DislikedDon't know if you could help me figure out what Stochastic %K=3 and slow= 1 in 30mins will give in one minute time frame?Ignored
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Abokwaik replies to PMs 95 replies
DislikedDon't know if you could help me figure out what Stochastic %K=3 and slow= 1 in 30mins will give in one minute time frame?Ignored
Disliked{quote} As far as I know, and assuming that I understand you correctly, something like this:{image} {file}Ignored
Dislikedwhat will stochastic 3,1,1 in 30mins be in one minute? e.g, will it be 35,1,1 or 90,1,1 without using the mtf indicator. Hope i have been able to communicate my question now.Ignored
Disliked{quote} I know you can do this type of thing with SMAs (e.g. a SMA(600) on M1 is approx the same as a SMA(20) on M30 — see the chart below), but I wouldn't automatically assume that something similar applies to stochastic, because it's calculation is completely different and it measures rate of change. By way of experiment, I tried superimposing charts with many different %K values (10,20,30,35,50,90,100,120,150,200,300, etc) over the MTF plot, and none of them came close to aligning perfectly. {image}Ignored
DislikedI am looking for an indicator show the profit and loss for per bar or candlestick since the entry (for each position)........Ignored
DislikedIs this the same or very similar to profit and loss for per bar indicator?Ignored
Dislikedi have indicator for our school (0.236 ) measurements but when i upload at chart the metatrader become more heavy and slow so if you can take a look at the code of indicator to make it light and fast it’s totally 100% fiboIgnored
Disliked{quote} Jairo, A good question that I've also wanted an answer to myself. I've done a lot of searching on the internet and reached the conclusion that there's no clear cut formula for risk of drawdown -- there are too many variables -- hence the only way is to run Monte Carlo like simulations. This trader has apparently reached a similar conclusion; also Dr Mike Shackleford (whose PhD is in math) makes a similar comment about calculating ROR in the 'Methodology'...Ignored
Disliked@BogiFX: see post #1 of this thread. _________________________ @anybody who's interested: Attached is a ZIP containing a comma separated (CSV) file of FF calendar news announcements from Jan 1, 2007 thru Apr 18, 2014, timestamped New York EST (or DST when applicable). The CSV file of 30,678 news announcements can be imported to any platform (e.g. Excel) for further analysis. Columns (from left to right) are: Date, Time, Currency, News description, Impact, Actual, Forecast, Previous, Revised from, Plotted wingdings symbol (ignore), Color value (ignore),...Ignored
DislikedYesterday I literally stumbled upon what seems to be a very simple and practical solution to the problem of estimating the risk of ruin.......Ignored
DislikedIn your post #120 from Apr 18, 2014, you provided a csv file with 7 years of economic datas. Do you still remember where it is possible to download an updated one ?Ignored
Disliked{quote}Hello sir, It makes sense to me to derive statistics from 'real' data rather than Monte Carlo simulations. However, you would need a large sample size to gain anything that's statistically meaningful. I recall reading in one of the Market Wizard books that a rule of thumb was base position sizes on 2x the worst case drawdown to date, to both allow a margin for error and also taking the conservative stand that 'the worst may be yet to come'. I agree that there's subjectivity in what represents 'ruin', and I'm not sure what level the textbook...Ignored
DislikedHello .. how are you Mr david ?! mmmm do u have breakout EA work with different tf and in different range of box ... because I found here in FF a lot of breakout EA and indicator and have code of them but unfortunately it was expired or not work in backtest for small tf i want it work with 1m;15m ... if u have please share it with me because I make manual backtest for more that 100 trade and result is fantasticIgnored