Not sure whether this help because I didnt read the whole thread. Here is how I create a common denominator for currency index. To find other currency index, you just need to multiply "USD/(1 cluster unit)" with other currency pair.

Recent Strength indicator

So far TP around 50-100 did better. Please bear in mind that my backtest does not speak for longer term. Extreme fat tails system need a big sample size to confirm its validity because outliners do not predict outliner.

Central Banks & Big Players

I'm using C# for tick data backtest and I have slightly modified the condition for my other project to mimic Tony's idea for London open. However I only tested the summer period 2010 because I didnt include DST in my code. Although my backtest ...

Central Banks & Big Players

Brokers claim that pipettes reduces the spread therefore increase our profitability, but is that true? IMHO this is really a bad thing dressed-up to be a good thing and especially bad for the box traders who use opposite box range as SL. Let me show ...

Misdirections in retail trading / mt4

Long term prediction has no different than monkeys on typewriter. — some of them will eventually type a poetry (or make a correct prediction)! I'll be surprise if none of them do.

Eur 1.7 , Yen 65 , Aud 1.2

If there is a such guarantee thing I'll mortgage my house (let say it is fully paidoff) and dump all money into a broker with 50:1 leverage. Let say I get 90% loan from bank (9:1 leverage) and another 50:1 leverage from my broker, then my effective ...

3-9% a day with CHOROS?

I'm impressed. — Anyone cares to share their %NetProfit and %Max Relative Drawdown? Personally I believe this system is profitable in long term because of its extreme skew RRR. You account may bleed for long period slowly but it definitely ...

Central Banks & Big Players

If i have a 1000 consecutive same side flips, I will borrow as much as I can to bet that the next flip will be same again. Why? Because the both side of the coin are made of head or tail.

Tick Statistics

The reason that you found max 4% spread for 30k flips because number of sample size will be increased exponentially for a lower spread and eventually become infinite for a zero spread. Just look at the details from wikipedia. image

Tick Statistics

I never checked the statistical behaviour of price ticks but IMHO the number of up ticks & down ticks in any single bar may or may not distributed equally because a single bar itself has a bias. Logically the number of up ticks should be more than ...

Tick Statistics

It is when you place your entry and where you place your exits (SL & TP) that matter. My research shows that the probability distribution already been determined the moment we choose our entry and profitability is depends on how we place our exits.

No more BS - What have you learned?

What I had learned? — Whenever I learn new stuffs, I always realize that whatever I had learned in the pass was wrong or just partially correct. I was just fooled by randomness.

No more BS - What have you learned?

You can trade with almost full features with Iphone, Ipad & Android. Or you can trade with limited features with any phone that can browse internet.

Can I call the Oanda trade desk if I lose my connection ?

I always place limit order with oanda and I never slip beyond 0.3 pips in regardless of pairs. Those who blame oanda for ridiculus slippage are those who never use bound to protect themself against slippage. They are just looking for a scapegoat ...

I think Oanda FXTrade is unreliable

just manage your positions thru handphone. Problem solved!

Can I call the Oanda trade desk if I lose my connection ?

Today was the 1st time that Oanda did not execute my SL order. Therefore I closed the position manually and it is 16pips below my SL. I talked to them instantly and the problem has been solved within 15min. Here is the dialogue between oanda & me. ...

I think Oanda FXTrade is unreliable

Not sure about your hypothesis but my research shows no evidence that larger time frames follow a distribution closer or further away from a normal distribution. IMHO market does have a fractal structure therefore its statistical properties and ...

Pro Traders in a Random Market

The randomness has been discussed in FF many times and always end up with heavy cross fire.

Pro Traders in a Random Market

EUR/USD, 5min, total 65535 bars somewhere begin from 2007.

Pro Traders in a Random Market

I do not agree on your statement that price is normally distributed on lower time frames.

Pro Traders in a Random Market