tag:blogger.com,1999:blog-5560052943772419320.post1415689764089000234..comments2024-02-28T11:21:54.924+01:00Comments on Dekalog Blog: Suspending Work on Brownian BandsUnknownnoreply@blogger.comBlogger3125tag:blogger.com,1999:blog-5560052943772419320.post-48776408071915139942013-11-26T15:36:32.779+01:002013-11-26T15:36:32.779+01:00I should add that instead of using the mean of the...I should add that instead of using the mean of the past x periods I use the moving standard deviation, also I just use price not log returns( I know many say to use log returns for everything but in practice this is debated; all depends on what you are trying to accomplish.) I wish I could bounce some ideas back and forth with you Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5560052943772419320.post-54369294615106152322013-11-25T17:15:01.040+01:002013-11-25T17:15:01.040+01:00It's a pity you gave up so fast on Brownian mo...It's a pity you gave up so fast on Brownian motion bands because they work well and I have been using them for years. As far as Mechanical forex I think his latest post indicates he is giving up because he has just discovered backtesting does not guarantee future profitability.:)Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5560052943772419320.post-68965438576358622592013-11-25T14:47:13.414+01:002013-11-25T14:47:13.414+01:00Don't give up on the brownian motion bands! I ...Don't give up on the brownian motion bands! I have done something similar (slightly different calculation of the bands) after seeing your post and have had pretty good results so far, it looks like it could be a great add on to an existing systemAnonymousnoreply@blogger.com