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I sat down and thought long and hard about this system: I have come to the conclusion that this system can only be traded with some human intervention at key levels for example EURUSD right now: we have a range of 1.27 to 1.31 If either of these were broken, I would say that it would...

Yes, I certainly didnt prove anything, I agree with that Just pointing out that everyone who is using this strategy is using it based on the assumption that capacity > flow (as you put it)

can someone point me to where it was proven mathematically that flow > capacity ? I missed that part in all these threads

once you start remove hedges, or rebalancing the hedges in favor of a direction, then you may as well as just trade normally with lower leverage (pick a direction) its the same thing isn't it? just without the cost of the spread in both directions

http://money.cnn.com/2005/05/06/news/fortune500/berkshire_earnings.reut/index.htm?cnn=yes OK, I am not even 1/50th the investor/trader that Buffet is, but I remember saying that he basically hates macroenonomics so then why is he making a heavy one way bet against the USD? in a long term...

Mrs Savant I gotta say you are right on the money Trading can be so time consuming, and destructive to family life, rob you of concentration, mess up your real job, or mess up running your own business, that unless you are really making some serious money (200k+ per year) trading, i question...

hiya believing in a system has nothing to do with its ultimate success either its a viable system or it isnt..... I don't think that losing money is trivial, especially if you can first debunk an idea, then not waste time and money on a lost cause Since no-one can accurately predict...

fire, I made a 2nd mistake in my calculations, when i checked my data, i was missing jan / feb and mid march for GBP jan 2004, after fixing it it looks like profit pips were roughly 25% greater than unrealized loss the best performer was 30 pip, it beat out the 100 pip setting by about 6%...

if we can find a way to hedge risk from extreme moves ill agree with you that this is a good idea!

sorry dont understand the question? btw I just ran a test on the whole of 2004 GBP would have shown a decent profit trading the range it opened the year at about 1.80 and closed at 1,95 ERROR FOUND using a 100 pip grid, you would have banked 21600 pips profit, and unrealized loss...

and to answer your question, if you set NAV to .02% and you started when gbp was 1.55 in aug 2003, assuming GBPUSD stays where it is now, you would breakeven in 2007 on GBPUSD, your drawdown would be 10% of your account at its peak so at ticket size of .1% your drawdown would have been 50% of...

electric I am actually more interested in this idea than when i started working seriously on it - but what got my interest is the idea of trading it in reverse, the numbers I have seen so far seem to support trading this system in reverse!! more to follow

I wrote an excel script that backtested 5 min data on GBPUSD for the last 60 days don't want to bore you, but I have many math and science and computer degress blah blah so it wasnt very hard to backtest and if you look at the last 60 days on GBPUSD, its actually BETTER for the system...

I'm sorry but i still dont see how this idea eventually doesnt blow up? using the work I just did, it would take 4 years of trading the range to make back the money lost in the GBP 6 month move u know the more I look at this, the more I am beginning to think this system may be better to...

only thing sympatico hasn't done is explain how he isn't going to get a margin call in the end unless he is using discretionary tactics, which I think he does from watching the FX market for years and years I think that using 3 hr supports etc etc is just random, complete waste of time IMO...

electric here is the catch - think about this carefully the less the drawdown on the unrealized profits, the bigger your trade sizes can be? agreed? so its not the number of pips we take profit on, its the number of pips relative to the unrealized profit thats they key for example the...

I think buzz lightyear went to infinity (and beyond)

I can't do pivots, i can just do a ladder look at some results i posted a few back, interesting

I just coded excel to run a test on GBPUSD using a "every 30 pip" long/short system since 14/02/2005 - using 5 mins DATA, I came up with the following result (including spread in calculations of 4 pips) the average daily yield on GBPUSD was 202.4 pips the key here is to figure out...

Electric and others, we need a package that can backtest entries and exits, allowing us to change the range on pairs Then we can get actual numbers Example: using a 30 pip "spread" how many pips can GBPUSD on average capture per day long / short? change it to 40? what are the results...