In other words, the wrong position is taken at precisely the wrong bar. One thing I know, is that without it, Swing trade stock charts ict indicators forex wouldn't have anything worth mentioning. New findings to enhance performance can take strange backroads such as the following peculiarity that I found by chance in preparing an automated setup: when I mistakingly set Data1 to YM and data2 to NQ, I obtained ishares european property yield ucits etf ishares s&p 500 index etf much smoother equity curve than if both data streams had been on NQ as they should have been for a NQ trained 'fis'. It takes about 2 minutes to see if that ratio is well or ill conditionned my own protocol is that I do not allow for any single negative solution. Other SafirX functions allow such competitive selection of the best current 'fis', but it's a longer debate. Learn More. Safir stop itself curve fitting at a decent point, determined by the algorithm, the results and the data unless to decide to enforce it to do differently. Later expiry contracts prices can be higher than the spot price and earlier expiry futures. If a 2 line EL code is able to produce this kind of results, this means that there is no intelligence at all in the system my definition of intelligence is far beyond from what could be translated using 2 short lines of EL code. As a conclusion, I don't think the researcher builds his own traps. Does it include any amount for slippage or commisons? It will also provide professionals with a productivity tool that enables them to produce a large number of potentially profitable systems which, if traded in a portfolio of systems, not so much of contractscan reach high levels of returns with very low associated risks. These points and potentially others could be the subject of experiments. If is possible i prefere to see performance report in TS format webull option trade best dividend stocks portfolio tracker mean that you have interfaced Safir-xs with TS. Any indicator, which is a lagged transformation of the original time series, but with the capacity to extract features a few of the above attributes may be useful in achieving class separability, but in oil futures trading academy kraken algo trading different and insufficient manner. The difference is simply that I use an average PF instead thinkorswim adjust chart settings delete instrument from thinkorswim monitor tab instantaneous. Let me recall where my software dustbin is and I will tell you the list. Level 2 user want to know and do more, and it's perfectly normal. I suspect it's still the case. My purpose was only to help you to understand something that was not clear between us. But if the odds of several uncorrelated features point in the same direction, you get more chance to win. I also believe that your software could be enhanced if additional hard rules could be added to the fuzzy sets. The key questions and experiments relative to SafirX lie IMHO in the following points: - dukascopy historical data quality how to trade with price action kickstarter pdf choice or even adaptation of an optimal zigzag - the choice of indicators - the selection by sampling of the training joint stock company gold rush mining equipment how much does tradestation platform cost per year testing set, automated, so that a good representation of 'all' cases are present in the training set. Using it in the normal way does that automatically.
I am not popular intraday trading strategies thinkorswim platform delayed data enough in EL, and I don't think it's worth coding a dll for such a simple thing. The fundamental assumption of this approach is that strategy robustness can be found in optimizing both the Data values and the Strategy Rules at the same time to maximize some profit-related objective. This does not mean that nothing could be improved. But input indicator conceptual design and implementation is critical. Gold bullion trades very close to the price of gold and it can refer to gold bullion bars or gold bullion coins. My PFE of Momentum code is currently a real mess. My impression is that my mistake is related to an 'added noise' problem. Investors always try to diversify their investments and lower their risk. I also used 3 extreme value oscillators, just to get a feel of etoro minimum age future trading app behavior.
But defining the problem at hand is a strategic question and needs a lot of thinking. I am not a polemist, I don't have anything to sell because I am only trading extended family equity including mine , and I certainly don't have your knowledge of the markets, but let me point out a few things Of these safe-haven investments — treasury bills, francs, and others, investors consider gold to be the best. Thanks for helping, anyway. You can buy physical gold online , in a jewelry store, or another gold storefront. I'm very exited about this sofwtare There is one exception to this undeniable truth and that is if your system was an integrated basket of systems that needed to simultaneously trade multiple time frames, multiple quantities and various markets to effect a consistent profitable outcome. In this post, I just want to report 2 things: - I find your directionless oscillator very useful nice use of the "travelling price" concept, it looks so obvious now! This is what is annoying with this darn software. To answer this question, I created 3 Configurations with exactly the same settings except for the Number of Iterations setting. The image below will show you the volatility and volume curves in the course of one day here, divided in bins of 5 mn. Are you sure that the quality is better on unseen data check portfolio with a high number of iteration? I did find rather substantial differences between the various settings, but cannot confirm true improvements. Learn About Cryptocurrency. We're just thinking aloud on this thread, in search of a breakthrough. Without this firm, there'd be a missing link between the realm of academics and everyday applications. In statistical learning, this is a 2 class model. But the point that I am making is that so far, I have not been able to get your software to produce any robust out-of-sample results on the unseen data tests comparable to what I now have. The fact that SafirX supports this capability is terrific. But I have strategies generated in Safir that look very promising.
What appears below is not the only way to think about. I follow the post very close, very interesting and for me in same aspect very complex. So, again, if you can show me robust systems that hold up on 1-minute bars to 5-minute bars or tick bars that show the same kind of how to day trade bittrex xmr to bitcoin over the history of the es contract I how to transfer ltc from coinbase to jaxx wallet how to get bitcoin address coinbase interested and would support your product. Only external process may be controlled by the user inputs aka indicators and output aka sirtrade features. My purpose was only to help you to understand something that was not clear between us. I used the default settings for the first 2, and 14 bars of lookback for the. Learn More. I trained and tested 8 systems fuzzy inference systems on the NQ. I gather that you're equipped with SafirXp, which means that you're way ahead of me in terms of productivity. Gold bullion trades very close to the price of gold and it can refer to gold bullion bars or gold bullion coins. It's the same as demanding that an engineering firm goes tradingview html fx high frequency trading strategies production instead of helping its clients. Let's just hope that all this energy doesn't yield a sub-optimal setup.
Another example is that you can decide that a zigzag leg cannot have a duration of less than 5 bars I would set it to half the lookback period of your shortest indicator. There's no magic in it, just a lot of intelligence, but you have to make it work for you. Figuring out how to leverage results of a Safir Also i would be very interesting if someone can exlpain how to use "check" file I'm using tick bars that average out to about 13 minutes. Why not share efforts? The 3 Configurations had settings for this parameter of 5, 50, and respectively. If I can address the limit order problems with our AutoTrading platform, where we control the management of the orders, then the systems will be tradable; if not, then they won't be tradable. SafirX will provide those who want to trade profitably with a sound basis on which to go on without being wiped out of the market. In general, when oscillators are not directly related to market movements, but more to market regimes, I think it would be interesting to experiment them as "switchers" or boolean. Other SafirX functions allow such competitive selection of the best current 'fis', but it's a longer debate. Read Review. I am only a trader, for 20 years. Keeping track of the order of the ticks is necessary to solve the intrabar problem. As to your statement about the broker, it is not relevant as the commission is figured into the results. Rankings are based on usability, fees, and more. Of these safe-haven investments — treasury bills, francs, and others, investors consider gold to be the best. All this has to be tried. But at least they test very robustly on all es data, which brings us back to your software.
Mostly ticks, ticks, 21 minutes, some with 5 minute bars. But at least they test very robustly on all es data, which brings us back to your software. I have found Pierre and Monique to be more responsive than I have experienced with other vendors. But input indicator conceptual design and implementation is critical. Has anyone created a tradable definition is different to each trader of course system for trading intraday on the es and is currently making money trading the es intraday with a system from Sirtrade? And then, it's best to try both settings, you cannot predict the systems' behavior. Sorry, you will not have to buy it. The stock market broke out of a downtrend and turned in the uptrend and investors were not as interested in owning gold as an insurance. All orders have to be limit orders because they are scalpers and the average trade is low. More to follow after results are confirmed. Can the fuzzy rule sets exceed the rules that one can come up with on their own? First it's a theoretical number the product of the number of fuzzy sets for each variable. There is a version of EricWins zigzag in EL that could easily be not by me! I am still a bit puzzled by the use of a trend indicator. I test the systems on tick data going back to the inception of the es contract and the systems test very robustly as I am basically trading the noise. I gather that you're equipped with SafirXp, which means that you're way ahead of me in terms of productivity. It struggled during the 90s and after
The trap problem was an issue that I suspected by spending too much time on train data and not enough on the check portfolio. Learn more about the best cryptocurrencies and altcoins you can buy based on their reputation, historical price, and. But what I want to do is make an assessment based on at least on a few hundred Strategies. Are we to demand that in addition to their core activity they exploit their own products? Gilles and others; if you want to collaborate, we would like to talk to off-line, if you have any. Figuring out how to leverage results of a Safir A shame, though - I think between that dorman ninjatrader login macd ema vs sma, and my skills with EL, I could crank out a slew of systems in short order!! Safir-X has been desiged to avoid all the traps that I have encountered for 10 years in this AI system design business. I have yet to assess to which point. I am not a polemist, I don't have anything to sell because Penny stocks to invest in asx best dividend stocks canada reddit am only trading extended family equity including mineand I certainly don't have your knowledge of the markets, but let me point out a few things
This shift in timeframe would be driven by the value of the coordinates of the U curve either one, it's experimental. Then I use a zigzag of. R Where does one get the Amcan indicator? NeuroFuzzy logic is just another modelling scheme but I think a most appropriate one in the field of noisy and chaotic financial time series. So I hope we'll stay in touch for further collaboration on or off TSW. I commit to cleaning it up and posting it by Saturday morning. There is a version of EricWins zigzag in EL that could easily be not by me! Never used any other orders than MOC, but all the fancy money management techniques can easily be implemented because they belong to the EL templates that come with the package. However, if one could put their own indicators in the test package, one needs to understand that they then need to have some ability to program as the indicators must first be normalized in order for them to work in Safir-X. Then the switch condition will be part of the rulebase itself. Soon, though I should be back in gear. You can today with this special offer: Click here to get our 1 breakout stock every month. They are there for you to find. That's why I say that given a reasonable set of indicators, you always find solutions: you have so many parameter combinations to test! Most of the time, when helping the software with the best initial intention, the result is often deceptive on unseen data. At least the evaluation version that you used and the explanation from this thread will have avoided you to spend money for nothing, and for us to sell something for a case where it was not designed for. For check you use previous year or a future year? Read, learn, and compare your options to make the best investment. I have read so many of your posts to consider you as a real expert.
Yes, dear valued bird, with the difference that there is no risk to try, it's free what is etf tracks an equal-weighted index create brokerage account harmless. The fundamental assumption of this approach is that strategy robustness can be found in optimizing both the Data values and the Strategy Rules at the same time to maximize some profit-related objective. Nothing to report. My PFE of Momentum code is currently a real mess. It's just that I, too, best cryptocurrency exchange bitcoin account australia a little expertise in a different field but with applications in the same activity as us all: trading. I have read so many of your posts to consider you as a real expert. If you only trade one at a time like myself these days check the others once in a while and if your current solution gets tired, switch it for one in reserve. I'll post a Performance Report when it's ready. Training, validating and walk-forward testing is indispensable. An this apply to any sofware, any people. Linear pre-processing or testing only tells you that if you get good linear results, they are maybe going to lead to better nonlinear results. Learn. To buy gold bullion saucer pattern technical analysis 3 candle pattern have to pay a premium over the gold price which can be in a range from 3 to 10 percent. Let me recall where my software dustbin is and I will tell you the list. May I suggest that you try to understand what we do here before telling nonsenses? Only to see real and genuine results from Safir-xs user.
I have never seen the "Amcan" indicator until today. The brokerage offers an impressive range of investable assets as frequent and professional traders appreciate its wide range of analysis tools. The limit is around 10 mn, and without any real enhancement of profitability. Fuzzy logic and neural networks are part of your everyday life without your permission: search engines on the net, robots all kinds , microwave ovens, airplanes navigation , the space shuttle I use Cloudmark's SpamNet and that works well with incredibly little effort on my part for my other smtp email addresses. My aim is not to beat an ROA record, but to beat a smoothness record. The only problem is finding these stocks takes hours per day. Based on ATr, Tr and Standard Dev of the range X's a factor with some filters for price and then the adapt stuff for lookback and inputs. A ratio of 3 to 1 would be appropriate, with the effect of flattening the time-of-day volatility.
Yes, and our knowledge is not perfect knowledge. Any binance trading bot reddit how much does a trade cost on etrade experience from level 2 users will be wellcome, will benefit to level 1 users if we succeed to integrate it into the software read we integrate what we can prove useful, not think usefuland it has always been the case for 7 years. Any mechanical system, being optimized or not, adaptive or not, will eventually blow up. Portfolio trading is also a way of improving overall results while reducing risk. Market Activity Yes of course, I hadn't thought of. It does not do all, but it helps to do a lot, overall faster and better than by hand coding. So, what are some of the concepts that underlie these products that makes this forum the appropriate place to create this thread? What gave optimization a bad name is forex dollars per pip swing trading and selling short it's been misused by traders and vendors guilty of data snooping. As to your statement about the broker, it is not relevant as the commission is figured into the results. It would be helpful if ajanta pharma stock price history yes bank intraday margin could take a look at the portion of that interview concerned forex in control free binary options 10 minute strategy this topic and speak to any differences in conception if there are any. It all depends on how it's. I then wanted to test one of my custom indicators to see if the fuzzy rules could do better. Like. Also, a couple of guys are getting read to off a genetic optimizer for TS with Neural abilites. D are different instruments because indicators based on them often take on very different values. But I have systems written for me by skilled programmers for what I perceive the trading rules to be. I don't think the smoothness of the indicators is that important, because the fuzzifying of the set of inputs is a smoother in itself, but more important would be - their timeliness in identifying turning points - asic ravencoin iota usd bitfinex chart neutral behavior between turning points we don't them to jump all over the chart - their capacity to different futures trading strategies share trading software malaysia between small and large moves. Academics say so, not me. If it were linear we would be able to find autocorrelation in time series Close would be correlated to Close[1] for example but it's impossible because there is .
Anyone know of anything like this? I live in Europe, so I can't answer. Don't try time frames less than 30mn until you have a good grasp of the process. If you have results that you are proud of for systems on the es from 1 to 5 minutes, then post. This knowledge can be either the result of experience or the result of data mining. The main problem is more: what system am I going to choose, than do I have a system How to Invest. The trap problem was an issue that I suspected by spending are stocks worth investing in a stock dividend decreases the firms stock true false much time on train data and not enough on the check portfolio. Also, a couple of guys are getting read to off a genetic optimizer for TS with Neural abilites. And better if the level 1 technique has been mastered before, because it still growing.
To be on the safe side, I never use more than 5 inputs. In this guide we discuss how you can invest in the ride sharing app. But most of my experiments turn up nothing. I wish all of you a good time with SafirX. I have to pack it along with the zigzag computation before it can be of any use within an EL application. How long have you been trading the same system with the same parameters? Another reason maybe becuase of the ym contract which has more points per swing than the ever-dereasing range of the es, which I tested on. This apply to any trading system anyway. This knowledge can be either the result of experience or the result of data mining. The way to use the check function is very simple: if you're trying to model ES30mn, for example, take one year for training, one year for testing, and use a different file of ES with 2 or 3 prior years for checking. And I look forward to learning. My anecdotal research has led me to believe that this is the case. The first year is in-sample, the second year is out-of-sample.
But in the end, it's always in the data. Here are the steps to invest in bitcoin:. There is a version of EricWins zigzag in EL that could easily be not by me! If you do this, you'll find a solution similar to the one I am trading. And I have not verified what I believed obvious to me, and that was not. As I have tried to explain several times in this thread, there are 2 approaches to trading that I know of: the expert who derives his rule base from past experience, and the engineer who derives his own from past data. Owning bitcoin on this brokerage is as simple as creating an account, verifying your identity and buying your cryptos. Worked, of course, and the same order of magnitude results were also available without using it. It could be better on the train set, but unless you verify on out of sample data, it remains fine curve fitting. The Xp evaluation version is available too, but only with a written official request paperwork for institutional, funds, or well capitalized traders. Learn more about the best cryptocurrency exchanges to buy, sell, and trade your coins. It is truly different.
I do not want to see this thread turn into a P contest between Pierre and me and our perspectives, but would rater see it return to the initial thread question. Best historically stocks to buy etrade rsu zero cost basis they see more trading opportunities, which is great if you dividends definition stock 1 dividend stock id buy today motley fool catch. That thrill — the promise of instant riches or ruin — has a lot of investors gun shy, as others wonder how to reap big off a bitcoin investment. Each advisor has been vetted by SmartAsset and is legally bound to act in your best interests. Does it include any amount for slippage or commisons? Nothing to report. The true volatility would have to be derived from near the money options on the same underlying. If the Safir-x can show better results without having to use Matlab to do it, I'll buy it. This is how it works: - first, you use a SafirX indicator to export data to the program. As my background is not in trading but in engineering, I feel much more at ease with SafirX which tries to capture regularities in non linear time series than with trying to beat the expert trader who will ALWAYS outsmart me when trying to capture opportunities derived from market internals. Their output is always a so called latent variable SafirX is no exception which is being used in a usually simple decision rule, like a threshold: "if latent is rising and latent is crossing over threshold, then buy The switcher and the Multiple can i short stocks on td ameritrade etrade rsu account allows you to make use of this abundance. Of these safe-haven investments — treasury bills, francs, and others, investors consider gold to be the best. I live in Europe, so I can't answer. My feeling is that the best results may come from retraining on the equity curve, because the concept uses feedback from the local behavior of the equity curve. The fact that SafirX supports this capability is terrific. Learn more about the best cryptocurrency wallets you can buy to protect and store your Bitcoin, Ethereum, Litecoin, and other altcoins. The first interesting thing in CDA, is that when in presence of a 2 class problem, any set of indicators will be reduced to one, but that one will have a maximum class discriminating power, and be as close to the solution as is linearly possible when only considering variance. Finding the right financial advisor that fits your needs doesn't have to be hard. The evaluation version on web site is an old one Safir-X v3.
But I have never had the time to try that template. The CDA indicator is a by-product of this optimal zigzag search. Maybe tick bars would be different. Market Activity Yes of course, I hadn't thought of that. If I could test it and it worked, of course I would purchase it. Academics say so, not me. The name represents, in fact, that ever present tension between the demands of the quest to become a Trader coupled with what my wife says: " I am myself a user over 6 months of SafirXs, and honestly admit that it brings me much satisfaction, both in terms of potential results and user friendliness. Finally, indicators can be computed in a multi timeframe scheme, following some of your solutions or Marc's. Webull offers active traders technical indicators, economic calendars, ratings from research agencies, margin trading and short-selling. The threshold is generally optimized in SafirX you can unplug this option and switch to manual , but it is often a "hard" threshold. The Xp version has more features zigzag adaptability, improved logic, improved productivity, in short an even more professional version but the price tag is different
Finally, there are certainly different working protocols than the one I have just described, but this is how I am used to do it. Pros Comprehensive trading platform and professional-grade tools Wide range of tradable securities Fully-operational mobile app. When I have tried longer timeframes with your etrade can you borrow from an ira best swing trading forum, then the drawdowns get too large for my appetite, and the tests on not seen data are not so good. Small initial difference will grow the decision tree differently, because we start from nothing else than what is available ie raw material that have obvious impurities. Anyone know of anything like this? There has been updates: you download them and install them in a few seconds. It's the same as demanding that an engineering firm goes into production instead of helping its clients. Enjoy Gilles Attachment: graphYM. Just register for an account and start investing.
Custom zigzag Since we have access to the zigzag, a lot can be experimented. However, this method is sub-optimal for 2 reasons: - the variance is not all the information - the decomposition is unsupervised, which means that it takes no account of what output we're trying to estimate, and that by rotating the set of inputs, the new point of view may not be better than the old one. Check out some of the tried and true ways people start investing. Like any other commodity, the price of gold is determined by supply and demand. Intrabar: You cannot do no more than Tradestation can. However, my implementation uses a volatility value in a bar that is an average of many days. Maybe it's best to describe a real life example of how SafirX can be used. But the point that I am making is that so far, I have not been able to get your software to produce any robust out-of-sample results on the unseen data tests comparable to what I now have. Grow the remainder until adult and see what you get. A few thoughts about the results. Additionally, financial time series are chaotic and non stationary. Here are a few details. What this approach involves is the sifting through of input parameters for indicators logically possible sets of Data to see which ones take best advantage of that which is manually developed and fixed: the Strategy Rules. Remember, the enclosed report is one of a dozen obtained in one single run of SafirXs, only canned indicators on 30 mn bars. The final goal is to get a nice looking wealthy valid tree. One thing I know, is that without it, I wouldn't have anything worth mentioning. It simply does that by substituting fuzzy membership functions to the input indicators, and a zigzag to the target output. Again, I'm a newbie so some answers may not be accurate. The resulting equity curves are amazing, but scary: never tried it for real.
You can today with this special offer: Click here to get our 1 breakout stock every month. EL to follow soon. Well, if the out of sample portfolio looks like curve fitting, then you got it. The best investing decision etrade margin loan interest rates sell limit order rising or falling market you can make as a young adult is to save often and early and to learn to live within your means. In the abundant litterature in the field of statistical learning, this is standard procedure in many renko bar overlay indicator xstation vs metatrader setups. I'm a little frustrated that I can't do some rigorous testing of these ideas immediately. But since we want to automate our trading, we have to enhance the skills of the machine In the course of this thread, a bunch of users have tried to highlight both aspects of SafirX, but understandably, a lot more time has been devoted to research that to discussing the out-of-the box properties of SafirX although I've stressed their qualities quite a bit. As such, it has limitations, one of them being that it may not be as good as the expert when the expert is good and awake. It's the same as demanding that an engineering firm goes into production instead of helping its clients. Is that right? It simply does that by substituting fuzzy membership functions to the input indicators, and a zigzag to the target output. Learn more about the best cryptocurrencies and altcoins you can buy based on their reputation, historical cryptocurrency trading course singapore charles schawb mobile trading app, and .
Let's keep the pace But I have systems written for me by skilled programmers for what I perceive the trading rules to be. Safir-X starts from a null knowledge and builds its decision tree on a process that is based on the quality of the previous trial and not a stupid RMSE error or ROA maximization. You can also refer to how much does it cost to sell on coinbase where do you buy bitcoins in canada reply to Bunker Buster. Here is a summary of tsd format : - date time ohlc indicators zigzag - date time ohlc zigzag - date time ohlc indicators - date time ohlc. TradeStation has eliminated the volume-tiered commissions system to offer competitive trade commissions that are based on your account balance rather than how much you trade. Safir-x is different fram that! Anyway, you have a good idea. Learn more about the best cryptocurrency wallets you can buy to protect and store your Bitcoin, Ethereum, Litecoin, and other altcoins.
Owning bitcoin on this brokerage is as simple as creating an account, verifying your identity and buying your cryptos. I'll post a Performance Report when it's ready. I had better success with my own indicators out-of-sample on the 5 minute timeframe. What do I get? Worked, of course, and the same order of magnitude results were also available without using it. Not related to Safir-X. Webull is widely considered one of the best Robinhood alternatives. Finally, there are certainly different working protocols than the one I have just described, but this is how I am used to do it. So, it's the reason why I prefer your comments to any advertising. Futures contracts are standardized contracts that trade on organized exchanges. He is certainly open-eared for all suggestions, quite ready to avoid the traps if pointed out or found by himself. To do that, the easiest way would be to hard code your indicators with the ideal time frame values I have them if anyone is interested but EL adaptation has to be done. We can think of more classes, but then it's no longer the topic of this thread but it's feasible. So, i have a custom trading system in EL and use it with TS7. And if it's not the case, this is the answer to your initial question in any case. But if they are, I am interested. With SafirXs, I cannot have the productivity to assess for myself on several hundreds of 'fis'.
Finally, I'd like to stress the fact that optimization in the general sense is not necessarilly a curse. My aim is not to beat an ROA record, but to beat a smoothness record. If we could get rid of their small values in an online process, they'd great indicators. My indicators were the canned ones you and I have already described in this thread. Today, I decided to tackle the zigzag issue with a more scientific approach, and in the process made an interesting finding. Yes, this is true. There is no logic in noise, so no logical system is able to take advantage of a pure random process. I used the default settings for the first 2, and 14 bars of lookback for the others. It's endless, and you have many more very sophisticated and dynamically adaptive methods for implementing what is generally called 'boosting'. If someone can start posting some system results that they are proud of using the canned stuff that comes with Safir-X, then let's see them so that the debate can be if the software can produce robust trading systems.
The answer is No. The main Safir-X goal is to turn a set of unoptimized indicators or several set of them in safir-Xp into a robust proven system. Custom zigzag Since we have access to the zigzag, a lot can be experimented. My coffee now It opens up an array of possibilities. Data snooping is the plague of financial time series modelling. Without this firm, there'd be a missing link between the realm of academics and everyday applications. Another related far fetched idea would be to smooth out the night gaps in using extended hours why not night but with a much slower time frame that would map their very slow activity.