Recent content by Darklingg

I think you're on a good way to finding your Schumachers. ;) I believe there are unexploited edges in your research. I've tried reproducing some of your indicators (in a more simple way, certainly missing many of the subtleties) and they definitely exhibit correlation with future price moves...

Here is AAPL today with IA-inspired indicators. The first one measures order cancel rate on ask vs bid side. The second one measures ask vs bid ratio with a stiff spline applied (it represents the sentiment of higher frequency traders). And the third one is an average of the first two. The...

That is quite impressive. I can't reach those kind of numbers at that timeframe. I find it very interesting that the intuition-based trading also gives good results in the Forex markets. I see your IA system as speedometers in cars. With your IA you're giving us a way to assess what's...

Your explanation of new behavioral pattern is very interesting. I need to think more about that. Of course, with increasingly shorter holding times you need increasingly better trades (since spread/commissions are eating a relatively bigger chunk of profit). Can you estimate what % of your...

Hello MAESTRO, To tie Intuition Amplifiers back to trading, would you say they help identify ineficient behaviour in market participants (i.e. "price going too far to fast") and therefore trading opportunities? I've also researched similar approaches based on flocking behaviour...

Hi, I have a portfolio I use for myself. I want to start selling it. What are my options concerning structures? Portfolio characteristics: -long only -no leverage -monthly rebalance -no need for public offering (but nice to have) Options: 1. Selling monthly rebalance signals...

Increments of Uncorrelated Time Series Can Be Predicted With a Universal 75% Probability of Success, D. Sornette: http://arxiv.org/abs/cond-mat/0001324

Alright. So how can I estimate tomorrow's most likely total range based on Kaufman ER up to today?

What do you mean by "day's total range"? How would it work with it instead of the absolute net change?

How do the kaufman efficiency ratio and volatility fit together? Kaufman ER = [cl(today) - cl(n days ago)] / [mean(ATR(n days))] For instance how can I compute tomorrow's most likely absolute range (i.e abs[cl(tomorrow) - cl(today)]) knowing kaufman ER up to now? I assume that I know...

Hello! :) I need to send EUR/USD orders (several per day) with a maximum cost of 2pips per rt (on average). By cost I mean commission + spread + slippage. Is that even possible? How could I achieve it? Thanks.

Why not? It is precisely because returns are outcome of random variables that we see trends and channels.