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You can compare the distribution of EUR/USD with flipping a coin and you can see that there are differences between them to be exploited, in the following chart in the x axis you can see the amount of hours the prices or the random values have been raising (or falling in the case of negative...

I have been busy with studies and work the last weeks. I have added to my script a filter that measures volatility. I could have used ATR but for some reason I found Alligator interesting so here it is the script and the results, the language used is lite-c from the Zorro platform: function...

You are right, I expressed myself wrong there. Instead of 'parameterless' I should have said a parameter that can readapt to the market by retraining the strategy. By lowpass I meant lowpass filters http://en.wikipedia.org/wiki/Low-pass_filter which, applied to the price series supress high...

Of course if the Efficient Market Hyphotesis is assumed, there's no point in trading forex. However it has been proved that there are market inefficiencies to be exploited

Yes I have already looked at the work of John Ehlers, in particular his approach of the market being in either cycle mode or trend mode, I have found the Sinewave indicator useful for trading cycles but I didn't find it useful his methods for trading trending markets, for instance MAMA.

Thanks for your reply dom. I use walk forward optimization and plan to retrain from time to time but market conditions can vary more than the parameter range established for the optimizer. There has to be some parameterless indicator of market conditions, maybe volatility but it is derived from...

Hi, I have been programming some eas with lowpass that catch for instance trends of 2 month length or 1 month length. But I found that strategies that succeed in backtests for instance in 2009-2014 fail miserably in 2002-2008. Is there a way to adapt the moving average period to the market...