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- yoriz replied 19 hr ago
Happy to check, but I am not sure how to read your scatter plot. If you put the TP at 35 pips, and the dots represent all cases were the TP was hit, then I expected all the dots to be on a vertical line at PosMax=35 pips with various PosMin pips. ...
- yoriz replied 26 hr ago
Suppose we go long and set a TP at +35 pips. In those 20% of the cases the TP was not reached, what prices did it touch? image In those 80% of the cases the TP was reached, what prices did it touch before reaching the TP? image It is this last ...
- yoriz replied 27 hr ago
Yes, I was able to reproduce your observation! Here is a histogram of the price excursion on GU after 100 H1 bars: image Well, now it looks like you can easily make 35 pips, but the question is what to do in the 20% of the cases that the price is ...
- yoriz replied May 31, 2024
It appears to be possible to have an edge by comparing OHLC prices of the recent bars. A person named @neurotrader did some experiments: video Although very educational, you can skip the section about the genetic algorithm and jump to the Walk ...
- yoriz replied May 30, 2024
As a proper scientist I tried to reproduce the results of a peer... (Well, actually I was just curious ;-)) I get the same results on GU. Another way to look at the data is to plot the minimum/maximum excursion of both a random sampling and the ...
- yoriz replied May 27, 2024
Just based on the equity curve of an optimization there is nothing you can say about the forward test. It is not hard to find beautiful equity curves with optimization, but that says nothing about the profitability of your strategy or whether it ...
- Monte Carlo Simulation on Portfolio of Multiple Strategies
Single Strategy Monte Carlo When testing a strategy, the absolute profit of a strategy does not say ...
- yoriz replied Jan 24, 2024
Below is a walk forward experiment on AUDCAD that creates and runs 5000 strategies in parallel where each of these strategies had their input parameters chosen randomly from these ranges: EntryHour = 1 .. 23 RandomSeed = 0 L1_TakeProfitPoints = 50 ...
- yoriz replied Jan 13, 2024
Not sure what your plan is with this strategy. You will need additional logic for the cases the price does not reach your profit target and you end up in deep drawdown. If you are "lucky" and chose a tiny profit target like $1 you can sometimes ...
- yoriz replied Jan 10, 2024
Well, I indeed stumbled on your interesting thread :-) In my thread "The Myth of Averaging" I experimented with random entries and controlled exits. You can indeed achieve a positive expectancy using Averaging Down (adding to losing positions): ...
- yoriz replied Oct 5, 2023
I wonder why many use hedging. You can always achieve the same effect by first closing positions and only opening trades in 1 direction, right? That way you save on commission and spread, and save margin/deposit load. For example Dave's example ...
- yoriz replied Sep 10, 2023
To test that hypothesis, I changed the script from post #169 to only measure the price drift at each M1 bar if price has changed at least +3% in the previous 24 hours. If skew is not real, you would think averaging over the last 4 years (=1.4M bars) ...
- yoriz replied Aug 31, 2023
I have created a new toy for you guys! The indicator attached to this post is for MT5 and looks like this: image It mainly does three things: It predicts how the SMA200 will develop in the future (red and gray lines, median, +/- 1 sigma, +/- 2 ...
- yoriz replied Aug 25, 2023
Here is an implementation of the Fair Value Candles indicator for MT5*: image file Here is an example screenshot: image *) No, I am not going to port the indicator to MT4. It is 2023. About time you upgrade to MT5... ;-)
- yoriz replied Aug 24, 2023
Excellent point! Indeed, I generated the stats based on the last 4 years which is a long time. Below is the corrected version using percentage return starting at each M1 bar of the last 4 years going forward up to 24 hours. Note that I added the 3 ...
- yoriz replied Aug 22, 2023
Another way to look at it, is to consider each M1 bar in the last years and measure how far price has drifted away after 1 hour, 2 hours, etc. Here are the stats for AUDUSD over the last 4 years showing the 1 sigma range (p16-p84) and the 2 sigma ...
- yoriz replied Aug 21, 2023
Good question. I have two answers to that. First, you never trade 1 strategy/setting, you trade a whole portfolio. Other settings or other symbols might already have given profit earlier. Here are some other symbols with the same EA: AUDCAD, 32+ ...
- yoriz replied Aug 20, 2023
Inspiring topic! Thank you @Riskcuit! I wrote a simple Expert Adviser* following the basic rules from the first posts: - SMA200 - RSI14 - Scale-in only if SMA200 breached entry price of last trade - Close entire basket of trades when price crosses ...
- yoriz replied Jul 6, 2023
Not within the EU. For example ICMarkets has two websites. The regular icmarkets.com website, and the EU version icmarkets.eu. When I visit their .com website from a European IP address, I am given this popup: image and get redirected to the EU ...
- yoriz replied Jun 22, 2023
For reference, here is USDJPY with an averaging DOWN strategy: image Unfortunately both curves look correlated. Especially 2014-07 is a bad month for both with a strong peak in deposit load. Running both strategies together will not help us get a ...