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    Tick Data (Esignal)

    By filtered out, do you mean you want it removed? Or that you want it calculated for that tick data?
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    Is there any term for this?

    "The big hand at the eleven, the little hand at the four."
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    Gone Bid / Gone Offered

    Thanks. I am reviewing some TT API code and the coder has used strings "Gone Bid" and "Gone Offered" among the enums covering book events. What you've written makes sense in terms of the code I'm seeing, so thanks!
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    Gone Bid / Gone Offered

    What do these terms mean? Thanks.
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    Weird Gap on Forex Charts on esignal

    Can you post a screenshot? Thanks.
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    Wwatson1's Journal, Trend Following The Forex Nice And Simple

    What timeframe? Your screenshot shows 4-hour... is that what you're using? And what pairs are you working with? Screenshot shows GBPCAD ... Thanks.
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    Would You Trade This System?

    http://www.cs.rpi.edu/~magdon/ps/journal/drawdown_RISK04.pdf [Thanks to Sergio77 for pointing out this paper.]
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    Trying to understand cross currency math and execution issues

    Have you asked your broker? Here is how IB handles FX margin determination ... https://www.interactivebrokers.com/en/index.php?f=margin&p=forex
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    Trading Volume Dead

    NIKKEI
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    Trading Volume Dead

    KOSPI
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    Trading Volume Dead

    FTSE
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    Trading Volume Dead

    DAX
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    Trading Volume Dead

    Here are some of those "1 - 3 yr cycles" ...
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    Random walk?

    "trade-following"??? or "trend-following"???
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    Random walk?

    Simple non-linear functions of returns exhibit significant autocorrelation (“persistence”), E.g. volatility clustering. Different measures of volatility display a positive autocorrelation over several days; high-volatility events tend to cluster in time. That is, large price variations are...
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    Price and Time data set

    Interesting thread. Thanks! IMHO, the approaches described above seek to record empirical observations (about characteristics of price, or the market) which are then used as a basis (“signals”) for forecasting future price/market behavior. i.e., systematic trading. A key element...
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    Price Action Strategies All Break Down

    Are you saying "since-2007" is In-Sample, and "pre-2007" is Out-Of-Sample, and asking why the strats don't seem to perform Out-Of-Sample? Thanks.
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    Lack Of Knowledge

    There are lots of reasons why a FX trader may not be profitable. Here are a few, to get the discourse going: 1. Using a broker offering commissions and spread that are too high relative to the way the trader is trying to trade 2. Not having a working strategy/edge 3. Having a working...
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    Would You Trade This System?

    OK, so (assuming you've got the numbers correct) ... Minimum capital/contract = $500 + 2 * $3000 = $6500 So $5000/contract sounds too leveraged, IMHO.
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    Would You Trade This System?

    Thanks. OK, assuming you re-run the backtests: a) with commissions b) realistic execution assumptions c) etc … and that you get the same backtest performance and MC-test results (and that we all agree objectively that i) the test results are meaningful given the historical price data...
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