Makes sense to me, because that is exactly what I have been trying to do.

Looking for Real Trading Method

Does anyone ever think there might be a reason why hedge funds turn off their algos around news events - because the two basic strategies of ranging and trending don't work so well in markets doing the opposite Knowing when to trend and range is ...

Looking for Real Trading Method

Why are you are acting like you somehow disproved the theory? The stats you posted are rubbish, they provide no insight to the long term profitability of a trader. Being profitable over 1 quarter doesn't tell you anything about the state of a ...

95% Lose in FX is a Myth: % Profitability in the US last year

I posted an example of Chi-squared test a couple of posts up the page... It is used for frequencies, so basically comparing win rates.

Can statistical methods be used to create a trading strategy?

From what I can tell you are strategy hunting? If you take the market as a whole as a continuous process, you are probably right in that markets aren't normally distributed. Again I go back to fundamentals being king here and would suggest using ...

Can statistical methods be used to create a trading strategy?

Sorry, I don't meant to keep saying this, but I have no problems with the method of DSP - thanks for the run down btw, I know that took ages to write. What I want to drill down to is why you are using this method? That is where I feel a bias could ...

Can statistical methods be used to create a trading strategy?

Seriously, that bold worries me and it is not something a person would normally say. I didn't say the methods you mentioned were curve fitted or that there is an inherent flaw with them, I know very little about them, nor am I discounting them. I ...

Can statistical methods be used to create a trading strategy?

Let me throw up a major warning sign to some of you. Statistical models are predominantly used for removing observer bias and attaching a probability to an event being significant. The more complex the statistical model, generally the less reliable ...

Can statistical methods be used to create a trading strategy?

Can you post the stuff you have read please? You have said a few things which I don't agree with, but I would like to look at what you are talking about before I pass comment, or indeed if I pass comment at all.

95% Lose in FX is a Myth: % Profitability in the US last year

Just quoting this post again, in case some of you missed it.

95% Lose in FX is a Myth: % Profitability in the US last year

I see, thanks for that. Is there any kind of performance record?

Forex Probability Meter - NITRO+

Yes still here So here are some questions I have not seen asked - or answered Is there a minimum distance between price and a VPOC on open of the pits session that must be exceeded before you take a trade...? for example, if the minimum distance ...

Surfing Risk Intraday - Volume Profile and Order flow

Time would be far better spent I feel, if people stopped trying to figure out what EURUSDD is trying to do, and instead worked on their own method. It's not like there is just one method to trade the market.

A delicate secret

^ that's all well and good, but does either of you know how to make any money? lol After a while I stopped trying to understand the market, I now look at my account and think, am I making money. That is all that matters, it separates the have been ...

I believe I found the Market's "Tell"

The forward rates are what the market thinks the interest rate differential might be in say 1 years time? - so in this case you are arbitraging against futures rates? Does this take into account differential interest rates right now? I think I ...

Where do carry rates come from?

Good question, because I am not myself how a person receives interest from just switching from one currency to another. I was under impression though that the most important differentials was the bond yields, stock market PE's etc.

Where do carry rates come from?

Seems like a pointzero indicator marketing gimmick

A delicate secret

Of course, only theoretical numbers, but illustrates the point that if you have a 60% win rate, even with a 1:1 risk reward you can make mega bucks fast. Of course if you only take 1 trade a year????????.... lol

I believe I found the Market's "Tell"