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cycles prediction
Hi,
Regarding M1 predictions see this
T2W Day Trading & Forex Forums
post 211
Cycle stabile for 12h PF 2.33 so for 720 bars. For how long your H4 cycles are stabile ? 720 bars in H4 this 120 trading days....
Regarding MTF in general. My opinion is that there is just one price which goes up or down so saying cycle goes up on H1 and down on H4 etc is very misleading because this up/down depends of indicator setting.
The statement form above applies to this. There is only one signal - price direction and different observation windows/sampling frequency - time frames. So noise from H4 can be a cycle on H1 than is this noise from H4 real
. Simple by analyzing 1m data we have more information than from H4 data. By increasing observation window we can sharpen the view but we are increasing error as well because of lower number of samples.
I believe your Goertzel system has not enough resolution and accuracy to trade lower TFs, when you go to higher TFs picture starts to look more and more like a big oscillation so PF of your system is growing.
That's true, it must be adjusted to your system and that's it.
I know this classic MTF approach but for me is not accurate enough so i'm trying to find more precise methods, actually when I trade I trade 10s/1m/5m
as every move of price you can split into small submoves and it is much more safe. Even in Fxbootcamp they enter on 1m on stoch/macd cross in direction of higher TFs of course.
Krzysztof
Well, I haven't yet. What I'm planning is to have goertzel + mesa working together to render the best spectrum in some LSE or other metric sense. But before I have to master how the two behave respect to detrending and denoising, that is my actual work.
The goertzel spectrum you enjoyed comes out of V1, less a little mistake ;-) plus a little reorganization.
It has a linear detrending, but i'm planning to put it on the bench with SSA/HP detrending/denoising like I'm doing now with MESA.Just be carefull not to get repainted spectrum
or maybe you want to
make SSA/HP casulal ??
Lyapunov
Hi,
Regarding M1 predictions see this
T2W Day Trading & Forex Forums
post 211
Cycle stabile for 12h PF 2.33 so for 720 bars. For how long your H4 cycles are stabile ? 720 bars in H4 this 120 trading days....
Regarding MTF in general. My opinion is that there is just one price which goes up or down so saying cycle goes up on H1 and down on H4 etc is very misleading because this up/down depends of indicator setting.
The statement form above applies to this. There is only one signal - price direction and different observation windows/sampling frequency - time frames. So noise from H4 can be a cycle on H1 than is this noise from H4 real
. Simple by analyzing 1m data we have more information than from H4 data. By increasing observation window we can sharpen the view but we are increasing error as well because of lower number of samples.
I believe your Goertzel system has not enough resolution and accuracy to trade lower TFs, when you go to higher TFs picture starts to look more and more like a big oscillation so PF of your system is growing.
That's true, it must be adjusted to your system and that's it.
I know this classic MTF approach but for me is not accurate enough so i'm trying to find more precise methods, actually when I trade I trade 10s/1m/5m
as every move of price you can split into small submoves and it is much more safe. Even in Fxbootcamp they enter on 1m on stoch/macd cross in direction of higher TFs of course.
KrzysztofK,
1-I don`t care about predicting the next 720 bars in H4,NOR IN M1...;)..frankly,I presume a well read guy like you may know about Lyapunov exponent and what it implies for non short term predictions ...future point leakage is usually a factor in these kind of "unclear" predictions
2-your opinion about MTF is that just one stable cycle..BUT..You use MTF in your predictions,both the H4+H1 you have shown and the 10 seconds,whatever,whatever you mentioned..and,your Mastahs at bootcamp do the mtf trick too
3-Yes,our Goertzel system is very low resolution and very bad for trading high frequency...Can you lend me a dime,Sistahhh?...so,please be so kind to use your magnificient whatsoever and show us a few nice predictions on m1...It is extremely interesting to compare what we both have done(successful predictions with H4 as basis)...with what you are saying...Why do you think J.Ehlers trades on D1?
Understand me,if you can,I would love to learn that M1 prediction is feasible,so,I just need to be shown...and I don`t understand why you don`t show it...after all,as I said before,I am just an empiricist..so,please teach this empiricist a theoretical lesson that can stand the test of time...Words are even less nutritional than spaghetti...and I like raw meat,so,show us some hardcore raw predictions in M1,and I will start to believe..until then,our Goertzel system brings meat to the table...
Trading 10s,m1,m5..just confirms my initial view on you...you are not a trader,you are possesed by Fear nd the need to control the uncontrollable....Fear and random moves at the high frequencies hurt you a lot...Now,be serious and just try to reply with the truth...What is your TP,SL,Slippage suffered and %Wins at 10 secs?Live,not demo.
As I told you before,if you realized it...If you want to predict the next 720 bars in m1...just use H4,it will just be 3 bars
...Lyapunov exponent guarantees it..or not?
Regards
Simba
K,
1-I don`t care about predicting the next 720 bars in H4,NOR IN M1...;)..frankly,I presume a well read guy like you may know about Lyapunov exponent and what it implies for non short term predictions ...future point leakage is usually a factor in these kind of "unclear" predictions
2-your opinion about MTF is that just one stable cycle..BUT..You use MTF in your predictions,both the H4+H1 you have shown and the 10 seconds,whatever,whatever you mentioned..and,your Mastahs at bootcamp do the mtf trick too
3-Yes,our Goertzel system is very low resolution and very bad for trading high frequency...Can you lend me a dime,Sistahhh?...so,please be so kind to use your magnificient whatsoever and show us a few nice predictions on m1...It is extremely interesting to compare what we both have done(successful predictions with H4 as basis)...with what you are saying...Why do you think J.Ehlers trades on D1?
Understand me,if you can,I would love to learn that M1 prediction is feasible,so,I just need to be shown...and I don`t understand why you don`t show it...after all,as I said before,I am just an empiricist..so,please teach this empiricist a theoretical lesson that can stand the test of time...Words are even less nutritional than spaghetti...and I like raw meat,so,show us some hardcore raw predictions in M1,and I will start to believe..until then,our Goertzel system brings meat to the table...
Trading 10s,m1,m5..just confirms my initial view on you...you are not a trader,you are possesed by Fear nd the need to control the uncontrollable....Fear and random moves at the high frequencies hurt you a lot...Now,be serious and just try to reply with the truth...What is your TP,SL,Slippage suffered and %Wins at 10 secs?Live,not demo.
As I told you before,if you realized it...If you want to predict the next 720 bars in m1...just use H4,it will just be 3 bars
...Lyapunov exponent guarantees it..or not?
Regards
SimbaIt was not prediction for 720 bars I said cycle was stabile for 720 bars on m1.
out of sample. Just see this link. It proves that cycles on M1 exist and they are predictable.
10s i use just to adjust precise entry --- live.
As i said H1/H4 are easy to predict with possible big error=drawndown, much more difficult to predict lower TFs and make money on lower TF. I dont like high TFs because they give very few trade opportunities, i prefer lower and have e.g. 30 opportunities within 24h.
So far you haven't shown any statistic of Goertzel system as EAs don't count
I believe due to usage of SSA. You said that you use them for finding cycles anyway.
Krzysztof
It was not prediction for 720 bars I said cycle was stabile for 720 bars on m1.
out of sample. Just see this link. It proves that cycles on M1 exist and they are predictable.
10s i use just to adjust precise entry --- live.
As i said H1/H4 are easy to predict with possible big error=drawndown, much more difficult to predict lower TFs and make money on lower TF. I dont like high TFs because they give very few trade opportunities, i prefer lower and have e.g. 30 opportunities within 24h.
So far you haven't shown any statistic of Goertzel system as EAs don't count
I believe due to usage of SSA. You said that you use them for finding cycles anyway.
KrzysztofWho told you we were going to show you G statistics?...They are like the G-Spot..some people find it,others do not...Some Art is required
...you should spend more time in Italy..for your sake 
Ciao
Who told you we were going to show you G statistics?...They are like the G-Spot..some people find it,others do not...Some Art is required
because of this
so where is the meat ??
K,
I will let Rich reply to you regarding his beautiful pics
,which,btw,seem to confirm that at H4 there is structure,but only for those that know how to look for it..while I will try to reply to your comments regarding h4,and finding optimal values..
1-You did 3 good predictions,I am not going to take into account that gbpusd didn`t go up,nor that eurusd stopped dead in its tracks and reversed,since you already explained that as a possibility,so,as I wrote before,your 3 "predictions" were good...You did those predictions using h4+h1..Now tell me,can you do any interesting prediction using m1?
2-Yes,the more bars sampled,the less error you have...WELL ONLY IF THE 2 DATASETS HAD EQUAL SIGNAL TO NOISE RATIOS PER BAR ..H4 is mostly signal,m1 is mostly noise,you are comparing pears with apples...AND,you just have enough apples at h4,so,use them...In any case I don`t care about convincing you,I just want the readers of this thread to take care,cycles below H1 have negative edge,you will lose money trading them.
3-Reality is reality,and theory is good in theory,but in practice,practice works better;)...more spaghetti for you(you lived 15 months in Italy so you must like them )A few weeks back you were obsessed with the optimal timeframe,reading CB thread,etc
..Now you are the Apostle of m1...but use H4+H1 to make your predictions..who understands you?I told you that time based the optimal timeframe is h4,all our tests with EAs show this...very simple..let`s presume best settings in h4 is 1 cycle slope from 30 to 60 periods...if we go to h1,1 cycle slope from 120 to 240 periods...it should be the same,or at least similar,isn`t it?It isn`t...or if we go to m15 it should be 1 cycle slope from 480 to 960 periods?..Again,it should be,but it isn`t...and,if you go UP to D1..from 5 to 10 days..again,it should,but it isn`t..what you will have is something like this(for the same period analyzed,let`s presume 1 January to date)and using the same cycle adapted to each timeframe...
H4=PF 5.10...H1=PF 2.30...M15=PF(0.80 to 1.61)...M5=PF (0.4 to 1.21)..D1=3.80
So,what is the optimal tf to trade?..The one that gets the best PF,Profit and %Drawdown in your tests,and ,at least with MESA and Goertzel based EAs,our tests show that the best tf is H4...Always,and second best is either D1 or H1...ALWAYS
Does this happens for all methods(Fibonacci,price action,etc)?NO...I use an israeli datamining program,WizWhy,it finds ALL patterns in the data,and I worked on pure price action patterns more than a year ago,you know extracting patterns like IF (C1>C2 & L1<L2<L3)Then BUY(Wizwhy tells you the rule`s probability and the error probability
..It is a beast)..well,I can tell you that for pure price action patterns,the best tf is D1,followed by W1.
So,the best timeframe-for your method-to trade is the one where your tests show the best results .
You know ,I am an empiricist at heart...
Your second question...regarding finding parameters,well,I think the reply is implicit in my previous words...Testing is necessary,not sufficient,because optimals do not exist in real Live trading,so,you need a "conceptual basis" that allows you to adequately frame your test results to be useful in the future..in the case of Rich,it can be,as his pics show,finding an alternate way to look at the problem to find the structure...in my case it was using MESA+SSA to find the stable cycles,then test them with EAs and confirm that they were indeed useful in practice.
Conclusion: Conceptual Frame+Extensive Tests= The Way to Go.
Regards
SimbaHi Simba ,
You said you are using WizWhy software for Fibo, price action(candles and all that) can you give more explanation,how good is it ,how do you use this software along with Metatrader?
I was thinking to go for fuzzy logic for fibo and price action.
because of this so where is the meat ??
Yes,where is your Meat?M1 meat?
..BTW,you still seem to think the world owes you anything...it doesn`t,besides a few laughs,so,show us your m1 predictions,you are the only one talking about them...So,where are them?
posting
Yes,where is your Meat?M1 meat?
Simba,
I posted the link to M1 prediction on TRADE2WIN. I also posted links to results of some strategy which i'm using. So far you didn't post anything concrete here except one completelly repainted chart !!!
I have a feeling that you have nothing to post and you simple didin't realize
that SSA was cooking your results
Anyway, your philosophy of trading is different that mine, I was just curious
of your Goertzel results to compare with my Goertzel results to which i added some more funcions....if you don't want to post I can live with it
Krzysztof