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- ForexQuant replied Mar 5, 2017
This statement can be easily proved by using kelly criterion. If you play around the original kelly criterion, the equation becomes: where f = optimal fractional betsize pf = profit factor w = win rate as you can see in the equation, given the same ...
FXEZ's Quantitative Research In R
- ForexQuant replied Jan 27, 2016
Just saw your question. I seldom login here nowaday and hopefully it is not too late. The 1st argument is 0 because Zero means the event of consecutive y losses in x number of trades does not happen at all. Since we want to know the probability of ...
Calculating probability of losing streaks
- ForexQuant replied Dec 6, 2015
(Been a lurker for long long time...
Consecutive Candles - trading system idea) Your data seems incorrect. Let's take CHFJPY chart in your 1st post for example, there is zero 8-consecutive up candle. If so, how could it possible to have one 9-consecutive up candle? Anyway, consecutive up ...
- ForexQuant replied Jan 8, 2015
You are not alone. Their spread is quite terrible recently while spread for other brokers remain relatively stable. I just cant believe my eye that their usdjpy has 2pip spread and that is yet to include commission. I hope FXOJafar or their ...
FXOpen AU Discussion
- ForexQuant replied Sep 15, 2014
The tab is there now but it was not there when I look at it yesterday. I think they maybe just accidentally removed it.
FXOpen AU Discussion
- ForexQuant replied Sep 15, 2014
Hi FXOJafar, Does Fxopen AU still offer standard ECN account where the commission is 5 units of base currency per lot? I noticed the details of standard ECN has been removed from url . Thanks.
FXOpen AU Discussion
- ForexQuant replied Aug 22, 2014
Hi there, long time no see. How r u? Yes this is the one that i am looking! Thank you very much! You are my angel!
Looking for an old thread: measuring the strength of a trend
- Looking for an old thread: measuring the strength of a trendStarted Aug 21, 2014|Trading Discussion|2 replies
I am looking for an old thread that discussed about an alternative way to measure the strength of a ...
- ForexQuant replied Jun 1, 2012
Justin, May I know what is the progress right now?
MB Trading Futures - Introduction
- ForexQuant replied May 28, 2012
I didnt make any trades today but Free EXN seems fine.
MB Trading Futures - Introduction
- ForexQuant replied May 24, 2012
Justin, I apologize if I sound like a troll. I was a bit frustrated when my TP should be hit but it didnt because of the freeze. MB managed to fix the freeze problem for PFL-MT4 in just a few days but it takes quite long this time. So I was curious ...
MB Trading Futures - Introduction
- ForexQuant replied May 24, 2012
I wont be surprise for your slippage because there was a spiked. Slippage caused by high volatility is normal and acceptable. However i could not accept it if the slippage is caused by platform freeze. Imagine that the mt4 freeze and the quote ...
MB Trading Futures - Introduction
- ForexQuant replied May 24, 2012
Guess what? PFL-MT4 did not freeze, it was just Free EXN. So the problem should be caused by the LP's feed because if one of their LP fails to update quote then the negative spread will happened on MT4 and therefore freeze the platform. It is ...
MB Trading Futures - Introduction
- ForexQuant replied May 23, 2012
EURUSD on Free EXN freezing again now.
MB Trading Futures - IntroductionThis problem remain unsolved since reported a week ago.
- ForexQuant replied May 23, 2012
I suspect the slippage for stop order is higher compare to limit order because MB's LP can reject your order if the price moving fast therefore sending back your order request again and again until it is accepted by LP. I do not have much slippage ...
MB Trading Futures - Introduction
- ForexQuant replied May 23, 2012
I have done this kind of test over thousand of trades. Basically you can expect an average positive slippage of 0.2-0.3 pip per trade for limit order on EURUSD.
MB Trading Futures - Introduction
- ForexQuant replied May 23, 2012
The timestamp of the tick chart does not same with the timestamp of M1 bar. The screenshot actually showed the last 500 ticks only.
LMAX = revolution?!?
- ForexQuant replied May 23, 2012
The spread of CADJPY on Armada demo account widen to 16pips after the CAD retail sales announcement and last for 16minutes. Can anyone confirm whether this is happened on live account too?
LMAX = revolution?!?
- ForexQuant replied May 22, 2012
How about the spread during news announcement? Will it goes as high as Oanda's spread, like 10-20pips? Slippage is completely understandable during high market volatility. However if there is no 'last look' from LP, then the slippage should be ...
LMAX = revolution?!?