Broker currenex

http://www.bfl.co.uk/home/index.cfm?page_id=316

correnation trading

Here is a pdf, requires registration http://forums.babypips.com/free-forex-trading-systems/13647-correlation-trading-no-charts-required-9.html

This one is related, for SnP and EU http://www.forexfactory.com/news.php?do=news&id=184237

Someone finally understood it.. http://www.actionforex.com/articles-library/forex-articles/correlation-in-the-forex-market-2009050586722/

Indicators in tsd http://www.forex-tsd.com/indicators-metatrader-4/177-correlation-indicators.html

The Floor Trader Method

This looks interesting although it seems to focus on futures:

http://www.trading-naked.com/FloorTraderMethod.htm

trend line trading

This looks promising:
http://forex-strategies-revealed.com/advanced/trend-line-trading-strategy

Timeseries data mining

http://books.google.co.uk/books?id=jizrAIWUJ6UC&pg=PA1077&lpg=PA1077&dq=timeseries+data+mining&source=bl&ots=mOiVZCctaE&sig=FNKc2_tPSkb1wC69VSr3UH5jbcI&hl=en

http://books.google.co.uk/books?id=AfL0t-YzOrEC&pg=PA489&lpg=PA489&dq=timeseries+data+mining&source=bl&ots=UuWZqUftB2&sig=Z1ElGfwbdGm6byYmv7Q91I5i8iQ&hl=en

http://books.google.co.uk/books?id=T9TDO9eaG58C&pg=PA253&lpg=PA253&dq=timeseries+data+mining&source=bl&ots=oYlAxxMuxf&sig=NHqvLdWbRf-WQ14L1Ze3O3lpYBs&hl=en

Using chaos...

http://povinelli.eece.mu.edu/publications/index.html

SVM software

Looks interesting, they have 30 day trial.

http://www.peltarion.com/products/synapse/

Ease of movement indicator.. interesting

http://forum.mql4.com/24135

Euclidean metric EAs

Original from paco http://www.hernandezgomez.com/

Improved for self learning http://forum.mql4.com/19239/page1

And the original mod by funyoo http://www.tradingsystemforex.com/expert-advisors-backtesting/527-stat_euclidean_metric.html

Nice thread on NN on FF

http://www.forexfactory.com/showthread.php?t=71007&page=2

Also nice Lib on NN in C++, it is simple but to the point.
http://lwneuralnetplus.sourceforge.net/

Cortex NN on trading http://cortex.snowcron.com/forex_nn.htm

comp.ai.neural-nets FAQ http://www.faqs.org/faqs/ai-faq/neural-nets/part1/

java NN http://www.jooneworld.com/docs/engine.html

And another NN http://www.forexfactory.com/showthread.php?t=88170

And another http://www.forexfactory.com/showthread.php?t=129826


This software seems very powerful : http://www.tradecision.com/product/videos.htm

Nice link for portfolio allocation http://www.breakoutfutures.com/Newsletters/Newsletter0606.htm

Nice MOMO system 5M

http://www.forexfactory.com/showthread.php?t=182303

Original is here: http://www.investopedia.com/articles/forex/08/five-minute-momo.asp

Stradlle EA

http://codebase.mql4.com/4246

Has good code with error catching, takes care of various possibilities, and it is well commented. Parts of it would be used as a base for robust EA. Need to convert to 5 digit broker thought I think.

Summary for currency pairs and majors / crosses

http://www.aboutcurrency.com/university/fxcourse/major_currency_pairs_personalities.shtml

Forex Online simulator - inlcudes Kelly criterion

http://www.lutanho.net/trading/compare_strategies.html

example:

http://www.lutanho.net/trading/compare_strategies.html?t=2000&p1=70&n1=80&w1=35.118&l1=-37.426&kf1=0.25&ap1=0&pt1=0&p2=60.92&n2=87&w2=33.331&l2=-37.399&kf2=0.25&ap2=0&pt2=0&seed=95428

Simple system from kreslik forum

http://kreslik.com/forums/viewtopic.php?t=1954&postdays=0&postorder=asc&start=0

(requires registration)

Based on linear regression http://codebase.mql4.com/4332 and zero lag stochastics http://codebase.mql4.com/629

The idea is to enter at extremes of linear regression lines when price starts to move to the middle again, with confirmation from the zero lag stoch. Exit is not very clear, probably needs some work. According to the author this is high win probability system (around 90%).

Author suggests settings for regression indicator
Degree= 1
kstd= 1.8
bars= 200
shift= 0

for the 4H TF or 1H TF.

Nice news reader indicator

http://www.forex-tsd.com/news-signal-trading/14459-in10tion-newsreader.html

Nice news reader indicator

http://www.forex-tsd.com/news-signal-trading/14459-in10tion-newsreader.html

Book on system optimization and testing

http://www.amazon.com/Design-Testing-Optimization-Trading-Systems/dp/0471554464/sr=8-1/qid=1162750416/ref=pd_bbs_sr_1/104-2690118-0786340?ie=UTF8&s=books

How to work with number of buffers greater than the olny 8 buffers that the MQL4 supports

http://www.xpworx.com/DECEMA.htm

Also volume based trend-range indi: http://www.xpworx.com/XP%20Volume.htm

Nice multicurrency idea with C# code for neoticker http://kreslik.com/forums/viewtopic.php?t=307

ralph vince holding period return

http://www.google.co.uk/search?hl=en&q=ralph+vince+holding+period+return&meta=&aq=f&oq=

NN EA and Lib

Interesting NN lib, follow comments for EA sample in the Russian site. http://codebase.mql4.com/4604

Also example of using FANN with EA, very well written

http://articles.mql4.com/777

Nice Indi Traders Dynamic Index

http://www.earnforex.com/blog/2008/02/traders-dynamic-index-metatrader-indicator/

Interesting BB BO sys http://www.forexfactory.com/showthread.php?t=6233

Check out the Adaptive MA here http://translate.google.com/translate?hl=en&sl=ru&tl=en&u=http%3A%2F%2Fcodebase.mql4.com%2Fru%2F4602 file djama.mq4

Almost same indi here http://www.earnforex.com/mt4_forex_indicators/Var_Mov_Avg

Funny way to write

but very wise conclusions... http://articles.mql4.com/163

Low lag MAs

http://articles.mql4.com/797

MM links

Fallacies, Part 1: Money Management is Secondary and Not Very Important http://articles.mql4.com/631

Fallacies, Part 2. Statistics Is a Pseudo-Science, or a Chronicle of Nosediving Bread And Butter
http://articles.mql4.com/659

Follow up: On the Long Way to Be a Successful Trader - The Two Very First Steps
http://articles.mql4.com/813

Another very nice article for dynamic MM across various systems
http://championship.mql4.com/2008/news/366

and follow up/related http://forum.mql4.com/14281

Cyclic and other trading...

http://books.google.com/books?id=GyjQV2KwtjsC&printsec=frontcover&dq=At+what+TF+does+a+trending+or+ranging+market+makes+a+difference&source=gbs_similarbooks_s&cad=1


Matlab code for MESA http://209.85.229.132/search?q=cache:_I-LRwTLz3EJ:en.pudn.com/downloads114/sourcecode/math/detail479684_en.html+maximum+entropy+spectral+estimation+code+matlab&cd=3&hl=en&ct=clnk

Chande trend index

Book
http://books.google.com/books?id=Qfr_pC_WXDEC&pg=PA66&lpg=PA66&dq=At+what+TF+does+a+trending+or+ranging+market+makes+a+difference&source=bl&ots=2GvNojXiSW&sig=UvcPX9fg8TmQ-_icADX8EMzWTto&hl=en&ei=19VMSuudIYz7tge01aWjBA&sa=X&oi=book_result&ct=result&resnum=5

Index
http://www.wilder-concepts.com/trading-systems/trend-change-index.aspx

System
http://www.wilder-concepts.com/trading-systems/tci-system.aspx

More interesting code

HP Extrapolator - interesting the modes 1 and 2 http://codebase.mql4.com/source/14342

Various file related functions http://codebase.mql4.com/4888 - hopefully will become obsolete when the new MT5 is out...

RAVI indi for trending http://books.google.com/books?id=Qfr_pC_WXDEC&pg=PA66&lpg=PA66&dq=At+what+TF+does+a+trending+or+ranging+market+makes+a+difference&source=bl&ots=2GvNojXiSW&sig=UvcPX9fg8TmQ-_icADX8EMzWTto&hl=en&ei=19VMSuudIYz7tge01aWjBA&sa=X&oi=book_result&ct=result&resnum=5
Very nice linear regression last value - can be used when crossing middle line in direction of middle line trend, and previous activity was in opposite side, go with the middle line trend - exit when hit opposite band or TSL - also can be used to enter when outside bands by certain % like usual channels, only this one might be more accurate. http://www.forexfactory.com/showpost.php?p=2755978&postcount=14

Nice MTF EA with linear regression but be careful seems to have a problem loading the indicator http://codebase.mql4.com/5161