Binary options - any pros at all?

[Atikon]

Nope. I'm a simple guy and adaptive envelopes is what made sense to my rudimentary mind, and given that this system seems to be working better than just about anything else I've seen anyone else use, and doing better each day now as I get more accustomed to using it, I have absolutely zero motivation to pursue anything else.

Is your approach based on Benoit Mandelbrot?

 

[expiated]

...but how do you formulate a mathematical fractal model...

I have absolutely no idea. The concepts of fractal market analysis and cycle theory seemed to apply to what I was doing after I was already doing it, but played absolutely no part in how I came up with the system.

 

[expiated]

Is your approach based on Benoit Mandelbrot?

I doubt I could even begin to comprehend anything written by Benoit Madelbrot. My approach is based on ordinary observations and adaptive price range envelopes in multiple time frames. It's pretty much as simple as that.

 

[ironchef]

Nope. I'm a simple guy and adaptive envelopes is what made sense to my rudimentary mind, and given that this system seems to be working better than just about anything else I've seen anyone else use, and doing better each day now as I get more accustomed to using it, I have absolutely zero motivation to pursue anything else.

You are too modest. I don't know of any software codes that can do enveloping like yours.

 

[expiated]

I don't know of any software codes that can do enveloping like yours.

Here is one...

Here is a second from tradingview...

And this third one is from m.futuresmag - The Adaptive Price Zone by Jean Folger, October 31, 2015

 

[ph1l]

Thanks for the reference. Oddly Lei Hong wrote that paper and apparently disappeared off the face of the earth at least from an academic perspective (https://www.researchgate.net/scientific-contributions/2065255981_Lei_Hong) and he hasn't responded to my email, so I wonder what happened to him.

Here is a link to a paper coauthored by Lei Hong that's a little newer but not relevant to signal processing or trading.
http://www.dpi-proceedings.com/index.php/dteees/article/download/28976/27993

What I like about the concept of empirical mode decomposition is the intrinsic mode functions and residual (summed together equal the original signal) look easier to analyze than the original signal.

For example from https://www.math.sk/mpm/wp-content/uploads/2017/10/krakovsky.pdf,

Since the intrinsic mode functions oscillate around a zero mean, it might be possible to extrapolate some of the lower-frequency ones and add those to an extrapolated residual to predict future direction. I've been working on some code (perl and C++) to try this idea.

 

[ironchef]

Here is one...
View attachment 235529

Here is a second from tradingview...
View attachment 235530
View attachment 235531

And this third one is from m.futuresmag - The Adaptive Price Zone by Jean Folger, October 31, 2015
View attachment 235532

Thank you.

They remind me of Bollinger bands. So, I can approximate the waves with Bollinger bands of different timeframes.

 

[userque]

Thank you.

They remind me of Bollinger bands. So, I can approximate the waves with Bollinger bands of different timeframes.

Keltner bands would be a better approximation.

 

[expiated]

They remind me of Bollinger bands. So, I can approximate the waves with Bollinger bands of different timeframes.

Here are three images from April of last year when I compared two APZ indicators to my own adaptive price range envelopes in entries I posted to a thread on Dochian Channels, where I also notice the similarity to Billinger bands, but did not like that aspect of the first envelope. However, I think the second APZ might be better than mine (though I'm not sure about that because I never adopted its use)...

 

[Sig]

Here is a link to a paper coauthored by Lei Hong that's a little newer but not relevant to signal processing or trading.
http://www.dpi-proceedings.com/index.php/dteees/article/download/28976/27993
View attachment 235551


What I like about the concept of empirical mode decomposition is the intrinsic mode functions and residual (summed together equal the original signal) look easier to analyze than the original signal.

For example from https://www.math.sk/mpm/wp-content/uploads/2017/10/krakovsky.pdf,
View attachment 235552

Since the intrinsic mode functions oscillate around a zero mean, it might be possible to extrapolate some of the lower-frequency ones and add those to an extrapolated residual to predict future direction. I've been working on some code (perl and C++) to try this idea.

Thanks. I wonder if they're being restricted from replying to Americans with all the hostility now. Heck their emails might be filtered so they don't even receive emails from us.