- Search Crypto Craft
- 96 Results
- saussiche replied Apr 17, 2014
attention paging mr. hanover
- saussiche replied Apr 16, 2014
Today's update CHFJPY Short, -12 pips, -1.2% (exit at stop-loss) Lost a trade on CHFJPY. I was kind of weary of these trades, I had swiss frank short in 3/7 of the orders I sent yesterday. But from the objective information I have, it's one of the ...
- saussiche replied Apr 16, 2014
hey, remember that you can't do this unless you live outside the us.
- saussiche replied Apr 15, 2014
I never understood how people can have margin calls, it makes no sense to me. For example, If I risk 2% of my account per trade, I can fill the queue with dozens of these orders, have as many fill in a period as is possible, use all of my available ...
- saussiche replied Apr 15, 2014
first trade: CADCHF Long, about 30 pips or 3,5% gain. I think i'll track the overall p&l here too Total P&L: 3,54%
- saussiche replied Apr 14, 2014
not sure what you mean, it's just a trading journal
- saussiche replied Apr 14, 2014
Hello, the risk free rate depends. some people use the return from united states t-bills or German bonds. the rest of it really makes no sense, for example z-score, I don't see how you can get a number for all of your trades without comparing your ...
- saussiche replied Apr 24, 2013
Actually limit orders aren't supposed to be filled at the market price, that's just the way it happens with spot forex and other otc markets.
- saussiche replied Apr 22, 2013
Why would this work? I thought this idea was dismissed many posts ago.
- saussiche replied Apr 10, 2013
The figure has been more like 70-80% according to empirical data.
- saussiche replied Apr 9, 2013
Of course you can't hedge all of your exposure and still make money. Unless we are talking about true arbitrage. You can hedge relative to the statistical relationships between the pairs though.
- saussiche replied Apr 7, 2013
It's a joke.
- saussiche replied Mar 25, 2013
It's not really worth another thread. The example that I'm showing is a simple linear model that fits the currencies over the sample period, providing a spread with properties that make it desirable for trading. There are plenty of tools in the ...
- saussiche replied Mar 25, 2013
Me again, In case you guys are wondering about trading n currencies to reduce risk by novel exposure (relative to XXX/YYY pairs) I've quickly implemented such a system on a new account and have a trade explorer linked for it. It is based on all ...
- saussiche replied Mar 24, 2013
Actually I posted some advice in another thread about trading baskets of pairs that is probably relevant here too. You can have a basket with 3 currencies that isn't the same as a single pair. The idea is to get different sized exposures in each ...
- saussiche replied Mar 24, 2013
No offense but there seems to be a real knowledge vacuum in this thread. In examples listed in the first post, there is no hedging being done. You are simply trading with an exposure equivalent to a single pair that is disproportionate to the volume ...
- saussiche replied Mar 24, 2013
There is no exchange, it is an otc market. Liquidity providers don't "take the price" from anywhere. The price you see is the best (highest bid and lowest ask) that all the aggregated liquidity gives. If you are looking for historical data url is ...
- saussiche replied Mar 22, 2013
You guys would be getting much higher returns if you weren't using the same allocation for each pair... In reality when people want to construct a basket/index/portfolio (and yes they are effectively the same thing) for trading they periodically ...
- saussiche replied Mar 22, 2013
Ah ok you can list it as blown up or 40% drawdown. Thanks
- saussiche replied Mar 21, 2013
This gives some info towards the end url My advice would be to try to use the information included in the dom to effectively trade events, like news releases or the close/open.