Cable Update (GBPUSD)
Custom chart. Question: How frequently does the 'London' candle close its gaps and how long does it typically take? Question 2: Will the statistics differ if I generate synthetic data and sample it by 9 hours? Could be an interesting topic to research instead of drawing lines on Brownian motion{image}
Hi all!Long time, no see...
I've been trading demo, and now live again for the last 3 weeks, starting with $153.15 USD with a system of stop loss of max 5% of account balance, going all in every trade at 50:1 leverage. Just 1 account, 1 trade at a time, in and out and done. I'm not holding trades for long. Minimum TP is 5% of account balance, max SL at 5%. Depending on the situation, TP can be 50% or more, but stop loss cannot be more than 5%. I'm currently just surviving near B/E since I started trading live. Originally,...
Seems everyone is off again lol very quiet considering how much of a bitch slap the GBP got yesterday.
{quote} It is the normal behavior of gbpusd in the first two trading days of the year. Gu FIRST 2 DAYS (Jan) 2024 = 150 pips 2023 = 185 pips 2022 = 127 pips 2021 = 163 pips 2020 = 177 pips 2019 = 350 pips 2018 = 120 pips 2017 = 148 pips 2016 = 177 pips 2015 = 388 pips 2014 = 198 pips 2013 = 247 pips 2012 = 202 pips 2011 = 211 pips 2010 = 277 pips I did fall off the perch seriously last year. To the few that reached out to me, i say big thank you. Hope we all have a good 2025.
Custom chart. Question: How frequently does the 'London' candle close its gaps and how long does it typically take? Question 2: Will the statistics differ if I generate synthetic data and sample it by 9 hours? Could be an interesting topic to research instead of drawing lines on Brownian motion
{quote} I'll better leave it as a riddle for coders Interesting results for those who can reverse-ingineer it
{quote} Hi W0lfram: - Which timeframe do you mean for the London session? - or: Do you mean each candle is only the Daily open and close of the London session? - What about Lower Frame Opening Candles of London session that are followed by a gap? Adding synthetic data would only be useful, imo, if there is a possibility of overfitting a model, but im not sure what model would be used in this case. Either there is a gap which is filled or not. Maybe im wrong and not understanding. thanx
Adding synthetic data would only be useful, imo, if there is a possibility of overfitting a model, but im not sure what model would be used in this case.
Either there is a gap which is filled or not.
{quote} Hi knkie Each candle is composed from data during London session like this {image} Table from the prev post uses only this data, ignoring what happened in between London sessions. {quote} In some sense, testing only on one dataset - i.e. historical data - is already overfitting. I know 2 ways dealing with it: - randomly sampling entries and run MC simulation on equity curves (bc not every trade can be taken and so on) - generate as many data as you want and test 'strategy' or whatever on it {quote} +++
{quote} Fed and watered... {image}
