Recent content by Davidwillis

What if you are not islamic?

I think the idea would be to hold it until the interest rates were no longer worth it. It could be years, just gaining interest on your leveraged money.

Is there a brokerage in the U.S. that does not charge or pay interest? And even better one that you can set up one account that does, and one that doesn't. Does MA stand for some brokerage? If you could set this up so that you could transfer back and forth so you don't get a margin call in...

Yes, I agree. I didnt' want to say anything earlier in hopes you would figure a way to make it work. It may help you keep a float a little longer, but it does not solve the problem. It comes back to the question, how do you take advantage of the volitility without being killed when there is...

Interesting.... Are you thinking about using this trend analysis to determine the initial start as well? So if you started now you would have twice the number of short positions as you would long?

I need a little time to think about this. We are going in the right direction though (I think). David

I think that is the key! But how? This is what I am doing to deal with it. I original set up my grid to survive a strait 500 pip move. That still lets me make good realized profits (about 1%/day), but to survive a 500+ pip move once my unrealized = 50% of my nav (which it hit when eur/usd...

Why? Are you predicting the price will return to the old range? If you can really predict that then it would be best to fill the grid at the ends and make tons on the way back with no unrealized losses (at least not until you are back to the middle). I am not trying to argue with you here...

I have been thinking about this. Why are we using the past to determine the grid high and low? What are the chances that the next 1, 5, or 10 years are going to have the same high and low range as the last 1, 5, or 10 years? With what we have now we are hoping that the price will follow what...

ElectricSavant, Could you explain this a little more? Is your chart showing # targes Units long/short? Why do you say to cut your size in half when the pool is breached? My theory is to keep my size the same unless my unrealized gets too large and I need to take drastic measures to keep...

ElectricSavant, Yes, that is what I ment to do, but I messed up on one or more of them( I was in a rush at the time). Your work is getting interesting, think we may be onto something here. Now we need to do some number crunching and see what the best time frame, # of targes, grid space...

The only problem with it is the way you used the value of one pip. I didnt' explain that, but it is just the decmal place of each pip movement. Ex: for usd/jpy if price moves from 108.14 to 108.15 that = 1 pip movement which = 108.15-108.14 = 0.01 for eur/usd if price moves from...

I never said to only use 1Y ranges. I am not really sure what the best way to use it is. I just had a thought and shared it with everyone. I really have not had the time to do much testing with it, but it seems like it could be useful. It might be a good idea to set the high and low an equal...

That is very interesting. Acrary really knows his stuff. There should be a way to impliment that in this strategy. Even though we don't have a realized loss, it might be better to trade with a set amount until our nav increases a certain percent, then increase our lot size a set amount...

ElectricSavant, All you had to do is ask.