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I don't care about your emotions or if you put me on ignore. I don't want you to lose money, and using MAs the way you are is a losing course of action.

Sure, but what time is that? Tea time? MAs have to work in real time, not when you are snuggled in your jammies with a cup of cocao.

There is your logical fallacy, context does not lag, it is present in real time. If you insist on using MAs, at least use some of the newer low-lag ones, like John Ehlers zerolag. In fact, you should read up on John Ehlers work and learn how to "engineer" MAs if you are going to use them. I...

Is the red curve even a moving average? It looks too good to be true, i.e. almost zero group delay and probably more than 60dB of attenuation in the stopband frequencies. It looks like a polynomial trendline has been fitted.

That is Taleb's barbell strategy right? Take no/low risk and take enormous risk at the same time. For example, put your cash in t-bills and use the interest income to fund your high payoff strategies. btw, to be a bit quantitative for the newer folks: payoff = probability*(reward/risk)

Not about DeBeers, but for the history minded regarding diamonds: A description of (Georg) Wippern's operation is described in the report of SS-Sturmbannfuhrer Albert Franke-Gricksch on a tour of Poland with his superior Max von Herff in May 1943: "From Trawniki we traveled back to Lublin to...

That's why I like the DSP model of market behavior, because it is rooted in solid mathematic and engineering principles. Strength can be defined precisely as particular frequencies present in the price data. The detractors will claim that anything from the world of physics that is applied to...

Price movement is caused by an imbalance in liquidity. More liquidity on the asks means price will go up (and vice versa), because there are more people willing to buy at the ask than sell at the bid. Price movement is a constant process of discovering where the liquidity lies. Fundamentally, a...

The formula is actually payoff = (reward/risk)*probability

To paraphrase Frank "Lefty" Rosenthal: "Never bet on a long shot."

Yes, your portfolio variance decreases by the sqrt(N), but then again $40,000 doesn't get you a whole lot of N. Also, a lot of this portfolio theory and math goes out the window when correlation goes to 1 in a black swan event.

Sure, here is my code. If price is in column A, enter a starting number cell B1, and enter =Kalman() in cell B2. The function is called from an active cell, so you have to copy and paste the function in each cell in column B. Function kalman() As Double Static alpha As Double Dim leasterror As...

Kalman filter algorithms can be written in any programming language. Search for John Ehlers Zero Lag (well almost). You will find his paper with simple code. This lowpass filter is about the best I have come across. I would describe it as a KALMANesq filter.

For a tutorial on Kalman filtering have a look at this web site, and work through some of the examples. If you passed high school algebra, you should have no problem with the math. https://www.kalmanfilter.net/default.aspx Then for a bit more advanced viewpoint try reading this guys blog...

Potentially any of them or none of them. It really depends on your personality, philosophy of market movement, attention span, or any other number of factors in your life. btw, if you think prices evolve as a random walk, then all of technical analysis is charlatanism. However, even if you...

If you insist on using moving averages, some of the newer ones like Jurik and Zero-lag by John Ehlers are a improvement over traditional ones, but only slightly. Moving averages are just lowpass filters, and therefore the laws of physics say that the filters will have lag, otherwise known as...

It sounds like you are having an existential conversation with yourself. Good. Here are a few observations that I think can help you: 1) Nobody has any economic reason to provide you with a proven positive expectancy trading system. Do not expect one. 2) People are, however, genuinely glad to...

So the general plan is to forecast price based on historic volatility, ala: https://sixfigureinvesting.com/2018/11/predicting-price-ranges-with-historic-volatility/ and then take an options position based on current implied volatility, using something like IVRank. Set your strike(s) based on...

Not true. Noise is the residual after you subtract a signal from price. If the residual passes an Augmented Dickey-Fuller test for stationarity, then you have isolated noise. Finding a signal then becomes the imperative if you want to find noise.

I have not been satisfied with the zero-lag IIR filters. I find that they just do not have enough attenuation (ie smoothing) for my liking. I'm looking into alpha-beta/alpha-beta-gamma/Kalman filters more, but I suspect I will encounter the same issue of inadequate attenuation. One area that I...