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Trading news events with banks and algos

  • Post #1
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  • First Post: Nov 21, 2017 5:39am Nov 21, 2017 5:39am
  •  doktorforex
  • Joined Jan 2012 | Status: Member | 43 Posts
Hello everyone!
I would like to give you a short description of my trading methodology that was giving me substantial returns for over a decade.
I started trading in the summer of 2006 and indulged everything related to trading with fun and determination. Tried many approaches, read tons of books about strategies and the economy in general. Luckily it didn't take me long to grasp that all major price moves in international capital markets are driven by either anticipation and/or surprise. Big traders follow what central banks are doing, central banks follow the development of inflation and employment data.

Since these agencies and corporations command almost all of the available liquidity in the markets, I thought to myself, wouldn't it be logical to try to follow their actions and try to get a piece of the cake? I started studying to see what events are really important to these traders and to the economy in general. I tried to understand what prerequisites needed to be there in order for the market to go into a certain direction.

I saw how inflation data was really THE big deal before and right after the market crash in 2008, how stock indices, commodities, and currencies went ballistic following readings in inflation. I could not understand how the majority of retail traders were ignoring these data points. The big moves were right there on the trading screens and yet people did not care. I remember one day in 2008 I had lunch with another trader and asked him what he thought about the upcoming uk interest rate decision. He was a technical trader and said he was not watching it since it was not important. When the Bank of England cut rates, the Pound was slaughtered and my friend the technical trader left in awe. He was not prepared for a move that was crushing right through all technical support levels.

That is when I realized, people are quite naive when it comes to trading. They'd rather trust some indicator or price level than what the big money was doing. The only way to extract profits from the markets, I thought, was to accept that the market has to move either up or down, driven by accumulated buying or selling of Dollars, Euros, Francs, Yen and Pounds.

During all these years I had several approaches to trading. Some ideas were quite unique, others a derivative of a former one. But, they all had one thing in common They were based on economic data and analysis of the macroeconomy. I subscribed to a fast news feed and constructed my trading strategies around these pieces of newly-available information. Whenever a news event was deviating from what economists predicted, I had an entry signal. Having access to a low-latency newsfeed, I entered in real-time. The only part of the trading strategy that I had to adapt was the exit. Here I even used a bit of technical analysis. And I still do. But not for the entry, just for the exit.

I will try to do my best to post trading ideas and actual trades that I think are interesting, so I can connect with you and learn from you, and you from me.
  • Post #2
  • Quote
  • Nov 21, 2017 9:46am Nov 21, 2017 9:46am
  •  aaven
  • Joined Jul 2015 | Status: Member | 2,292 Posts
Quoting doktorforex
Disliked
Hello everyone! I would like to give you a short description of my trading methodology that was giving me substantial returns for over a decade. I started trading in the summer of 2006 and indulged everything related to trading with fun and determination. Tried many approaches, read tons of books about strategies and the economy in general. Luckily it didn't take me long to grasp that all major price moves in international capital markets are driven by either anticipation and/or surprise. Big traders follow what central banks are doing, central...
Ignored
Looking forward to your experience doktorforex...
 
 
  • Post #3
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  • Nov 21, 2017 10:49am Nov 21, 2017 10:49am
  •  bulltrader13
  • | Joined Aug 2007 | Status: Member | 4,053 Posts
subscribed.. looking forward to the thread.
 
 
  • Post #4
  • Quote
  • Nov 22, 2017 3:43am Nov 22, 2017 3:43am
  •  johNal
  • | Joined Mar 2012 | Status: Member | 211 Posts
u are talking the language I understand. I actually wonder why few trade news. For me that is where easy money is. My only handicap is I have no access to a fast news feed.
 
 
  • Post #5
  • Quote
  • Nov 22, 2017 3:43am Nov 22, 2017 3:43am
  •  johNal
  • | Joined Mar 2012 | Status: Member | 211 Posts
you are talking the language I understand. I actually wonder why few trade news. For me that is where easy money is. My only handicap is I have no access to a fast news feed.
 
 
  • Post #6
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  • Nov 23, 2017 8:02am Nov 23, 2017 8:02am
  •  doktorforex
  • Joined Jan 2012 | Status: Member | 43 Posts
Waiting for Canadian retail sales for a potential swing entry. Risking 0.15% on 2 positions each. One 12 pips stop loss , one 50 pips and 650 pips Take Profit.
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  • Post #7
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  • Nov 23, 2017 8:35am Nov 23, 2017 8:35am
  •  bulltrader13
  • | Joined Aug 2007 | Status: Member | 4,053 Posts
Sorry posted on wrong thread - deleted my posts
 
 
  • Post #8
  • Quote
  • Nov 23, 2017 8:53am Nov 23, 2017 8:53am
  •  bulltrader13
  • | Joined Aug 2007 | Status: Member | 4,053 Posts
Quoting doktorforex
Disliked
Waiting for Canadian retail sales for a potential swing entry. Risking 0.15% on 2 positions each. One 12 pips stop loss , one 50 pips and 650 pips Take Profit. {image}
Ignored
Hey Doktorforex. Went ahead and put a 645 profit target on remaining trade.. you able o get in?
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  • Post #9
  • Quote
  • Nov 23, 2017 3:05pm Nov 23, 2017 3:05pm
  •  doktorforex
  • Joined Jan 2012 | Status: Member | 43 Posts
Waiting how the spike will be digested. We had a buy signal on USDCAD today. Waiting for the release of further Canadian data in order to enter short.
 
 
  • Post #10
  • Quote
  • Nov 27, 2017 9:56am Nov 27, 2017 9:56am
  •  doktorforex
  • Joined Jan 2012 | Status: Member | 43 Posts
US New Home Sales in a few minutes. Going to buy or sell any deviation >40 from economist forecasts. Find it pretty probable that USDJPY can retrace back to the 112.00 area before continuing further down. Let's see. I am pretty flexible on this one.
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  • Post #11
  • Quote
  • Nov 29, 2017 7:11am Nov 29, 2017 7:11am
  •  doktorforex
  • Joined Jan 2012 | Status: Member | 43 Posts
We had New Home Sales better than expected along with a positive surprise in Consumer Confidence. USDJPY still in retracement mode. US GDP - Preliminary in 80 minutes. Will try to get either long into the 112.00 resistance or short with a larger target at 109.00.

The Best situation would be that USDJPY climbs higher to the 112 area and gets sold off from there fueled by worse than expected GDP numbers.
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  • Post #12
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  • Nov 29, 2017 9:18am Nov 29, 2017 9:18am
  •  doktorforex
  • Joined Jan 2012 | Status: Member | 43 Posts
USDJPY topping out at the 112s... not interested in any longs here, positions closed from New Home Sales and Consumer Confidence.
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  • Post #13
  • Quote
  • Nov 30, 2017 7:30am Nov 30, 2017 7:30am
  •  doktorforex
  • Joined Jan 2012 | Status: Member | 43 Posts
The Fed's favorite inflation gauge US PCE is due today. According to past data, this is very likely to have at least a short-term impact on the currency, bond and commodity markets. Definitely setting up my programs on multiple instruments: 30 Y and 10 Y bonds, GOLD futures and USDJPY. On USDJPY expecting 30 pips as the first take profit, about 200 pips as the 2nd. Will monitor price behavior just before the release for more detailed numbers.
 
 
  • Post #14
  • Quote
  • Nov 30, 2017 10:08am Nov 30, 2017 10:08am
  •  Bigindoda
  • | Joined Jun 2017 | Status: Member | 89 Posts
Hello doktorforex.

Thank you for this sharing.

I have some question.

Firtsly, What are these news events what we have to look? (red and orange news or what ?)

I think i start to understand your "method" but please answer some of my question. You pick a new event and take a trade based on the results of the news? or you take a trade before the news? ( for example on Nov 27 came a positive new about the US dollar (New Home Sales), at this time you immediately go long example on USDJPY? or do you wait for something else?

Moreover, You fully take your trade based on the news? Immediately after the news release?

Lastly, could you tell me how do you decide your exit point?

I hope you will understand my questions becaue my english is not my native language.

Thank You for your answer.
 
 
  • Post #15
  • Quote
  • Nov 30, 2017 10:25am Nov 30, 2017 10:25am
  •  doktorforex
  • Joined Jan 2012 | Status: Member | 43 Posts
First:

All news events that have a history of moving the markets are considered possible candidates. I am running statistical analysis for all major and also some minor events to gauge whether I can construct a profitable strategy out of them. Generally, these events show certain patterns that I am trying to exploit. If one event (US CPI for example) reacts on average 20 pips (USDJPY) to a 0.1 deviation, and within one hour the average advance/decline is let's say 50 pips, we can pretty easily make a winning strategy out of this.

Conclusion:
Each event is distinct. One cannot judge just by the colors if it will give you an edge.

Second:

Yes, I am mainly "reacting" to news events. That is, if an event deviates from forecasts, this is the time when I am getting interested in going either long or short. on Nov 27th, there was a better than expected reading in New Home Sales, we had further positive US consumer confidence numbers. USDJPY was at 111.10 then. Today, it traded at 112.45. (Now, it is retracing).

Third:

I am taking my trade WITH the news. Am using a news feed and software for that.

Fourth:

No problem. I run several strategies at the same time. One approach is using pure statistics in order to define possible exits. Another one uses technical levels of support and resistance. A 3rd one is using time as an exit criterium: closing after some fixed time interval. (60 minutes, 120 minutes, etc)
 
 
  • Post #16
  • Quote
  • Last Post: Dec 1, 2017 9:21am Dec 1, 2017 9:21am
  •  doktorforex
  • Joined Jan 2012 | Status: Member | 43 Posts
In Trading, money is made by planning carefully and executing with discipline.
Very good chances are pretty rare. This trade was almost perfect!

This is fundamental trading in real time. I love it
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