Not sure why taking so long this go around maybe since i increased the history so much. It's forecasting every bar and then refit's every bar. Runs through a series of arima models (0,0) -> (5,5) so each bar generating something like 35 models and ...

Anyone used ARMA + GARCH models in forex trading?

I restarted it. I am using history of a 1000 point now. However, Hasn't completed yet lol the forecast results over a period of time. Will post them If I don't lose power have to start over again lol. Hopefully will give some better results with ...

Anyone used ARMA + GARCH models in forex trading?

Ah okay, What about how they determined the lotsize in arbomat.mq4. base_units * coef Something similar to that possibly? ​ // convert the coefficients to usable hege ratios by multiplying // usd/xxx pairs with their quote. The results can then be ...

Pairs correlation and Money Management

Yeah I was just reading that most of the time anything with less then 500 points will give rubbish. I have already kicked off the the building of the forecast models. Only a few hours in. Wonder if I should stop and rerun with a larger window or ...

Anyone used ARMA + GARCH models in forex trading?

7bit did some awesome work in this area with linear regression (shout out 7bit) the point I think on that post was to make money with the spread in the pairs. But for it to work you would need some correlated pairs. url May not be ...

Pairs correlation and Money Management

The ARMA model alone on quite a bit of data doesn't look so good. Right now running the same data here through with the GARCH model for volatility. Could take 24hrs + to finish so will be awhile before next post and I can see the results

Anyone used ARMA + GARCH models in forex trading?

Ouch! Should be more posts like this to help everyone avoid the pain of living through this. Just this month I lost my entire June profits on EURUSD and GBP/USD Trades because I was to stubborn to accept the loss. Not quite 75% of my account but ...

How and Why I lost over 75% in 2 days and what I’ve learned

MA's are a must for me. They give a great indication on support and resistance levels, trend directions etc.. However, as a sole indicator of entry/exit not so much lol.

Do you believe moving average systems work?

For the two week test it looks great! The test tried to predict the next days return and returned either a 1, 0, or -1 then based on that value would open a trade long short or no trade. The arma+garch model takes looks at the past 40 bars and ...

Anyone used ARMA + GARCH models in forex trading?

I believe that model was only predict the next future bar. It did not prove to be very useful though. After examining the output data a bit more the values giving were very close to the previous bars but not much further form the last bar. Sure did ...

My most recent advancements into machine learning

Virginia1978 I don't understand it seems you did quite of bit of work with the strategy where did it fail at?

Extreme TMA System

Hi Ronald, Here is my latest attempt. 5991 samples 28 predictors No pre-processing Resampling: Bootstrap (25 reps) Summary of sample sizes: 5991, 5991, 5991, 5991, 5991, 5991, ... Resampling results across tuning parameters: size decay RMSE Rsquared ...

My most recent advancements into machine learning

Thanks hanover, This will help with what I am looking for. However, tons of custom EAs I am trying to export. AKKK so I will need to add a bunch of iCustoms lol. If there was only some way to export all the data included in the datawindow would make ...

Export to Excel

Hmm.. I searched what I could of the post but couldn't find it. Way too many posts lol! Is there a recovery EA for the 1-1-2-4 or is that what the Cave manager is for? Possible link in the right direction? If so could someone give me an example of ...

Extreme TMA System

Been trading TMA Extreme on Demo Few days. — I've been trading the TMA Exteme System on demo for a few days and I like what I see so far. I may have made a few newb mistakes with the system but hopefully I will straighten them out. image

Extreme TMA System

Sell Only — I see sell range only? 15min eurcad?

Extreme TMA System

Comeon Bulls — Hopefully we can brake 1.3756 so I can move my SL up.

EURUSD

me to oh well

EURUSD

Everyone ready to go back down.?.? — Let go back down to support now

EURUSD