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Search: Posts Made By: Fat Tails
Forum: Trading Reviews and Vendors June 22nd, 2011, 08:55 AM
Replies: 14
Views: 10,939
Posted By Fat Tails
That is true indeed. For example I have coded a...

That is true indeed. For example I have coded a relative volume VWAP. It analyzes the intraday volume over the last year and then calculates a volume-weighted average price by using that forecasted...
Forum: Trading Reviews and Vendors June 22nd, 2011, 08:07 AM
Replies: 14
Views: 10,939
Posted By Fat Tails
It is not backtesting and it does not substitute...

It is not backtesting and it does not substitute for backtesting. The indicator

-> analyzes past price action to fit into a simple pattern structure
-> it then compares recent price action with...
Forum: Trading Reviews and Vendors June 21st, 2011, 06:17 PM
Replies: 14
Views: 10,939
Posted By Fat Tails
The problem with a polynomial approach is that it...

The problem with a polynomial approach is that it really assumes that the price-time-series can be described by a continuous function. However, price behaves in a different way, as it is takes a...
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