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Old 10-13-2007, 07:03 PM
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robertinno robertinno is offline
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e-Digital Expert Advisor

New e-Digital Expert Advisor for your attention.

Metatrader 4 Experts Advisors

This Expert Advisor is adjusted to work on the Timeframe: H4, currency GBP/USD, Timeframe: D1 currency EUR/USD

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 development.

We plan to adjust the expert for the main currencies and get the portfolio build on digital filtration.

Strategy Tester Report GBP/USD* (2006.11.12 - 2007.10.12) Strategy Tester: e-Digital
Strategy Tester Report EUR/USD * (2006.04.20 - 2007.10.15) Strategy Tester: e-Digital

Last edited by robertinno; 10-16-2007 at 03:28 AM.
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