"Trading is statistics and time series analysis." This blog details my progress in developing a systematic trading system for use on the futures and forex markets, with discussion of the various indicators and other inputs used in the creation of the system. Also discussed are some of the issues/problems encountered during this development process. Within the blog posts there are links to other web pages that are/have been useful to me.
Thursday 2 September 2010
Addition of new Bandpass Indicator
I have recently written a .oct function to calculate the Bandpass Indicator, the white paper for which can be found here. This indicator will be used with a leading signal to help pin-point price series turns when the said price series is determined to be cycling according to the Dekalog approach.
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