Expert Advisors

 

A little bit of theory. The Price graph is time series from mathematic perspective. While analyzing the time series it is possible to determine the parts where the process is clause to quasi-stationary one and it means that it is possible to apply the analysis methods which are also applicable to quasi-stationary processes and to make a prognosis of the time series behavior in the future. Lets determine the sample of time series which can be considered as quasi-stationary and make a spectral analysis on it. We can get the spikes on the spectrogram – the significant periods on bars. We consider these periods to be the results of the certain investors groups activity. Let determine the cycles on the time series which is prognozable. On the basis of it we have built the trading system which signals about the beginning of the trend – the moment when the direction of all cycles is the same.The expert development became possible as a result of the fast low-frequency filter developmen

 

The figure shows the following peaks: 93, 63, 45.5, 34, 24, 19, 16, 12, 5 bars (days).

We believe that the primary GBP/USD cycle has a period of 93 trade days.1/2 of the primary cycle - 45,5 trade days1/3 of the primary cycle - 34 trade days1/4 of the primary cycle - 24 trade day1/6 of the primary cycle - 16 trade days etc.

Let's go over some real trade examples that will show you what I mean in terms of how accurate and profitable the system can be.

Trade example: GBP/USD - Entry level: 1.9884(2007.06.20 00:07) Exit 2.0115 (2007.07.06 00:00)

 

which ea is the best?

 

This is what makes me to worry about the systems like this:

"We believe that the primary GBP/USD cycle has a period of 93 trade days"

Why we BELIEVE?

why not 92 or 65 days or any other number?

 

Your some points are really helpful . Many things i never knew before thanks for sharing this valuable stuff I am little bit confuse about these two systems can you please elaborate your article so that i can understand it.

Reason: