hi skenobi, first of all, I just finished reading all 62 pages of this thread; and it's been quite an experience. Lots to chew. In the process I ended up ignoring some users due to their annoying posts; and I think you know who they are :lol ...

Is anyone here an institutional trader?

hi ollyfx, is this a martingale system?

Cooporate Trading services

I use dukascopy data too for my analysis. it is great service. what do you think about AUD/NZD? in theory they are cointegrated but i did not find success in trading it. perhaps due to high transaction cost

Nonparametric Association Measures in Systematic Trading

i trade on 1minute or 5 minute bars only. positions are open for few minutes to hours and closed at end of day. the positions mentioned in the charts previously were closed within 20 minutes your analysis on behavior are interesting. it will all ...

Nonparametric Association Measures in Systematic Trading

am glad I don't have the red diamond yet!

Higher Edge within a Single Candlestick

Here is another one I took this morning on EUR/USD

Nonparametric Association Measures in Systematic Trading

hi PipMeUp, in pairs trading concepts, when you go long the spread; it means you buy one of the legs, and sell the other; and the opposite for going short. trading unilateral pairs; means you only take one side of the trade; which is trading one leg ...

Nonparametric Association Measures in Systematic Trading

sknobi, this thread is quite informational, and I find it a gem; eventhough like you said it does not offer concrete trading strategies. it gave the retail trader an inside look on the insto world.

Is anyone here an institutional trader?

hi PipMeUp, nice observations, and welcome to the real world of attention to details in trading. that's what all matters. you are trading the spread timeseries; which is stationary; i.e. it is guaranteed to go back to zero on daily basis (depends on ...

Nonparametric Association Measures in Systematic Trading

PF, glad you are back. as for the mentoring, I raise my hand to the master. count me in; I have 100% dedication and time you can do something about this incident in the EA; so if it happens again; it wont trade. here is how: - add a new ...

My way to highway

Nice holiday spot

My way to highway

The biggest scam of all is Bitcoin

Scammers - Hall of Shame

there was a guy in Australia who traded PAM on a similar strategy and he went bust the video explains the strategy. video

New strategy for coding

spread = price - moving average for long position; the rules are (mirror for short): buy EURUSD when spread < -10 pips sell EURUSD when spread >= 0 obviously when the market is trending; you may loose money depending how early you entered the trade ...

Nonparametric Association Measures in Systematic Trading

interesting angle. an update every 12 months does not make sense indeed perhaps the fund manager knows that hanover is active in FF, and can spill the beans, so give him 100% return and it is cheap advertising having said that; I trust hanover is ...

Hanover replies to PMs

You can summarize the result of 7bit thread by the above quote I personally already dwelt into this subject years ago; and gave up. I find the moving average to be the best detrending method to get a perfectly stationary timeseries, stable over ...

Nonparametric Association Measures in Systematic Trading

CP is enjoying this

Higher Edge within a Single Candlestick

Option (1) does have potential. Think about it from fundamental perspective; holding a basket of currencies; if weighted properly; should holds its value stationary (small up and downs will be white noise, and averaged to 0 over time). Pretty much ...

Nonparametric Association Measures in Systematic Trading

Hi Bass, I disagree with all the trending following with a mean reversion; or toufu; whatever it is called. at the end of the day; you are trading 2 strategies; trend following; and mean reversion; and the outcome will be the sum of both PNLs. ...

ETMA_The Evolution

don't remind me of those dancing classes; they were awsome... especially the part where you change partners

Billytt Die happy trading e/j daily breakout