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I would like to open a new thread exploring time based pattern analysis.
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Starting from this base it should be interesting sharing results of investigation
on other currency pair, using other trend detection signals, using other time frames and so on.
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Giampiero, your article suggests an interesting concept that is very well worth exploring. Firstly, time based trend detection is a very viable paradigm. What I like about the idea you put forth in your article is the overall pluggable management of the whole process relating to time based analysis. This basic shell seems like a perfect container to insert a time based trend detection model which can have two parameters... entry time(X) and exit time(Y). Exit time... (TP) can also be an indicative guide which can optionally be replaced by a price % run adjustable setting per unit time which is in turn determined by the pair's volatility expectation; again, determined by the original distance between time X and time Y. In terms of risk management (stop level, etc), the key is still with the detection model's ability to select optimum RR and (optionally) hit rate scenarios. What are your thoughts..?