The HOLY grail involves..

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Dillinger
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Postby Dillinger » Thu Jan 31, 2013 6:07 am

I would definitely be interested learning the mathematics of optimization/neural networks!
"So pick up your skirt, grab your balls and let's make some money"

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JogieFX
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Postby JogieFX » Thu Jan 31, 2013 7:30 am

I got the programm and im also interested but i dont know if i can handle the math, because i was not in highschool.
:arrow: But i would try my best to learn what is needed.

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Dillinger
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Postby Dillinger » Wed Feb 13, 2013 4:15 pm

Xtremeforex
can you shed some more light on your idea of calculating the true mean?
Last edited by Dillinger on Thu Feb 21, 2013 10:36 pm, edited 1 time in total.

xtremeforex
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Postby xtremeforex » Thu Feb 21, 2013 10:04 pm

Sorry for the delay folks,

I'm currently trying to develop a plan of action of how to make these tutorials/videos as I'm beginning to feel overwhelmed by the task from a 'production' point of view!! So I'm trying to get myself organized and allocate time, but most importantly conceptualize a structure that won't drop viewers right into a deep-end. In these topics, it's easy to automatically assume certain previous knowledge is obvious - when it isn't.

However, rest assured I will do something to make explanation easier.

Currently, I'm simultaneously helping some friends out with their business initiatives which is testing my time-management skills.

Thank God for Trading Automation! :)

JogieFX
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Postby JogieFX » Mon Feb 25, 2013 4:07 pm

xtremeforex wrote:Sorry for the delay folks,

I'm currently trying to develop a plan of action of how to make these tutorials/videos as I'm beginning to feel overwhelmed by the task from a 'production' point of view!! So I'm trying to get myself organized and allocate time, but most importantly conceptualize a structure that won't drop viewers right into a deep-end. In these topics, it's easy to automatically assume certain previous knowledge is obvious - when it isn't.

However, rest assured I will do something to make explanation easier.

Currently, I'm simultaneously helping some friends out with their business initiatives which is testing my time-management skills.

Thank God for Trading Automation! :)



Hey extreme

I already thought you gave up on us. lol
Good to hear you are still around. Im looking forward to your videos or whatever you have to present.

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speed26
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Postby speed26 » Mon Mar 18, 2013 11:44 am

Was looking forward to more interaction here as i can see tremendous potential...any thoughts if this will continue?

On a sidenote, i can see the reasoning behind 'spreading' risk across multiple independent trades as opposed to loading up 'all on one' trade.

Heres a picture of a thought of mine as im sure some form of stop loss is being implemented in a different non-conventional way (equity stop perhaps?).

Of course, my picture is pertaining to a grid of 5pt levels as opposed to dynamic adjusting entries based on market fluctuations...

Maybe this holds some strength as well...also wondering how it could one system be engineered and then 'inverted' over itself so there is 2 simultaneous systems working together (one for longs, another for shorts.).


speed26
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Another thought....

Postby speed26 » Thu Mar 21, 2013 10:17 am

Another thought i had on 'averages' revolves around the ADR of a currency pair.

High to Open Average across x months/years.
Low to Open Average across x months/years.

Maybe this could be used as an average to gauge maximum risk and multiple entries in a given direction.

For example:

ADR OH = 150pts.
ADR OL = 100pts.

With my previous picture along with ADR it could be an interesting combination since most daily movement will have swings in both direction, even though on a daily bar it looks directional.

Any thoughts on this?

speed26
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Averages

Postby speed26 » Wed Apr 03, 2013 3:20 pm

One last thing i considered with this thread is with regards to averages.

The principle discussed here is a mean-reverting approach with intrinsic stops built into the model (not common stops per se).

So i got thinking about the 'oscillations' occuring in the market and how to define the "0" value of the oscillation.

Doing this one can see the historical max/min of the oscillations - its odds, its distances (% or pips) and its average times to revert to mean.

However the natural question here is WHAT average/mean and WHY?

- Is it 'possible' to create a mean oscillator (with inbuilt statistical probabilities) around ONE currency pair alone? Im not so sure unless someone would like to discuss (seems im the only one here :roll: ).

But of course, when dealing with currencies we are dealing with PAIRS of currencies.

So im begining to wonder if the 'correct mean' required to build a statistically based oscillator depends on the other currencies in the link.

i.e. 'ala' pairs/spread trading.

Maybe then one would statistically 'know' when a currency 'pair' has truly deviated from its mean - how far - estimate time to revert - odds to revert - max/min risk/reward - etc...

Any discussions on this?

It isnt what you know - its what you DO with what you know (this being where im stuck :lol:

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Dillinger
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Postby Dillinger » Fri Apr 19, 2013 7:35 pm

These videos are a pretty good intro to neural networks
http://www.youtube.com/watch?v=966b0IgA3DA
"So pick up your skirt, grab your balls and let's make some money"

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Postby PebbleTrader » Sat Apr 20, 2013 2:52 pm

I played with a genetic algorithm many years ago. It could solve complex
math problems just by using principles of evolution...it was really fascinating
to me.

To this day, I've never been able to apply it to financial markets though. I
still keep it in the back of my mind as a potential tool, but have yet to apply it
where it would actually make sense (as in cents) :)
Life is just a journey

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