No, that would be somewhat misleading in this case

NEW MT5 Seriously Stuffed For Traders Platform

There is no point in trying to be reasonable, you'll just be repaid with another astoundingly misinformed personal attack, just leave them to it. Rossiya & co. will entertain no other opinion past their own, which is as everyone with a IQ above room ...

NEW MT5 Seriously Stuffed For Traders Platform

Cool, I think I need to go away and study composite options positions (like 'the strangle'), it's a very hard (for me anyway) thing to hold in ones head as you are not simply dealing with price and time, but many other variable on top of that. Sorry ...

Question on FX options & time-decay

Cheers for that, I'm going to have to think about this for a while!

Question on FX options & time-decay

Cool, thank you for that. If could ask a question, forgive me if I am off the mark as I am new to the terminology, so you are not making a 'volatility call' because you are not 'delta hedging' with the underlying, is this correct?

Question on FX options & time-decay

Seriously, this has been done to death, use the search!

Difference between 4 and 5 points decimal?

The one and only correct answer.

Why a chart pattern fails?

That would be cool, this is a fascinating subject. I'm currently trying to grind my way though one of the 'Wilmott' books, it's not easy going but it does open ones eyes to the different types of non-TA analysis that are possible.

Question on FX options & time-decay

This thread now has... — ...

NEW MT5 Seriously Stuffed For Traders Platform

Interesting point, that is a good book and he spends a lot of time talking about different measures. I'll have to go and reacquaint myself.

Performance Measures

Overlaying the new strategies results over the current equity curve is quite a tricky business, due to timings, overlaps etc, for me it is probably easier to work with correlation. One thing I did pick up during this exercise is that just taking the ...

Performance Measures

I have been experimenting with a Sortino style measure, but the results have not been good. I am coming to the conclusion that even though t-score might penalize upside volatility somewhat, it is actually better from a portfolio point of view to ...

Performance Measures

Thanks, I'll check out MAR, but I probably need something a little more responsive. Probably something else you could comment on...I'm also looking at portfolio correlation, I saw you mention this a while ago, did you end up implementing anything in ...

Performance Measures

The market doesn't give a shit about what you are expecting. My advise (which you won't take), get out and wait until you have a better reason than 'what you expect to happen' to be in the market.

Ouch AUSUSD

The same differences occur on smaller time-frames, anyway, I'll be coding up the C++ version plus unit tests later today so I'll soon know.

Volatility Adjusted Stops

Weird, the calculations look much the same, yet there are obvious differences.

Volatility Adjusted Stops

That is exactly what I am trying to avoid.

Volatility Adjusted Stops

I expect they would be somewhat the same given the original picture I posted, my point was that perhaps it is a more intuitive way to parameterize ones stop sizes.

Volatility Adjusted Stops