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  1. Replies
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    Nice AI article at...

    Nice AI article at http://m.futuresmag.com/2013/02/01/breaking-new-ground-with-neural-nets
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    Svms are interesting. If you're interested in ai,...

    Svms are interesting. If you're interested in ai, then it might be worthwhile looking into deep neural networks. Also you need to think very hard about what your asking the ai to do.
    I haven't had...
  3. Thread: Bitcoin trading

    by Dr_T
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    Agreed! I did read a somewhat cynical article...

    Agreed! I did read a somewhat cynical article (unfortunately I haven't found it again!) in which the author argued that by the time an individual finally does take delivery of their ASIC miner, it...
  4. Thread: Bitcoin trading

    by Dr_T
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    Good question, perhaps on a house in Canada?...

    Good question, perhaps on a house in Canada? But, presumably that's the real point of having an exchange - to swap the bit coins for something that my local Aston Martin garage will accept...

    It's...
  5. Thread: Bitcoin trading

    by Dr_T
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    I'm inclined to agree! Reading the unofficial FAQ...

    I'm inclined to agree! Reading the unofficial FAQ also makes me wary. Nonetheless, the bit coin currency presents an interesting new entity within the context of fx. Whilst there are sure to be...
  6. Thread: Bitcoin trading

    by Dr_T
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    I've started looking at bit coins.... As if...

    I've started looking at bit coins.... As if regular FX isn't challenging enough. So, I've registered with https://icbit.se. I wonder if anyone else in the TG community has any experience with bit...
  7. Thread: Bitcoin trading

    by Dr_T
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    Bitcoin trading

    Bitcoins are apparently gaining acceptance and reached USD1000 in late 2013. So, how about algo-trading this new world?
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    Thanks for this Jim... just loaded Ray II up into...

    Thanks for this Jim... just loaded Ray II up into Eclipse and let him chew his way through the last 6 months worth of ticks. There's nothing like a 'profit/prophet with hindsight' to start the...
  9. Thread: Seasonalities

    by Dr_T
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    Thanks for the feedback Jim. Sounds like a...

    Thanks for the feedback Jim.



    Sounds like a good plan. For a bit of lunchtime amusement, I've just been watching the EURUSD during some news releases!!

    365
  10. Thread: Seasonalities

    by Dr_T
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    Analysis paralysis perhaps?

    Ok, so now I'm confused. Take a look at the colour maps below (scale and axes etc explained above). Each set shows when each day of the month (days 1-30) falls on a particular day of the week. So,...
  11. Thread: Seasonalities

    by Dr_T
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    It's something that I've thought about... but to...

    It's something that I've thought about... but to be quite honest, I didn't know where to start! I naively did a quick google for 'futures expiry dates' some time ago, hoping that something useful...
  12. Thread: Seasonalities

    by Dr_T
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    ...and for completeness, I've included the plot...

    ...and for completeness, I've included the plot for the 31st day of the month, I've even labelled the axes!

    359

    Pete
  13. Thread: Seasonalities

    by Dr_T
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    Although busy, I've found a little time to modify...

    Although busy, I've found a little time to modify code and let a computer chug through days of the month (DOM) since 2009. On each day, it computed the slope of the regression line between each hour...
  14. Thread: Seasonalities

    by Dr_T
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    Hi Frank, Thanks for posting that......

    Hi Frank,

    Thanks for posting that... interesting result. Like you say, there are some similar findings with other instruments (although my equity curves are a little more choppy!).

    Having seen...
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    You're welcome to use it however you wish!...

    You're welcome to use it however you wish!
    Cheers,
    Pete
  16. Thread: Seasonalities

    by Dr_T
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    27,647

    Hi Frank, Actually your observation is similar...

    Hi Frank,

    Actually your observation is similar to something that I've noted. I've been playing with time of day systems. Whilst testing these live, I noticed that they tended to enter a losing...
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    Has Ray's jForex twin obtained this status? What...

    Has Ray's jForex twin obtained this status? What do you think are the major contributors to backtest vs. live discrepancies?
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    I was wondering the same thing. I have...

    I was wondering the same thing.



    I have messed around with both, although I have more experience with Octave. I used to use SciLab as my main tool of choice too. However, I currently have...
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    So, I'm meant to be doing something else and this...

    So, I'm meant to be doing something else and this isn't EasyLanguage, it's Matlab (which is incidentally an 'easy language'!).

    Anyway, following my previous post and inspired by Mr Broccoli man, I...
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    Hi Frank, Thanks for posting this... you've...

    Hi Frank,

    Thanks for posting this... you've beaten me to it! Coding this has been on my list for a while, and the list continues to grow!!

    Anyway, I've been messing with Time of Day based...
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    Whilst i'm back here, I thought that I would post...

    Whilst i'm back here, I thought that I would post a few more thoughts...

    It's pretty clear from watching TOD's live account that large moves in an FX pair tend to occur around specific times of...
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    Interesting! I wonder how easy it is to port...

    Interesting! I wonder how easy it is to port existing MQL4 code to the OO version?

    Pete
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    I'd noticed that you've been absent from the...

    I'd noticed that you've been absent from the forum! Sounds like you've been having fun though.
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    Hi Jim, Good to hear from you. I'm still...

    Hi Jim,

    Good to hear from you. I'm still having a few jForex/Java issues. However, as a workaround, I've opened a live GKFX account and running TOD's MQL4 implementation. The parameters are...
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    So you can avoid the snooping if you are...

    So you can avoid the snooping if you are sufficiently wealthy? Doesn't that somewhat undermine the point of the snooping?

    On the topic of TOD... the problem seems to occur when the internet...
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