"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.
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Wednesday, 27 November 2013
Brownian Bands revisited?
Further to my most recent post there have been a few anonymous comments suggesting that Brownian bands are more useful than I supposed. In response I have added a contact form to this blog ( on the right ) so these anonymous readers may contact me if they wish. I am curious to learn how they may be using Brownian bands. I might also add that I have thought of creating a new indicator ( a kind of randomness measurement oscillator ) based on the Brownian bands concept.
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