Oanda is Mad! — What's wrong with oanda today? EURGBP having 10 pips spread now while 2.2pips & 1.7pips for GBPJPY & GBPUSD! This is no news release at the moment!

Which MM or ECN brokers can beat Oanda Spread?

Say your original system got +2pips edge before spread, so inverting the original system will have -2pips edge before spread. However Your spread is 3pips therefore both of them losing money consistently after consider spread. Based on your equity ...

Why inverting trades doesn't work?

It is known as non-deterministic chaotic.

Market Random and Predictable Parts

P(Hit TP) = 47.7% P(Hit BE) = 21.4% P(Hit SL) = 30.9% P(Hit TP or BE or SL) = 47.7 + 21.4 + 30.9 = 100% So I think your logic works and the calculation is correct.

Random walk and Pascals triangle

I am not sure about other but half kelly is too risky for me because market may change and no trading system has a static outcome, even it is a quantitative model. For example, a profitable system with P(win) = 50% and RRR = 2 will have an optimum ...

Random walk and Pascals triangle

It seems like you deleted your post. Could you please post again how you calculate because I have just gone thru a calculation with your method but too bad I cant remember the detail. I think my spreadsheet cannot be used for trailing stop with ...

Random walk and Pascals triangle

When i tried to extract a probability of a certain events from a chart, I do not consider the impact on other condition. Who care about the other condition when you have P(win) of 60% with RRR = 1. Further more, the more condition you put into ...

Random walk and Pascals triangle

Ok I misunderstood what you tried to mean. Let's take your EUR/USD & USD/MXN for example, repeat your coss toin process for at least 1000 days then u tell me who will win by having edge on fundamental analysis.

Market Random and Predictable Parts

In your coin toss example, 50% of them win by good luck and 50% of them win by bad luck. Yes fundamental analysis does provide some bias but it is not always right too. The USD in the crisis 2008 is a good example. The one who constantly sold USD ...

Market Random and Predictable Parts

Yes the further your TP, the more edge you gain from a small bias. That is why High Reward Risk Ratio is always recommended.

Random walk and Pascals triangle

No I am not.

Random walk and Pascals triangle

I have expanded your spreadsheet to 2000 steps and correct a minor calculation error. Anyway guys, there is one fact that we can concluded from the spreadsheet, which is the profit factor is always one no matter how you manipulate your TP/SL. Base ...

Random walk and Pascals triangle

Apologies accepted.

Random walk and Pascals triangle

just copy & paste. It is not a difficult job.

Random walk and Pascals triangle

No, if the TP is +6 and SL is -2 then my excel sheet does not allow it to touch -12 or +8. Any path above TP and below SL are not taken into consideration.

Random walk and Pascals triangle

I sum it up does not mean my method allow SL to be hit more than once. In fact the SL can be only hit once. For example, Event A: Hit TP at Step 1 Event B: Hit TP at Step 2 Event n: Hit TP at Step n All those events are mutually exclusive. So P(A or ...

Random walk and Pascals triangle

Which paths are not permissible? if you dont mind pls let me know.

Random walk and Pascals triangle

Theory for which part? I thought that is just an application of pascal triangle, nothing new.

Random walk and Pascals triangle

hi 1i (Guess who!), The previous excel sheet is for that particular case (6R to -2R) because I only calculate the probability of 100 steps since the probability of every single node above 100 steps is too small for that case and can be ignored. In ...

Random walk and Pascals triangle

I'm not sure whether I understand this. Did you mean the P(win) not equal to P(loss) when you extend the SL to -6R? Thank you for your trailing stop idea. The new 'triangle' is a smart idea and i think that should work! I'll try to figure out the ...

Random walk and Pascals triangle