EURUSD | Page 19290 | Forex Factory

Options

Go to
Permalinks
Print Thread

Related Instruments

EUR/USD, GBP/USD, USD/CHF

Similar Threads

MT4: how to change "EURUSD" to "#EURUSD"? 3 replies

Re: EurUsd short term 15 replies

did oanda just drop its spread for eurusd to 1 pip? 11 replies

EA for multiple lot limit order for EURUSD 0 replies

NFP nice bump up on EURUSD 2 replies

Attachments: EURUSD
Exit Attachments

EURUSD

  • #385,781
  • Feb 13, 2011 10:40pm Feb 13, 2011 10:40pm
EUR/USD not going down much anymore...
I guess I'll close my short out..
  • #385,782
  • Feb 13, 2011 10:44pm Feb 13, 2011 10:44pm
Quoting Venice
For me personally, I got tired of A/U taking money out of my account trying to go short on it. I'd be much more expectant to see a retest of 1.0000 then continue on up.

AU has been a good carry trade for the longest time in past years but never worked well for me too.
  • #385,783
  • Feb 13, 2011 10:46pm Feb 13, 2011 10:46pm
Quoting aarontdang
EUR/USD not going down much anymore...
I guess I'll close my short out..
There is a strong resistance at 1.358.. area. Best place to enter short.
  • #385,784
  • Feb 13, 2011 10:47pm Feb 13, 2011 10:47pm
Quoting sinner-
Is it the ALF? Or similar? There was one I remember, which took a crapload of linear regressions and gave the best fit or similar technique, but I can't for the life of me remember what it was called, any ideas (similar idea to MARS)?
Don't know what an ALF is, but this is a Gaussian filter, with order that adapts to the range of the lower TF (in this case, 1M) in the recent past.

Gaussians have the same general form as iterated EMA's, which gives them a weight profile that are "Pascal triangle" numbers, like (1,3,3,1), (1,4,6,4,1), etc. Ehlers has a lot of "dominant cycle" cr@p wrapped around them, but I just set them to low frequency, 'cause I don't believe there are stationary high freq cycles in the markets.

If you Google 'Gaussian filters Ehlers" you'll find papers with discussion, weights, etc. There's also, I think, even mt4 code available for them.
  • #385,785
  • Feb 13, 2011 10:48pm Feb 13, 2011 10:48pm
Quoting aarontdang
Anyone see AUD/USD as bearish ????
Downtrend???? Going South???? hehee
might head down to 0.98XX region..
Attached Image (click to enlarge)
Click to Enlarge Name: au.JPG Size: 102 KB
  • #385,786
  • Feb 13, 2011 10:50pm Feb 13, 2011 10:50pm
Quoting navhin
sold [email protected]
closed +10pips..
  • #385,787
  • Feb 13, 2011 10:52pm Feb 13, 2011 10:52pm
price still there , stalled as in 4th consolidation or actually c ended , limits remain intact 3570 primary to 3577-80 , 90 as last option break correction up before retest reaction low again or as big failure , still not think before repeated low test with possible similar consequences down 350 pips from 3505 and downside now 3497 to clear supports .risky play before either option , Monaday may range though without big news to breaks down & in that case risks upside .qqe in h1 tf not break & hold 50 rather a sharp turn down need to confirm momentum down, higher tf ok for the down.
lets see .
fontu
Attached Image(s) (click to enlarge)
Click to Enlarge Name: eu1.gif Size: 16 KB
Click to Enlarge Name: eu2.gif Size: 13 KB
Click to Enlarge Name: eu3.gif Size: 12 KB
Not understand?better not follow my analyses!doubt clearer first, risks ++
  • #385,788
  • Feb 13, 2011 11:10pm Feb 13, 2011 11:10pm
Quoting redsword11
Attachment

Attached Image (click to enlarge)
Click to Enlarge Name: eu.jpg Size: 51 KB



scalped
  • #385,789
  • Feb 13, 2011 11:12pm Feb 13, 2011 11:12pm
Quoting OldQuant
Don't know what an ALF is, but this is a Gaussian filter, with order that adapts to the range of the lower TF (in this case, 1M) in the recent past....
ALF = Adaptive Laguerre Filter.

After following your Google I am with you. What I am referring to is something different again.

Not too long ago I remember some kids were using ALF or Ehlers MAMA to take swings on stocks. I liked the FAMA/MAMA crossover the best.
  • #385,790
  • Feb 13, 2011 11:23pm Feb 13, 2011 11:23pm
Quoting sinner-
ALF = Adaptive Laguerre Filter.

After following your Google I am with you. What I am referring to is something different again.

Not too long ago I remember some kids were using ALF or Ehlers MAMA to take swings on stocks. I liked the FAMA/MAMA crossover the best.
The thing about adaptive schemes -and MAMA is one; clearly ALF is another on its face- is you can get them to track pretty consistently in real time, without back fitting the parameters to be right today for yesterday's market.

Then, if you have a filter that responds to bar ends in one TF, and then move to a lower TF for catching the price events that will ultimately move the filter (a crude "forecasting" method even in a random walk), you can catch short term movements.

The thing I don't like about Ehler's work is he's heavily invested in stationary cycles, even though at times he'll write why they can't really exist. That makes it hard to cut through the BS sometimes, but he really has had a lot of good ideas. And the basic good idea is that digital filters really are, at the end of the day, moving averages with complicated weighting schemes to keep them "inside of," and responsive to, the price action.
  • #385,791
  • Feb 13, 2011 11:45pm Feb 13, 2011 11:45pm
Quoting OldQuant
The thing about adaptive schemes -and MAMA is one; clearly ALF is another on its face- is you can get them to track pretty consistently in real time, without back fitting the parameters to be right today for yesterday's market.

Then, if you have a filter that responds to bar ends in one TF, and then move to a lower TF for catching the price events that will ultimately move the filter (a crude "forecasting" method even in a random walk), you can catch short term movements.
Yep sounds good, I just wish I could remember the name of the other one, what I liked specifically about it was that it would back-fit, but pick the best fit across many many regressions, meaning each days parameters were kept closest to the markets sliding window of behaviour.

Quote
The thing I don't like about Ehler's work is he's heavily invested in stationary cycles, even though at times he'll write why they can't really exist. That makes it hard to cut through the BS sometimes, but he really has had a lot of good ideas. And the basic good idea is that digital filters really are, at the end of the day, moving averages with complicated weighting schemes to keep them "inside of," and responsive to, the price action.
Try FRAMA then?

Alpha of the MA is dynamically weighted against the fractal dimension so sometimes the FRAMA is moving like a 200MA and other times like a 5MA. Get your nonlinear Hurst on! I like this one a lot actually you can use it to scalp ranges and trends both if you know what you are doing, and know some traders using Hurst principles exclusively as they hunt (look for instruments exhibiting specific Hurst characteristics before employing X Y or Z strategy).

EDIT: Altho I guess you could argue that just like vega only way to get a high Hurst is to have low Hurst and only way to have low Hurst is to get a high Hurst exponent first!
  • #385,792
  • Feb 13, 2011 11:49pm Feb 13, 2011 11:49pm
A tiny diamond like swing at the reaction low the bigger one to facilitate bear if possible and again the baby camel may start the neck extention any time . so lets think both work at the same time , then price test the baby diamond reaction low 3497 , 3507 ok before go break reaction high 3571 and next not break the diamond low or fail to start the camel action spikes up fast due both failure diamond & camel work both at the same time .
small diamond very likely abort & convert into a symmetrical triangle , less strong one breaks either side , confusion remain intact , possible & likely though .

As per waves price go above 3560 increas risk upside .
breaks down work only diamonds.
fontu
Attached Image (click to enlarge)
Click to Enlarge Name: eu3.gif Size: 11 KB
Not understand?better not follow my analyses!doubt clearer first, risks ++
  • #385,793
  • Feb 13, 2011 11:53pm Feb 13, 2011 11:53pm
Quoting sinner-
ALF = Adaptive Laguerre Filter.
Sorry, I had to make sure some apps were all back up and running, but wasn't quite finished yet.

Here's the TF in which I really see the world. These filters, and other things which might seem like short term trading tools are just to manage the position size in longer trades. That red line is the approximate level at which net long becomes net short, and the tools are used to add or subtract from position size according to filter slopes, excursion distances, microstructure behavior, etc.

In all the time, except for flattening overrides for event risk (NFP-ish, speeches by unpredictable CB-ers, dangerous weekends). So long as the net stays up and the software doesn't rust, it makes for low angst trading.
Attached Image (click to enlarge)
Click to Enlarge Name: weekly.jpg Size: 80 KB
  • #385,794
  • Feb 13, 2011 11:55pm Feb 13, 2011 11:55pm
Quoting gatorinla
back to 3530.. looks like a holder.. if we break 3466 i will.. at least to 3386
3517+.. w/o a new high?
those who can, do. those who cant, talk about those who can
  • #385,795
  • Feb 13, 2011 11:57pm Feb 13, 2011 11:57pm
M5 : R >> 1.3550>>75>>97
S:>>1.3526 >>07 >>down
Attached Image (click to enlarge)
Click to Enlarge Name: buonvangvn_____yahoo____com.gif Size: 27 KB
  • #385,796
  • Feb 14, 2011 12:02am Feb 14, 2011 12:02am
Quoting sinner-
Get your nonlinear Hurst on!
Funny you should mention Hurst. I just ran across the a 1950 reference to Hurst's original work (Feller's original paper on the Gaussian range distribution).

Turns out that what Hurst really observed is that the range of high to low water levels around the world was greater than they should have been when viewed over successively higher TF's. A normally distributed world would have had the range increase strictly as sqrt of TF, and he found it was higher than that: the original fat tails.

Mandelbrot, then the other chaos guys picked this up, kicked it around, and out popped the Science of Chaos. But Feller, in talking about 'classical' explanations for Hurst's observations, gave us (without talking about markets, of course) the real, core reason that trends (and very high freq trading as well) work: persistence beyond the random walk.

You can see it in the chart I just posted, and you can see it a little in the 5M as well, though you'd really see it in a 5-sec.
  • #385,797
  • Feb 14, 2011 12:16am Feb 14, 2011 12:16am
Quoting saninvestor
short GBPUSD @ 1.6074
Keeping short to 1.6012
SL breakeven.
Trade to enjoy... Money is after!
  • #385,798
  • Feb 14, 2011 12:19am Feb 14, 2011 12:19am
Quoting OldQuant
Funny you should mention Hurst. I just ran across the a 1950 reference to Hurst's original work (Feller's original paper on the Gaussian range distribution).

Turns out that what Hurst really observed is that the range of high to low water levels around the world was greater than they should have been when viewed over successively higher TF's. A normally distributed world would have had the range increase strictly as sqrt of TF, and he found it was higher than that: the original fat tails.

Mandelbrot, then the other chaos guys picked this up,...
I've often wondered if generating a random walk probability distribution, and then only trading movements that departed from the random walk distribution would have merit. I've never taken the time to experiment with this....
  • #385,799
  • Feb 14, 2011 12:19am Feb 14, 2011 12:19am
on the m15, does the spike constitute a higher high?
Keep It Simple Stupid
  • #385,800
  • Feb 14, 2011 12:20am Feb 14, 2011 12:20am
3546 is giving a tough time to eurusd
485 traders viewing now