New e-Digital Expert Advisor

New e-Digital Expert Advisor for your attention.



This Expert Advisor is adjusted to work on the Timeframe: H4, currency
GBP/USD

Strategy Tester Report GBP/USD* (2006.11.12 - 2007.10.12)


A little bit of theory. The Price graph is time series from mathematic
perspective. While analyzing the time series it is possible to
determine the parts where the process is clause to quasi-stationary
one and it means that it is possible to apply the analysis methods
which are also applicable to quasi-stationary processes and to make a
prognosis of the time series behavior in the future. Lets determine
the sample of time series which can be considered as quasi-stationary
and make a spectral analysis on it. We can get the spikes on the
spectrogram - the significant periods on bars. We consider these
periods to be the results of the certain investors groups activity.
Let determine the cycles on the time series which is prognozable. On
the basis of it we have built the trading system which signals about
the beginning of the trend - the moment when the direction of all
cycles is the same. The expert development became possible as a result
of the fast low-frequency filter development. We plan to adjust the
expert for the main currencies and get the portfolio build on digital
filtration.