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- Ipso replied Jan 22, 2011
It is. ForexQuant's post should be the end of this thread. It's consistency of risk-adjusted returns that draws serious investors' money to a fund. If you can acheive that, nobody's gonna care if it's due to skills or luck.
- Ipso replied Aug 31, 2010
hello mate, yes I think that's a good idea. I use the efficiency ratio myself for a similar purpose. As I don't like giving too much profit back to the market I get ready to close a position when 8-period eff ratio on H1 goes above/below 0.6/-0.6. ...
- Ipso replied Aug 30, 2010
I believe the attached indi should be helpful. I'm all ears...
- Ipso replied Jun 25, 2010
You're right. This indi looks one bar ahead so it can repaint up to two bars (including the current one). Pretty much enough to get rid of a false signal arrow...
- Ipso replied Jun 10, 2010
You may want to study the evolution of most complex data metrics (like the one Mikkom presented for instance) over time. It's still much easier and faster to do it with SQL.
- Ipso replied Jun 10, 2010
Sorry, I should've mentioned I meant professional solutions. Most chart software is aimed at people who barely need to do any systematic price analysis and that's why there are no facilities like an sql-based db engine, not because it's not needed. ...
- Ipso replied Jun 10, 2010
It's a good idea to store all data in a db and use binary cache(s) for simulation / backtesting. Keeping ticks or bars in a db allows you make use of SQL and built-in procedures to easily gather various - even the most complex - data statistics. ...
- Ipso replied Jun 3, 2010
Couldn't agree more. What attracts investors and their capital to a professional fund is consistence of risk-adjusted returns not ROI.
- Ipso replied Apr 22, 2010
Profit factor, Sharpe Ratio, K-ratio, efficiency factor and a bunch of other less important ones.
- Ipso replied Apr 14, 2010
Please by all means do! Some of us love complexity. Cheers
- Ipso replied Apr 13, 2010
It's used for all terms you can imagine including sampling markets with variable frequency. For instance professionally I'm responsible for systems that sample and make trading decisions once every couple of weeks. Talking about extremes the longest ...
- Ipso replied Apr 13, 2010
Long story short, the words you're looking for are a 'concept' and an 'assumption'. Each profitable quant method is built around a concept based on some assumptions regarding a particular market behaviour. That may be that the market tends to trend, ...
- Ipso replied Apr 13, 2010
You don't have to predict, in fact you shouldn't. You should have some measurable criteria to enter and exit a trade or exit on a violation of the reason why you're in a trade. That's what quants usually do.
- Ipso replied Apr 12, 2010
So why did you put it here to back up to your claims? You still don't get it. These guys are not predicting O, H, L, C so there's no place for candlesticks here either! It simply doesn't make sense! Also, would you really use candlesticks to plot ...
- Ipso replied Apr 12, 2010
[quote=spekkiefx] They only use them during black outs, to light up the room (-: [/QUOTE/ I like this one Now ask yourself if it would have made any sense to use candlesticks in those graphs. Would it have helped to describe the problem or ...
- Ipso replied Apr 12, 2010
Don't they? So what, in your opinion, do they use instead? Cheers
- Ipso replied Nov 21, 2009
So what do you recommend then? Cheers
- Ipso replied Nov 21, 2009
Price volatility as such is there all the time and the higher it is the better it actually is. Would you care to elaborate what "avoiding bars" and what a "large bar" is? This is a programming forum. Cheers
- Ipso replied Nov 12, 2009
Risk - anything between 0.5 and 1.5 % depending on market behaviour TP - 3 levels depending on market behaviour, they may change during a trade SL - none, I use my own exit signals R/R - don't know and don't care as I find it useless What do these ...
- Ipso replied Nov 8, 2009
I think this is a brilliant idea. I've just given it a quick visual inspection and it looks like many false signals are filtered out especially those I was concerned about. It's a shame I've never taken breakouts seriously