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could you share which instruments you are trading??

Hello Rob I recently read your another book Leveraged Trading. It is really great book and enjoyed it a lot!! Wish I knew this book before:thumbsup: I found out that the forecast scalars from AFTS and Leveraged Trading are different. I just know (from your book) that you calibrated it to have...

Nothing. I just assumed big banks would buy at low and sell at high in Euro futures which might turn out to be less directional than the other currency pairs. But yeah, I'm wrong.

Not because the strategy is not profitable on other currency futures but it actually works on Euro FX. Didn't expect it to be more directional than the other currency pairs despite its huge daily traded volume.

Hello Rob, could you confirm if your Combined Breakout strategy(without trend and carry) or Strategy 9 are profitable on other currencies future besides Japanese Yen and Euro FX futures? These are only things which turned out to be profitable with those two strategies. I thought it was very...

@globalarbtrader I send you a private message

Hello Rob From your spreadsheet St.9, why does 16 Span EMA from EWMAC4 is different from 16 Span EMA from EWMAC16? Aren't they supposed to have the same value? Best,

Based on your reaction, it seems like what I've created isn't terribly strange or incorrect. That's enough for me. I will keep fixing my code. :fistbump:

My bad :banghead: Here is a N that I've got for Euro FX and Gold future I excluded ewmac2 and ewmac4 which I thought would beneficial for me(for now). Maybe I should write code containing both, but still can't figure out why dynamic approach makes worse profit than static one. Must've written...

Dear Rob Thank you so much for your reply as well as your time to generate those result. I'm glad to see that the strategy no.9 works very nicely with heating oil as well as gasoline future. Now I have to re-write all the code. :wtf: Below is a Euro FX future from CME. I tried to show the N...

No offense, but why the CFD market? Also, I think you are doing too much for calculating. The holding cost and fee are just crazy and can't be compared to the CME products. Let's say if you have to adjust your position daily, or even 2 times a week due to the 'N' changes. That's already 8 times...

:banghead: ah crap I wrote the wrong symbol and totally out of zone. I somehow thought words Part One from p.423 as Strategy One....:banghead::banghead::banghead: I was wondering myself, "why the heck Rob is talking Stdv from strategy one in strategy 26" and now all things are cleared up. I...

Hello Rob, I hope you're doing well! This thread is gold. :fistbump: I'm currently diving into Strategy 26, but I've hit a bit of a snag. Could you lend a hand in straightening things out for me? When it comes to getting risk-adjusted forecasts from Strategy 26, I'm a bit unsure about the σp,t...

I want to express my thanks for your helpful explanation. Now, my representation of N closely follows the one shown in Figure 16 on page 81, thanks to your guidance. I really appreciate it! You're right about the strategy for Gold. I should concentrate on a designed strategy rather than a...

Hello Rob, I have a couple of questions for you. In your AFTS on page 79, in the middle of the page where the Exponentially Weighted Standard Deviation formula is presented, does "r*t" refer to the "r*t" mentioned on page 78, or does it refer to "r*(λ)t" as discussed on page 79? If it is from...

Hey Rob Thank you so much for your reply and kind explanation. Now all the mystery is gone! dang it! I should've asked you earlier instead of just assuming. My Tradingview ES chart starts from there so I thought you might used SPX data for the past price. Wasn't aware of the big S&P 500 future...

D Dear Rob Thank you so much for your reply as well as explanation. What I meant to say was (p_t-1 - p_t)/p_t-1. I wrote in Easylnaguage but I think I wrote the right one which you are using. :) I googled the worst day for S&P500 and got this below. Also, my data shows that the worst day...

Hello @globalarbtrader, I hope this is the right channel for questions. First and foremost, I'd like to express my gratitude for writing such an excellent book! I'm doing my best to absorb all the information on AFTS, as it's filled with insights I wasn't previously aware of. I hope that you...