That is an interesting observation! Treating the market as a random walk, will result in the price excursion to expand with sqrt(t). This means for price to move 2x as far, it needs 4x as much time! So although you get 2x as much R, you can only do ...

EurUsd Trading Price Levels

Sofact58, I am surprised by your hostility. This is a public forum for traders to exchange ideas, ask for feedback, learn from each other.

Soldiers Of Fortune

You are not giving away much information on your strategy (apart from being mostly hedged to save margin, and from using Random Walk theory) but I am happy for you to see rising numbers! Nitpicking perhaps, but given the nature of your strategy ...

Soldiers Of Fortune

Yes, I think we are saying the same thing. You appear to have both Buys and Sells open on the same symbol. Your broker does not count these fully hedged positions to calculate the margin used. These are your "foot soldiers" as you call them, soldier ...

Soldiers Of Fortune

In post #3 you write that you are not using leverage. In total you are about 100 x 0.05 lots deep (roughly guessing by the length of the scrollbar in your screenshot). That would represent 500k USD which you do not have in your account. Therefore, I ...

Soldiers Of Fortune

Fascinating! You got my attention. Please continue your explanation!

Soldiers Of Fortune

in this thread I posted a CSV file with historical swap rates: url Note that this may differ per broker.

Historical Swap Rates

Of course. Here is the renewed indicator from post #186: file image

A Simple Mean Reversion Strategy

That is a good question!? It is not just difference in trading cost (spread/commission) because the shape of the equity curve also looks different?! Perhaps one of the readers here on FF can also run a backtest on EURUSD,M5 with real ticks on ...

Scalping System by Machine

Ok, I'll bite ;-) Below is an EA that implements the basic rules from post #1 with one addition: the signal bar should be >75% but also <10% at the other wick. Without this addition it would sometimes select pinbars or other horrible bars. But no ...

Scalping System by Machine

Yes ;-) You can go a long way optimizing these levels. In The Myth of Averaging thread I did something similar with purely random entries. You might want to check that out.

Forex R-Multiple & Win/Loss Correlation Table

Some believe that a strategy with a real edge, should at least generate profits on a few other pairs. Profit might be mediocre for these other pairs, but it should be seen as a confirmation that your strategy has an actual edge. Personally I am not ...

Different settings per pair = Curve Fitting

Will you keep the 1st trade open all that time, or close it at 50 pips down and only use the 2nd trade to recover? Where will you put the TP now? 25 pips from the actual entry of the 2nd trade? Or 25 pips from where the 2nd trade should have been ...

Forex R-Multiple & Win/Loss Correlation Table

Glad that it is useful to you! Entries will probably not be what you would have done manually, but good enough to play with the TP/SL/Volume settings to see what that does. The backtest already eats up a lot of margin. If you increase the lot size ...

Forex R-Multiple & Win/Loss Correlation Table

I don't know if you are a MetaTrader 5 user, but here is the expert advisor I wrote should you want to play with it: file

Forex R-Multiple & Win/Loss Correlation Table

I wrote an MT5 expert advisor to try out your idea. You mentioned you trade S&R levels, so I used a Williams R% at level 0 and -100 to trade the reversal. Your manual entries are probably better, but just for the experiment the Williams R% might ...

Forex R-Multiple & Win/Loss Correlation Table

You named it "risk of ruin", so I based the calculation on the assumption that you will be ruined if you meet the unlikely series of events of that 1.8%. That implies you take lot sizes that are huge and represent using up the maximum margin / ...

Forex R-Multiple & Win/Loss Correlation Table

If your intend is to double your account before that time, you could look at the average amount of iterations before you ruin your account. At 1.8% that would be: 50% = (100 - 1.8%)^n n = log(0.5)/log(0.982) = 38 trades So in 38 trades (on average) ...

Forex R-Multiple & Win/Loss Correlation Table

Looking forward to see your results! Are you trading manually or did you automate this? If so, have you run a backtest over a few years to see what drawdowns to expect?

Forex R-Multiple & Win/Loss Correlation Table