**Search Forex Factory**

- FXEZ replied Dec 14, 2017
Thanks for posting this Sis.yphus. I see this as a thought experiment. If I have time I may use this as a starting point for performing some research, which if interesting I'll try to post some of the highlights.

- FXEZ replied Sep 27, 2017
Yes you're correct that your analysis tests the reference point concept. And I think what my previous post shows relative to the reference point concept is that resetting the reference point more often is generally superior to using the same ...

- FXEZ replied Sep 27, 2017
Nice job AntiCre. It is rare to see code posted to test hypotheses, and it was nice to see this code in a language that I'm conversant, R. I changed your code slightly to allow for testing different values for games and rounds (but probably not ...

- FXEZ replied Mar 31, 2017
CRB creation logic: After you select a CRB range amount (like 20 pips), the logic for constant range bars (CRB) is quite simple and goes something like: 1) start a new bar at the next/current price 2) keep track of bar's range (high and low prices) ...

- FXEZ replied Mar 31, 2017
PipMeUp is correct that constant range charts converge from different starting points. From my tests you can start multiple constant range charts at different points and in approximately 3-5 bars they will synchronize. The number of bars to ...

- FXEZ replied Feb 22, 2017
I've come to the conclusion that with Oanda you can't trade using market orders due to the frequent news and non-news spread "spikes" you cite. But with (marketable) limit orders based on spread midpoint it is doable, though you miss some fills.

- FXEZ replied Feb 6, 2017
Hey GEfx, thanks for your post. Can you comment on how forex.com is in terms of fills / slippage and spreads vs say Oanda (with which I am familiar) from your experience? Thanks.

- FXEZ replied Jan 17, 2017
Calculus, on the lower right corner of the TWS there is a green button that says "Data" right next to the clock. Click it. It shows your data connections. Next to the one called Primary (under the middle "Purpose" column) note the Farm name. That is ...

- FXEZ replied Jan 16, 2017
Thanks Copernicus! Yes, ideally we would like to find something in the market that is deterministic so that we can exploit it over and over. Just like a deck of cards that is nearly all dealt and the remaining values are known to the card counter, ...

- FXEZ replied Jan 16, 2017
Yes that's a visually pleasing way to show a deterministic 1 dimensional random walk. It is deterministic because in advance you know there will be exactly 5 wins and 5 losses - you just don't know the order. So the ideal betting strategy would ...

- FXEZ replied Jan 16, 2017
Thanks for posting this jimsterk. You're right that reproducibility is important. Your code does reproduce what is in the article. Doing it this way assumes you know in advance what your expectancy is and as I previously pointed out this amounts to ...

- FXEZ replied Jan 14, 2017
Good point. Yes and after making the adjustment to only include historical results up to the last bar, I still see similar results. It's worth noting that in a real world application there will likely be more variance in the results so the ...

- FXEZ replied Jan 14, 2017
Yes showing the comparison to standard deviation was the point. Can your standard deviation be computed: 1) in advance 2) without any data 3) and can it be projected out into the future to contain the approximate percentage of trading action from a ...

- FXEZ replied Jan 14, 2017
Inspired by this nifty graphic on Random Walks as well as the curves posted by alphaomega, Copernicus, PipMeUp, ezcurrency, 9047 and possibly others, I decided to roll my own one dimensional random walks. I also decided to incorporate something that ...

- FXEZ replied Jan 13, 2017
Thanks for posting this paper. It's an interesting idea - similar to altering bet size based on counting cards in blackjack. However as you point out it is dangerous. In retrospect (after you run a system test on historical data), expectancy is ...

- FXEZ replied Jan 4, 2017
Thanks for the clarifications. I appreciate it. Your point about independence of the terms in the formula stuck with me but I had to prove it to myself via simulation (I'm not going to post the proof) looking for a loophole that never emerged. So ...

- FXEZ commented Jan 1, 2017
Putin is essentially saying that Obama is irrelevant and that Putin will only deal with the new administration. Obama's attempt to torpedo rising U.S. - Russia relations in a new Trump administration has failed.

- FXEZ replied Dec 29, 2016
Many thanks for the additional insight and information on this important topic, Copernicus. It sometimes takes me multiple times with a subject before it sinks in, particularly when I'm not working with it every day.

- FXEZ replied Dec 29, 2016
Very impressive, PipMeUp! I had a feeling your math skills would come into play in deriving a solution. A question about your starting formula: It looks like the (1+x) is simply a representation of percent gain and (1-x) would be a percent loss from ...

- FXEZ replied Dec 29, 2016
Wow, I'm humbled by the great contributions. Nice work guys! It sounds like you're using sampling with replacement of the original system's trade outcomes as in a bootstrapping procedure? Can you talk a bit about the procedure you're using to sample ...