I couldn't watch the video ... it requires silverlight to be installed!
8 karma · joined June 23, 2010
Enjoying you're thesis, btw, especially the section on Bollinger bands. The Turtle Traders (http://bit.ly/by1j2M ) seemed to have used this successfully with commodities. Did you reference any of the Turtle traders stuff when you were designing your system?
edit: Cleaned up my bad grammar.
I'd love to read your thesis and code, if they're available.