Recent content by laurentb

I totally agree with above statements. Emintrader has the full right not to disclose his system, in fact you should be graceful for what he has posted so far. Although I agree if he wishes to use airy terms as ´behavioural analysis´, he could elaborate more on the principles/data he uses, of...

The real problems with this system will start when the markets go really volatile...hitting stoplosses and triggering random trades.

I don't want to spoil the party here, since I think you're system is actually very good. There is also always the potential to improve a system by for example using principal component analysis vectors instead of the time series data. So these are just preliminary results. Only point I do...

System works also very well in a daytrade setting, you divide the day in virtual 'days or dayparts' and use smaller L5 equivalent values...

I think optimization is not a bad thing at all, of course you'll have to test it out-of-sample using a walk forward tests. With optimization you can make every rule work in the backtest, I know that all to well... With the neural nets I try to find a rule and parameters that predicts the L5...

I can't comment on the behavioural analysis part, but I doubt it's possible to properly backtest using human derived parameters. Since you'll have to use some kind of human benchmark for human sentiment or human actions on price action, which cannot be automated easily. You state that...

Very nice research trend! That must have kept you busy for quite some time:) "you can see the three day ATR gives almost similar results as L5" The ATR almost generates double the profit....have you tried optimizing the parameters for the large timeframe? I am trading the system for real...

Hi Emintrader, Behavorial analysis seems very interesting. Very surprising is the fact that using the range variables I seem to get often values close to yours. Only on some occasions the difference is substantial. Coincidence I think. Of course those occasions can make the difference between...

Hi Emintrader! I must say I am very impressed by the signals you have given so far. The system works very well. However the real power of the system is not in the L5 values. They are mostly around 2-3% values, with not a lot of variance. I have found out that using the 3-day average true...