Now it is clear to me why most strategies work well on audnzd and gbpjpy but fail on others. I also noticed that when a strategy works on usd pairs specifically usdjpy and audusd it fails to give good results on audnzd. Everything started to make sense when I started watching your videos. Many thanks.
Firstly, thanks for the terrific content. Just revisiting this one to which I'm attempting to somewhat duplicate - What specifically does a "rolling average" in this instance entail? If it is what I think it is (basically an MA), won't it have recency bias or am I thinking this incorrectly?
Excellent content you are sharing.... thanks a LOT !!!. I was about to ask how did you created the bar chart showing the noise average figure for each asset... but then, I noticed the earlier question related to "rolling average of 2000 bars". I think I got it now... once again: thanks for the content you are creating... absolutely fantastic !!!
Very good. So different strategies for different noise levels. If you are algo trading on the 15min chart will it be better to have that noise filter on the H1 timeframe?
At the moment I am basing my algos on noise in the same timeframe as the signal and that seems to work well. But maybe you could tray and compare the results with a higher TF. Do let me know your results. I'd love to hear
Very, very interesting! Thanks Martin! 😎 I was totally convinced EUR/USD is the most noisy currency pair out there, now I wonder what's the reason it is not! Do algo-trading has something to do with it's noisy nature? On my beginnings I was planning to develop an algorithm to invest on EUR/USD but now, I lost faith since it is situated on the middle of that list, meaning it needs extra analysis to be profitable with either mean reversion strategies or trend following strategies(?) 😯 In the other hand, specifically on the left hand, AUD/NZD is the more attractive one for me, I see mean reversion strategies as a wonderful choice to mitigate the problems of having a small account by having a decent amount of trades!
I am following your videos on youtube and really got values from them, Thank you so much! In this video at 2:15, you were saying 20 periods for the price density indicator looking at a rolling average over 2000 bars on H1. By rolling average, do you mean the moving average of over 2000 bars of the price density indicator?
Yes this is one I have written myself. I will consider sharing it. However, based on future videos you might decide you want to stick to kaufman's Efficiency Ratio?
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I said it before and I will say it again, Mr Tinsley never fail to impress
Thanks H.A that's really appreciated
Pretty excited to see where this series leads next. Good stuff!
As ever, thanks Don :)
I thought series is canceled, welcome back! can't wait to see more...
No. Just a vacation :)
Now it is clear to me why most strategies work well on audnzd and gbpjpy but fail on others. I also noticed that when a strategy works on usd pairs specifically usdjpy and audusd it fails to give good results on audnzd. Everything started to make sense when I started watching your videos. Many thanks.
Glad I could be of assistance
Glad to have you back :)
Yes, nice relaxing vacation. Now back to it.
Oooh yes!
You are back
Happy me !
I'm back :)
I've been waiting for you and this video, Martyn :)
Wait no more.... Thanks for the feedback. Please remember to keep liking and sharing each video!
Firstly, thanks for the terrific content. Just revisiting this one to which I'm attempting to somewhat duplicate - What specifically does a "rolling average" in this instance entail? If it is what I think it is (basically an MA), won't it have recency bias or am I thinking this incorrectly?
Excellent content you are sharing.... thanks a LOT !!!. I was about to ask how did you created the bar chart showing the noise average figure for each asset... but then, I noticed the earlier question related to "rolling average of 2000 bars". I think I got it now... once again: thanks for the content you are creating... absolutely fantastic !!!
Very good. So different strategies for different noise levels. If you are algo trading on the 15min chart will it be better to have that noise filter on the H1 timeframe?
At the moment I am basing my algos on noise in the same timeframe as the signal and that seems to work well. But maybe you could tray and compare the results with a higher TF. Do let me know your results. I'd love to hear
Very, very interesting! Thanks Martin! 😎 I was totally convinced EUR/USD is the most noisy currency pair out there, now I wonder what's the reason it is not! Do algo-trading has something to do with it's noisy nature? On my beginnings I was planning to develop an algorithm to invest on EUR/USD but now, I lost faith since it is situated on the middle of that list, meaning it needs extra analysis to be profitable with either mean reversion strategies or trend following strategies(?) 😯 In the other hand, specifically on the left hand, AUD/NZD is the more attractive one for me, I see mean reversion strategies as a wonderful choice to mitigate the problems of having a small account by having a decent amount of trades!
Let us know how you get on :)
I am following your videos on youtube and really got values from them, Thank you so much!
In this video at 2:15, you were saying 20 periods for the price density indicator looking at a rolling average over 2000 bars on H1.
By rolling average, do you mean the moving average of over 2000 bars of the price density indicator?
Sir what do you mean by rolling average of. 2000 bars can you please elaborate.
I probably could have phrased that a lot better. Sorry!. "Averaged out over 2000 bars"
@@TradeLikeAMachine Maffs never was my strongest subject - would a 20 period averaged over 2000 bars be the same as a 2000 period calc ?
Is there an indicator we can use to quantify price density?
Yes this is one I have written myself. I will consider sharing it. However, based on future videos you might decide you want to stick to kaufman's Efficiency Ratio?