Recent content by ModifiedBear

Hello everyone, Let me first say this: I am not a forex trader, and I don't have software or a datafeed for it. However, I do like to make small forex plays in equities for news events etc, and I like to watch the forex markets react while the news reports hit. Usually I just pull up forex...

I trade live and I still paper trade. I like it so I can not only backtest strategies but test out new ones so I can get a feel for them. Also, I like the investopedia/marketwatch sims so you can compete against others and have special rules/games. I have learned a lot from paper trading though...

I was just working on a simple back test just because I was curious. At first I tried changing the 'slope threshold' and seeing if yearly returns were correlated. And just judging from my observation, the results on that seem pretty random, but there are a lot of variables to test. I think...

That will probably be difficult to find something consistent. I suppose you could choose a standard interval (say 15 mins so that (Time(B) - Time(A) = 15mins) then start data mining for slopes of ema's that led to some standard definition of a "strong trend." If you have a normal distribution...

This is probably your best way, but you still have the question of a standardized method of choosing the correct starting and ending spots. For example, if slope = (EMA[a] - EMA[b]) / (Time[a] - Time[b]) then you need to have a standard definition of what a and b will be.