His blog is interesting.
http://www.rtnlblog.net

http://www.myforexdot.org.uk/

Trading Strategies & Trading Systems

Interesting.

http://systemtradersuccess.com/
http://rubberducky-techanalysis.blogspot.com

Thanks acidburn,

Has anyone any experience of using fractal dimension or efficiency ratios as a filter for trend trading strategies. In theory, they could make a chop filter.

I spent some little time jerking around with fractal dimension and hurst exponent quite some time ago. I'm afraid I couldn't conclude anything useful out of it. Mostly my results agree with what others report, it's very interesting to follow the theory behind HE & FD, but when it comes to practical application suddenly it becomes very hard or impossible.

Here's another link for you, now that you've expressed interest in this area, lots of good stuff here: http://www.bearcave.com/misl/misl_tech/wavelets/hurst/

Free monthly magazine (registration required)

http://tradersonline-mag.com/

Much appreciated acidburn.

Any links to good articles on inserting an extra 4-5 hours reading time into the 24?

Here's a couple of interesting links...

1. http://fractalfinance.blogspot.com
The author has written a few indicators for mql4 using Fractal Dimensions and Hurst Differential... They look quite interesting.

2. http://etfhq.com/blog/2010/05/25/best-technical-indicators
This links to a comparison of various indicators, including Variable Moving Averages and Adaptive Moving Averages, that use Efficiency Ratio & Fractal Dimensions, and a few others. They also test a modified Fractal Adaptive Moving Average (FRAMA) ("The FRAMA identifies the Fractal Dimension of prices over a specific period and then uses the result to dynamically adapt the smoothing period of an exponential moving average.")

All of which is so far over my head that it makes the international space station look like a submarine.