Search results

Average win/loss (over 132 trades) gives you some indication but it is not enough data to draw conclusions. To make any statistic calculations you need to made some assumptions about profit distribution. Mathematical statistics works best with normal distribution and trading returns hardly...

I tried Neural Networks in trading and it works reasonably well. However I was getting best results when I trained NN on a particular currency pair and particular timeframe. I was using EURUSD 15 minutes timeframe. The NN works for a while and then its performance deteriorate. So I have to...

Have anybody tried employing K-Means clustering algorithm for trading? Here is my idea: 1. First build features vector from your price data and indicators. 2. Run K-Means algorithm and group your data into several groups 3. Then observe what was happening after each group and calculate...