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- Proximus replied Nov 25, 2014
Because of timing, its not enough to know that you have and edge at this moment, its also important to know when it could dissapear or weaken. If there is a CB interest rate increase sentiment, you might want to watch the news what they talk about ...
What are your favorite trading myths?
- Proximus replied Nov 24, 2014
Ok then, i confused the volume with the market cap. Anyway the volume only causes volatility, but the price itself is i think defined by the market cap of each separate currency.I`ve looked into fundamental analysis, and i tried to quantify it but ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 24, 2014
Well it sucks if 3 months of work is worth nothing. Anyway one thing i did found out and that is that the market is indeed a zero sum game, which previously i thought its not. I dont think that that approach will work, because as you said the ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 24, 2014
Yes that is correct, MM is only the position sizing, scaling and other tactics, hedging ,etc. While the edge itself is the probability of each trade to be in your favor including the payout size which is defined as (EXIT-ENTRY) at BUY, (ENTRY-EXIT) ...
What are your favorite trading myths?
- Proximus replied Nov 24, 2014
Ok but whats the point of BE, a long term gambler, if lucky at the end of his career gets to breakeven, very few very lucky people get to take out some from a casino. My research shows perfectly that the FX market (stock market is not) is exactly ...
What are your favorite trading myths?
- Proximus replied Nov 23, 2014
Haha thanks thats inspirational. Anyway if it would have worked, then i would have beaten 6 of the top 10 people currently in the FF 2014 yearly Leaderboard, which is quite a saying, of course those are live accounts and mine is not even a demo test ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 23, 2014
Ok but these are just words, no offence but i think talking about it (money management) all day long wont help.It all about the numbers, those dont lie. Money management like everything else can be too subjective and non-scientific. We need the ...
What are your favorite trading myths?
- Proximus replied Nov 23, 2014
Here is a detailed conclusion of my research: My original thought process was that if you have a really big sample size (which i had ,millions of M1 candles) then no matter what distribution you got, even a heteroskedastic will eventually develop a ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 23, 2014
I`ve hit a dead end with my research, it's just not viable to use moving average to gain an edge in my opinion.Nothing suggests that a simple mean reversion gives your any durable edge, it might give you a local edge, but then who knows how long it ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 23, 2014
My favorite myth is about money management. It's such a popular concept and so emphasized and people think that only with a good money management they can achieve unheard success. When in fact, most traders by now surely use MM in some form or other ...
What are your favorite trading myths?
- Proximus replied Nov 10, 2014
Ok i`ve found a serious issue with my method, it actually ignored the highest highs and lowest lows, the green candlestick that you drawed on the previous picture made me figure that out lol, so my eternal thanks for that. I actually only looked at ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 10, 2014
Its the same, the difference is that you work in real time and you dont have the ticks stored in an offline array format like me, i already got the O,H,L,C in an array and just transform them, when you work in real time first you collect the ticks ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 10, 2014
It can happen but unlikely, maybe after i narrow down my field of research then i make those numbers more accurate by working with the tick data, but for now its ok to use 1m bars. I dont rebuild the chart at every time, it just iterate through it ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 10, 2014
Yes you are correct on the part that GREEN bar doesnt have HIGH wick, and RED bar doesnt have low wick, so i have to correct that. However i`ve checked on all my compilers (mt4 EA's publicly available even on this forum) and those which compile ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 10, 2014
Here is my code in C# which transforms price into CRB , please if you find any error help me correct it, i don't really want bad code to generate me fake results.However as i`ve looked over it, it seems ok for me. double O=0, H=0, L=0, C=0; O = ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 10, 2014
Well because they could not really be there if LOW[next] < RANGE then it prints a bar, but the next bar's low could just gap down, while the CRB's low will always be START-SIZE, even if in reality there is no tick there, because the previous tick is ...
Statistical mean of the market [quant corner]
- Proximus replied Nov 10, 2014
Well i`ve took a little time of trading and all this forex business, but now i`m back and i will continue my research. I needed this break, it was just too stressful with all my research that i`ve been doing very hardly. So now i`m resuming to check ...
Statistical mean of the market [quant corner]
- Proximus commented Nov 5, 2014
I think he is a madman (no offense), as all inflation-freaks out there. Keynesian economists in my view are nutjobs. Deflation is a perfectly natural thing to happen in an economy, and all who think is a bad thing and that it should be avoided , are ...
Is Bank of Japan governor Haruhiko Kuroda a genius or madman?
- Proximus replied Oct 30, 2014
Ok i understand now, if you just selectively choose ticks then it's good, because either way you will put a trade on that tick, you just ignore the "bad ticks" which is fine. I was using M1 charts to build price chart so the delay way considerably ...
Statistical mean of the market [quant corner]
- Proximus replied Oct 30, 2014
Possibly but i dont use volume as an input, my historical data doesnt have volume, i have to redownload it again to contain volume. I will test it perhaps later but for now i work with OHLC inputs. And it's not really about lag, but to find an ...
Statistical mean of the market [quant corner]