Discussion of article "Practical evaluation of the adaptive market following method"

 

New article Practical evaluation of the adaptive market following method has been published:

The main difference of the trading system proposed in the article is the use of mathematical tools for analyzing stock quotes. The system applies digital filtering and spectral estimation of discrete time series. The theoretical aspects of the strategy are described and a test Expert Advisor is created.

The calculations of the autoregressive function and power spectral density function will be carried out according to the method suggested by Victor. Those interested in details of the algorithm are advised to read this article. The result of the area spectral analysis function is an array of data, which can be represented as a graph for clarity.

Power spectral density of EURUSD

Author: Dmitriy Gizlyk

 
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