Woosh! Yeah anyway, IV data - when it's going up, the trend is strengthening (or going to start strengthening), and when it's going down, it's heading for a range. So says the theory at any rate. You can pick it up on IFR as part of their fx news ...

Using volatilities

If everyone's put down their handbags ... the OP started a thread called VSA fact or fiction... well to my mind there should only be one question when looking at VSA in fx which is the assumption that tick volume can be a proxy for real volume. ...

Trade Guider System VSA, fact or fiction?

Without digging it all up Davidee, I'd dump your MAs, though like me, you'll probably stubbornly dig your heels in till you've exhausted every avenue. More useful is looking at price from a trader's perspective - where it is in relation to the start ...

Measuring the 'edge' you get from a moving average

Deus is right, these are all Euro style so dealers don't hand over the long/shorts till expiry if they're in the money. The transactions affecting the underlying with vanillas are the delta-hedging by the dealers pre cut (thus the magnetic effect) ...

Stating The Obvious and The Quest For Wisdom

Oh my. I'd hazard a guess that there's a direct relationship between how informative you find this and how long you've been trading/studying this way yourself. Leon, you made me laugh but it's not in vain; if you hadn't spent 2 years figuring all ...

Stating The Obvious and The Quest For Wisdom

This ole' chestnut — Davidee, tried this moons ago myself which was the start of all TA is toss mentality (I'm not quite as hardened to this view. Probably more like 90% nowadays). The results you got look broadly similar to the kind of ...

Measuring the 'edge' you get from a moving average

Damn... at the risk of this sounding like an asskissing post, I thought I knew all about stop hunts and barrier defence, having concluded that most barriers get defended except in serious uptrends (basically when there's some major fundie news). But ...

Stating The Obvious and The Quest For Wisdom

...

(binned per thread starter's request) Behind Price-Orderflow

Ds, that's bs. I don't say it lightly because you're one of my favourite posters on here. But a system is the combination of an inefficiency- an edge- plus trading rules. If you jump straight into dd and rar before you've even proven if your edge is ...

How do you gain, and measure, your trading system's statistical edge?

Scotty, IFR option info is second to none. They're talking about knock out options by the way; there's nowhere near as much at stake with a knock in option. Also, you don't necessarily want to front run interest - depends on market conditions - ...

Stating The Obvious and The Quest For Wisdom

Very true Sauron; these are really the steps to see if what I'm looking at is statistically significant before I put it into a system. Then bring on the profit curves... I do it this way because I've screwed up calculations too often and to try and ...

How do you gain, and measure, your trading system's statistical edge?

Nicely done Davidee, good to see some clear uncluttered BS free thinking. Not a holy grail guess121, just profitable systems. They do exist. Just not sold as EAs that's all. I'll be interested to spend a few hours see if I get similar results ...

How do you gain, and measure, your trading system's statistical edge?

Obvious ones you're missing out on are COT reports and retail sentiment (Oanda/Dukas/FXCM) and the biggest of all - other traders / contacts. Information game and all that. I'd hazard a guess that those running quant models don't usually combine it ...

Professional trader

I do doubt his intellect Birdt and it's rooted in his sheer arrogance. He thought he was so clever he'd managed to 'cure' boom and bust - a functioning part of every economy in the past 200 years. Having claimed he'd calmed the waves of the ocean he ...

No proprietary trading for banks

BM, I've done both Oanda (mechanically) and IFR (with a painful amount of discretion), though granted IFR is for only a few months so far. Both have their interesting results but I can guarantee both would contaminate the results Moforce is getting ...

GBP/USD Real-time Sentiment

Ah, I couldn't quite see the graphic on this tiny screen, so I assumed it to be contrarian. I agree you shouldn't confuse it by adding positioning data, you need clean inputs at this stage. Another useful divergence might be against ongoing risk ...

GBP/USD Real-time Sentiment

Phenomenal stuff here MF - I tried to convince one a technical partner to develop this some months ago but their eyes kind of glazed over. I'll be following this very closely. I've done something very similar but using open retail positioning as a ...

GBP/USD Real-time Sentiment

nice one. You've just insulted people who know considerably more than you. AB1 - generally speaking high leverage is only useful because it frees up your money to do something else. The other reason is to violate sensible money management rules; ...

Leverage

Weren't you saying arguing the toss the market was random some time back?! Nice work either way, random or not.

Make or Break Year for Petra!