I looked into this kind of thing a while back. There is math involved that helps to clarify exactly what positions or risk you have on. Presumably you're using equal sized positions on the E_U / N_U trade. If you go long NZD/USD 10K and short ...

Return Differential Arbitrage

I'm trying to get my head around this concept. Would it be too much to ask you to post your Excel sheet? I've been looking at ways to measure the amount that adding or subtracting positions adds to or detracts from the bottom line for a given ...

Domino's Price and order flow trading

A sample taken from a gaussian distribution would be called gaussian random. A sample taken from a completely distribution would be called completely random. I realize that there may be a language barrier in play but read the quote I posted ...

Can you tell with naked eyes?

Attempting to predict the height of a single person selected at random from a population is not possible with any degree of accuracy. Population heights are actually quite interesting because they do fallow a normal curve. Male heights in the U.S. ...

Can you tell with naked eyes?

Let's recap: — kk007 - you owe it to yourself to read up on the subject. After reading your last statement it's clear that even you don't understand what you wrote. Earlier in the thread, one of the posters was having a bit of fun at your ...

Can you tell with naked eyes?

With Globex it is first in line, first fill. This provides an incentive for ppl to put their limit in before price goes to an area. It's a competitive marketplace and fills at each level are won by competition amongst the liquidity providers. As you ...

Domino's Price and order flow trading

No the DOM is a reflection of a small piece of a decentralized market. If you're looking at futures DOM you get a market that is a reflected market to the underlying cash market. If you're talking about a ECN's DOM, you get only what is displayed ...

Domino's Price and order flow trading

I didn't want to get into these questions because, yes most of these type of questions are order mechanics related and are market specific or differ by broker / dealer or market but most of these sound like they are CME futures related questions. ...

Domino's Price and order flow trading

Stop Hunt / Option Play E/U — This thread has died down, but I'm almost surprised nobody posted about what looked/looks like it was a recent option play on EUR/USD. This is history but as it was happening I was able to make out the possibility ...

Stating The Obvious and The Quest For Wisdom

I'm thinking of this more in terms of a general algorithm than a specific indicator/strategy - the HL Counter algorithm. The inputs being used currently are the close prices which represent underlying trend for comparison, and then a comparison of ...

Trend-spotting

Hi Bytebodger, I can confirm a couple of your observations after working up a model patterned after your descriptions. First, if taken as a standalone strategy the longer time frames do work better (hour+, longer tickframes, longer rangeframes etc). ...

Trend-spotting

I'm going to boil down this response into the salient points. First, trading the markets has nothing whatsoever to do with warfare, rail guns, snipers, bullets, accelerators, barrels, slings, et al. Talking about tangental allusions and comparisons ...

Stating The Obvious and The Quest For Wisdom

Equal Closes — A question for the OP for clarification: how do you deal with equal closes? It seems to fall outside of your rules in post #5. However I note an equal close bar (on post #5) following the -14 bar that is marked with a green zero ...

Trend-spotting

Let's take two examples. Suppose your trading style is to play the breakout. You buy based on some level getting taken out. How do you profit? You profit when after your entry others come in with their orders and push price in your direction. If ...

Stating The Obvious and The Quest For Wisdom

All Trading Is About Order Anticipation — On some level, all trading boils down to order anticipation trading. It doesn't matter if it is FA, TA, OFA, scalp, day, swing, long term, cyclic, trend, anti-trend, volatility, etc. It all comes down ...

Stating The Obvious and The Quest For Wisdom

Thanks for your thought-provoking post gspajon. I'm really not as much of a basket case as I apparently come off as on the forum. You are correct in that I have a very analytical mind and approach things in a very logical manner, exploring all ...

What Is a Trend?

Excellent Thread — Thank you for posting this thought provoking original idea. It's rare indeed to see original research on this forum and on a subject that I'm also investigating. Very nice presentation, original content and easy to ...

Trend-spotting

Spotting the goo in guru — An update on the John Ehlers book mentioned in the previous post, "Cybernetic Analysis for Stocks and Futures" - I'd pass on it. To me it exemplifies what is wrong with the books "for traders" and written "by ...

What Is a Trend?

I'll have to try sticking my tongue out at the TWS the next time it decides to hang. thx for the heads up. Subscribing to this great thread.

Systematic trading

Thank you for posting concrete examples of your thought process on this trade. Now that we're down to nuts and bolts I think I now finally understand how you view the stop run process and how I can spot it in the future. It's nice to see clarity on ...

Stating The Obvious and The Quest For Wisdom