Comments on: The Market Meanness Index

By: widex işitme cihazı kaç tl

widex işitme cihazı kaç tl — Sun, 05 Apr 2026 09:57:48 +0000

Teknolojiye çok hakim olmayanlar için başlangıçta karışık gelebilir.

By: Fundedfirm

Fundedfirm — Thu, 27 Nov 2025 06:26:23 +0000

A Forex prop calculator helps traders plan risk, position size, and profit targets with precision while trading a funded firm account. It gives accurate insights into lot size, leverage, and drawdown limits, helping traders follow rules, stay disciplined, and maximize performance in professional Forex prop trading environments.

By: asansör perdesi

asansör perdesi — Sat, 18 Oct 2025 22:11:38 +0000

Hi there to all, for the reason that I am genuinely keen of reading this website’s post to be updated on a regular basis. It carries pleasant stuff.

By: jcl

jcl — Fri, 02 Dec 2022 11:38:12 +0000

Since the code uses nowhere any future data, I’m not sure where you see future peeking. Anyway, if you feel that you will find something in my code, you’re always welcome to share your feelings with the world. Until you found that something, I consider this issue solved and your question answered.

By: Tim

Tim — Fri, 02 Dec 2022 11:30:48 +0000

I suspect you will find in your code that you are doing something akin to that, thereby accounting for the high degree of success of the algorithm in backtests. We know that the MMI can’t distinguish trends from random walks because as others have highlighted it gives a score of 50% for a trend and a score of 50% for a random walk, so this is the only way to account for its success in backtests (I know you have struggled to understand that there is a difference between random walks from random noise in the past with other commentators, so I will leave that discussion alone and just leave it to you to read up on the two things).

By: jcl

jcl — Fri, 02 Dec 2022 09:23:24 +0000

🙂 🙂 🙂 I will certainly congratulate you to your upcomming billions – only please reveal which one of your 49 Deltas you will pick for that buying or selling at Day[0].

If you assumed you could trade the Delta on any day: it’s not so since neither your median nor any of your Deltas are available before day[0]. From time to time I see people coming up with ingenious systems that make them billionaire but miss 2 tiny details: a) the future is unknown b) the past can’t be altered.

By: Tim

Tim — Thu, 01 Dec 2022 17:23:13 +0000

If Delta is greater than 0 sell the asset. If Delta is less than 0 buy the asset. *

Don’t know why certain characters are getting cut out in my comments.

By: Tim

Tim — Thu, 01 Dec 2022 17:21:10 +0000

It is the easiest thing in the world to lookahead with past data. If you are unfamiliar with the concept of lookahead bias, this video explains it quite well:

https://m.youtube.com/watch?v=cCdVcbdtkSk

If it helps, let’s consider a simpler example. Forget the MMI, our trading strategy is the following:
1. Calculate the median M from Day[0] back to Day[49]
2. For i = 1 to 49, calculate Delta = Day[i]-M. If Delta 0 sell the asset.
3. Rinse and repeat. You’ll be a millionaire in no time… according to your backtest at least.

By: jcl

jcl — Thu, 01 Dec 2022 16:45:23 +0000

I welcome criticism, but it should make at least a bit of sense. Your first comment did, you simply got the time series direction wrong. I hope I could help you with that. But now you’ve lost me. What code is “looking ahead”? How can you look ahead when using only past data? Look ahead to what? Please explain.

By: Tim

Tim — Thu, 01 Dec 2022 16:35:11 +0000

Your method of determining whether a trend exists is by comparing the data points to a median. If the median changes, the values of nl and nh will change, your MMI will change, and your conclusion as to whether you’re observing a trend will change. So the trend is with respect to a median. A median that your code is looking ahead to calculate. If you engaged with criticism that is levelled against your code rather than just dismissing it you might be able to make it better.