Discussion of article "Filtering Signals Based on Statistical Data of Price Correlation"

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New article Filtering Signals Based on Statistical Data of Price Correlation is published:

Is there any correlation between the past price behavior and its future trends? Why does the price repeat today the character of its previous day movement? Can the statistics be used to forecast the price dynamics? There is an answer, and it is positive. If you have any doubt, then this article is for you. I'll tell how to create a working filter for a trading system in MQL5, revealing an interesting pattern in price changes.

Author: Тарачков Михаил

 

Hi Тарачков,

thank you for your fine article,

correct me if i am wrong....

you extracted data from the past and run the filtered expert in the same time?(both in 2010)

if this is the case with all due respect i think there is no point in this filtering. This kind of filtering proves nothing because obviously makes the results better....

I am not a fan of totally random walk market but i think you should have used one period(for example 2005) to extract the data for filtering and run your filtered expert for the next year(2006) and continue till the last year then compare it with the original expert to see if there is any correlations between the past price behavior and its future trends.


 

It´s really a interesting articel, very good.

Thank you for this writing.

 
Thank you for your article, I'll test and try to improve your idea on some of my EA's.
Thank you again !!!
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