Fundamental — I just told you. Jump over to a stocks site, not here though. Gann never published his strategy, only intimated it. Had a sharpe that’d measure over 20 if the accounts can be believed. Predicted both time and price, left a series of ...

Think about value of that kind of discovery, then think if it’s likely to be available by a quick Google and theres your answer. if you don’t mind me saying I think it’s important to play to your strengths. You will obviously find chart reading ...

I get you, I mean overfitting to your results, but I had misunderstood exactly what you were doing to be fair (you need a summary page!). In which case, nice idea - congrats. It's a tough one to test so the proof is in the doing, but I respect the ...

Interesting… but if size is constantly adjusted to most recent performance you risk overfitting (fat tails, vol clustering). This seems very theoretical and I suspect in practice it’d fold quite quickly. Have you any real world validation?

Not at all. you’re confusing two separate methods. One is about group behaviour and the other is about flow. Both are — or should be - based on observation and maths. Just because hope and pray is popular doesn’t make it right. re flow you can’t see ...

not generally in FX, happens once or twice daily I grant you usually news releases, but the general direction isn't determined by depth of orders, otherwise an EBS order book would see you millions in no time. It won't btw.

Yep, you're right. It's about measuring the duration, strength and direction of a trend from birth to death which leads to prediction of same - exactly how Honma did it

literally just told you, so I’m not sure what I can say! Rentech— no. All decent strategies have a liquidity limit, and if the returns are stellar they don’t open to the public, and never report their returns . Rentech while massive and hugely ...

i'd take a few steps back if I were you - what's everyone else doing, what does it look like, and then where and how do I compete? If you're quanting it, advances in machine learning is a good place to start and ask yourself whether it's realistic ...

This is the kind of thing that Mark Douglas said, and sent a hundred thousand traders around the bend to check their mindset.

Depends, if they're doing it based on open positions at close of day, then it's because their internal market offset is likely synced to the MQ infrastructure and you'll just have to suck it up because they're not real prop funds. But some are doing ...

It's balanced by the counterparty, simple. This analogy is harder than it needs to be. If bank a buy from bank b that sells, and price moves up bank a is in profit, bank b is in loss. In spite of the endless fuckknuckles on youtube banging on about ...

FFS

Ha yes, that's cool I think I missed 10 lines of explanation there - for sure I knew you'd know about tides,gravational pull etc, there's no way you'd be knocking out high-level maths like that without knowing. What I meant was if something's ...

I hugely admire your maths skills and reasoning but for genuine answers I found deductive reasoning is way more useful, otherwise you end up spending your life proving stuff wrong that's obviously hokey to start with -Mars entering Uranus etc. Same ...

Normalising and date/time errors are the worst. Glad you found it, spend 15 mins reading your post and trying to figure it out before I realised I likely know far less than you coding wise …

no-one else had this problem or any answers?

You sir are another wise man

Definitely agree with that. Balance, growth and decay. I'm not entirely convinced those courses were ever written by Gann btw - not that it matters, what you get out of it is the only thing that counts - but it's worth considering to anyone ...

Thanks for this - it's really excellent advice. I'm sure I'll have more questions when I get to that part so hold my beer ... !