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Is there a mathematically better way to scale out? Or efficient way of triggering trailing stops for different lots size accumulated as the price touches various profit target level.... :confused:

Is there like a Co-integration indicator for 2 instruments?:confused:

The key to sustainable pairs trading is to know when to cut loss before the correlation/co-integration black swan suddenly appears.... what cut-loss rules does pairstrader software based on? Any suggestions using some quantitative guidelines? :confused:

Exactly, the key to successful mean-reverting strategies is to know when to cut loss...any suggestions using some quantitative rules? :confused: Is there like a Co-integration indicator for 2 instruments? :confused:

Progression is the same as Technical Analysis in Trading... There is no guarantee that H or T would not turn up 5times or more in a row just like dow crossing over 200days MA does not mean it would not cross down again...does that mean TA does not work... NO, people conducting TA courses and...

Stop and re-evaluate the results every 100 runs/bets/trades. http://nlvm.usu.edu/en/nav/frames_asid_305_g_3_t_5.html If you set longest run of heads = 5, and do 100 runs 10times... calculate the average number of tosses of the 10times... Set spreadsheet criteria such that if red or black (H...

follow progression only if it is a loss, if it's a win, go back to 1

I was wondering if a simple excel worksheet can be created to project the effects of applying different types of betting progressions to a user defined number of coin flip simulations. The user input a certain amount of capital and he begins with a bet of x% of this capital with a user...

They are both negative progression

The point is to discuss further how to improve progressions/ martingales that does not accumulate positions in a single direction which is bad in trending market.. direction depends on independent bets/signals of strategy... For example, how to adjust these methods to trading...

Instead of "Building up" positions with martingale/anti-martingale style, how about just closing each trade on it's own with any directional method (with fixed target spacing) but increasing the next trade's size progressively after a losing trade and reducing the size after a winning trade...

H1N1 virus can evolve and accumulate strength as it passes back and forth between different animals and people; it's adaptive and dynamic nature seems like a genetically engineered algorithm...a role model for trading systems .i.e. changing grid spacing and position sizing. :)

I have been searching for a stable solution/bridge to trade InteractiveBroker acct forex and indices futures with MT4 EAs... Has anyone been successfully doing it?:confused:

Is dbFX like a franchise? Branches in HK, New York and London seem to be different entities...:confused:

http://www.ripoffreport.com/reports/0/442/RipOff0442954.htm

Can this system be applied to indices futures where bid/ask spread is less of an issue than forex? It's an MT4 EA but is there a stable software/technology to bridge MT4 to IB that someone is already using it live? In particular, MT4 -> IB for indices futures? :confused:

I could ask genie for systems like this http://trademanager.mt4stats.com/ but then I already have one... I would rather have a Home Made Quantitative Easing Machine that no broker would be involved... :p

http://trademanager.mt4stats.com/ minimal profit could be like 1300% a month:D

http://trademanager.mt4stats.com/ 1300% in a month! How do you plot this equity curve from the statement?:confused:

http://trademanager.mt4stats.com/ Please share your analysis about this statement... :confused: