to with 78.6%. An ...

Channel-to-pivot approach

Final version of Uber-Index...probably (it keeps me busy while waiting for my trades to close.) I'm using a revised self-optimizing algo to get the "ideal" look-back period, slope and channel (see EUR, CAD and JPY raw index data for visualization) - ...

Channel-to-pivot approach

The same like above but showing the raw index data for AUD.

Channel-to-pivot approach

Big picture, 5/5/17 - I modified the algo behind the Uber-Index: the piercing of a fibo level will cause the wave to be updated. Once three levels have been breached in one direction, a directional bias is shown. This latest approach shows the ...

Channel-to-pivot approach

Big picture, 4/5/17: I'm still not touching EUR and GBP.

Channel-to-pivot approach

Look at that Sharpe ratio.. ;-)

Channel-to-pivot approach

I have been trading CHFJPY(+), NZDCHF(-) and CADCHF(-) this morning.

Channel-to-pivot approach

Big picture, 3/5/17

Channel-to-pivot approach

The Big Picture this morning

Channel-to-pivot approach

In summary my observations for today: GBP up EUR up CHF wait; check for obvious bounce off resp break of 76.4 level JPY down USD wait; check for obvious bounce off 38.2 area AUD wait for reversal into trend down NZD down CAD down Pair the currencies ...

Channel-to-pivot approach

Specific for USD and JPY example mentioned above

Channel-to-pivot approach

Uber-Index with raw index data

Channel-to-pivot approach

So while I'm trading the currency channels and pivot levels, I am experimenting with my new indicator dubbed Uber-Index. It visualizes individual currencies as waves started from the current price (=source), where they are most fuzzy, backwards to ...

Channel-to-pivot approach

5 MIN view

Channel-to-pivot approach

For the fun of it: the Uber-Index. It is based on the "wave-walk-back" algo mentioned above. It does repaint in the sense that a move beyond local minima / maxima erases them (sort of straightens out the wave jitters), but it's good enough for live ...

Channel-to-pivot approach

Exactly, and that's what I refer to with "channel trading" or "level hopping". The breakthrough I hope to achieve with the method mentioned above is to know and avoid the period when bias is shifting (no-mans-land) vis-a-vis of identifying another ...

Channel-to-pivot approach

It's a bit like following a wave backwards and when you are far enough away from its source you walk it back and determine its relevance.

Channel-to-pivot approach

I looked at all sorts of predictive and descriptive indicators. They all have the same issue: how far back in time / up in time-frame shall I go to derive a perception. For pitchforks it's the same: which anchor points shall I pick to draw the fork? ...

Channel-to-pivot approach

Hindsight at its best: I managed to code a routine that iterates optimal dispersion while mimicking my own visual perception of how many samples to consider for the regression. This allows me to completely automate the bias perception. For ...

Channel-to-pivot approach