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- 84 Results (81 Replies , 3 Comments )
- jimsterk replied Jul 7, 2018
Hi Sis.yphus, How did you calculate 46.759%? As AntiCre said, each trade is 50.05% win rate and expectancy and variance remains constant. That means the distribution after 100 trades follows binomial distribution with win rate 50.05%. You need 51 or ...
- jimsterk replied Oct 4, 2017
Hi AntiCre, Actually, the difference does not come from the underlying distribution, but come from the process of generating OHLC. While you use "runif(4)" to create your OHLC, I created a single candlestick by generating psuedo-tick data. So if I ...
- jimsterk replied Oct 4, 2017
Interesting experiment. I randomly created 100000 candlesticks to check its validity. Here is my R code. Hope my code is correct. myfun <- function(n, n_ran){ u_wicks <- bodys <- l_wicks <- numeric(n) for (i in 1:n){ candle <- cumsum(rnorm(n_ran)) ...
- jimsterk commented Aug 30, 2017
afaik, only 100km high. japan considers missile within 100km high is the violation of japan's airspace, and will try to intercept. But there is no international law to define the altitude of airspace. Above 100km high, it is considered as the space ...
- jimsterk commented Aug 29, 2017
sigh... this was the 5th time missile passed above japan. some notes: Missile was above 550km high which is actually outer-space and outside of japan's airspace. No defense system can intercept the missile in the space. japanese government knew the ...
- jimsterk replied Jul 23, 2017
Sorry for the late reply, but no I have not found anything and already abandoned the DNA idea long time ago.
- jimsterk replied Jan 17, 2017
Ah now I see. Thank you for pointing it out!
- jimsterk replied Jan 15, 2017
I am not a good coder, but are you sure your code is correct? I have got similar result with the paper. Suppose initial capital is 1, expectancy is 0.2 and fixed fraction is 0.02, which is the same as the paper. here is my code to create FIGURE 2. ...
- jimsterk commented Oct 18, 2016
Lunch time now. I work from 8:00am to 10:00pm, 6days/week. Nothing to do in holiday except sleep. Hope forex makes my life better^^
- jimsterk replied Sep 22, 2015
hi, i am a big fan of this thread. yesterday, i found good video. do we see reality as it is? video thank you,
- jimsterk replied Jun 20, 2015
Sorry for late reply. I rarely come to the forum. It's current (progressing) candle. Currently, I look for other platforms and other brokers instead of mt4.
- jimsterk replied Jun 13, 2015
Hi, Firstly, Neio, thank you sooooo much to open this thread! Since I have found this thread, I focused on the single candlestick and researched many threads in FF. It was surprizing, not just surprizing but rather I was shocked, that almost all ...
- jimsterk replied Jun 13, 2015
Hi NorthTrader, This is my first post here, but I have been following this thread from the beginning. I am afraid that I cannot understand your strategy completely (because of my poor english skill), but I agree to the above statement. I have also ...
- jimsterk replied Dec 22, 2014
Some empirical analysis... Strategy:Transient Zone only Data:EURUSD240min Sample size:6150 First, I try risk=reward (1:1). Pictures below are the cumulative return and return. ( 0.1= 1000pips ) image Next, with constant risk, I changed reward from ...
- jimsterk replied Dec 10, 2014
Hi feuerTrader, If I understand correctly, this post (#11481) from FX-Jay may be useful: url First we wait the yellow/red zone becomes transient zone, then If price goes above this transient zone, above the transient zone is high probability to be ...
- jimsterk replied Nov 4, 2014
Hi jackprobe, I have a bit of knowledge about matlab and octave, but not other software. I think my bodies are familiar to other software since gg53's fractal-zz way, so may be they can help you. The picture is just for illustration purpose, it has ...
- jimsterk replied Nov 3, 2014
Hi Eurusdd, Thank you for your answer. Do you use only n=2 ? When I read the ultimate truth thread, I thought that we need to work with long sub-sequences. But if we need only n=2, that makes calculation easier. Thats good. Thank you, Hi jackprobe, ...
- jimsterk replied Nov 2, 2014
Hi Kiads and Zelo, You two go too fast, I have a lot of stuff to catch up. One thing I am worried is that the sample data(=n^2) is large and we need to work with (n+1) increasing or decreasing sequences. I think n=2 is not large enough. (I am not ...
- jimsterk replied Nov 1, 2014
It is pretty amazing if we use real data. trials = 250030 res <- numeric(4) for (j in 3:6){ # 3-open, 4-high, 5-low, 6-close success = 0 for (i in 1:trials){ x = data5[(ii+4)),j] if ( ((x[1]<x[2] && x[2]<x[3]) || (x[1]>x[2] && x[2]>x[3])) || ...
- jimsterk replied Oct 29, 2014
Hi FXEZ, I am also R user and I dont see any mistake. I also got about 0.83. If we consider all subsequence, then trials = 100000 success = 0 for (i in 1:trials) { x = rnorm(5) #sample(5) #runif(5) #rnorm(5) if ( ((x[1]<x[2] && x[2]<x[3]) || ...