As there is a battle for the lowest latency is there something that is missing in the whole picture?That is because when the competition arises in this level the predictive horizon would in theory diminish its effectiveness.
27.07.2011 г.
Optimum predictive horizon for trading ForeX
Does it exist such thing? Are we outpaced by the super fast High Frequency algorithmic trading machines?
26.07.2011 г.
Fractal Wave PM
All the ideas come from the book Volatility illuminated. You can check the site of Mark Whistler
Here are the links:
Here is a link for this indicator.
19.07.2011 г.
Fractal Wave PM
I want to show the use of one very interesting indicator mod, that was done by a friend of mine.
This is a major upgrade. It is all about the book "Volatility Illuminated" by Mark Whistler.
The indicator uses the code that is given at the end of the book, but instead to use a Moving average in the calculations of the volatility we use a Fractal adaptive moving average. This is thanks to the work of Jean - Philippe Potton.
I think this mod is available on Forex TSD in my thread about the Digital ASCTrend but if you cannot find it I could upload it. You need to install the fractal moving average FRAMA v2 in order to work.
How we read that?
It is actually very simple. We have two volatilities. Short term volatility and a longer term volatility.
The border line is the level 0.50. If it is above 0.5 we have a good volatility. If it is below 0.5 we have low volatility.
The best signal is when both of them are below 0.5 and the go up together. You can see that that the short term volatility gives some really nice spots when you can enter into an established trend.
What really I like with the mod is that the longer term volatility is much more reactive and that is due to its fractal adaptation.
Bear in mind that this is not a directional indicator.
That is all by now. I will keep it updated.
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