I don't know if I understand all the implications at this point, just an idea in incubation. Let's say you have a trading system with no edge, and where the opposite also has no edge. Clearly the costs are churning the systems into a loss. So to ...

Does taking opposite trades work?

Good answers by Copernicus and FerruFx on a topic that has been discussed more than a few times. But what if... we have a strategy that can't beat execution costs, and in reverse it also can't beat execution costs and we determine to convert from ...

Does taking opposite trades work?

You clearly haven't looked at enough data. And even if you look at all the data and calculate the maximum excursion / minimum retracement amount, going forward at some time the market may still exceed this amount because this is where the stops ...

No Loss Martingale Strategy

When the spread is wide, use limit orders. When the spread is narrow, use market orders.

Is it possible to “beat” slippages?

Great link, Copernicus!

No Loss Martingale Strategy

Let's take the case of two traders, A and B. Trader A flips a coin to determine entries and exits. His reward:risk ratio is 1:1 and win% is 50% and his trade series is independent because there is no dependence between market moves and coin flips. ...

No Loss Martingale Strategy

GBPAUD = GBPUSD / AUDUSD (USD portions cancel out this way) GBPAUD theoretical price = 1.532/0.715 = 2.14266 I think the questions about what you should or shouldn't do basically come down to your strategy. If it has a positive expectation and takes ...

Telescopic effect of Currency Pairs

Matt, I was reading when risk goes 1, 2, 4 as the 3 sequence, then the zero is the reset. If risk goes 1,2,4,8 isn't that 4 levels instead of 3?

Capital Weightlifting Championship

Hi Matt, yes I've been playing around with various values. I think the pnl column in your sheet may overstate profit due to not deducting all the amounts for losses. I just edited / simplified that column's formula and re-titled "Principle [sic] ...

Capital Weightlifting Championship

Thanks for the code. My CPU is cranking away...

What's a good volatility contraction indicator?

Thanks for updating the spreadsheet and your posts. I will follow up after I can get a clear look at the changes and have some time to study them. I should have said reverse Martingale, or adding into winners to be more precise.

Capital Weightlifting Championship

Yes clearly in any short-term measurement there will be lots of variability and a questionable amount of useful information. How are you computing these expected variance errors relative to the number of samples?

What's a good volatility contraction indicator?

Thanks for posting this. If this is just a reverse martingale then I guess my martingale radar may be broken. But it appears that the transferring back and forth between subaccounts is either critical or just sleight of hand? Could the OP please ...

Capital Weightlifting Championship

I can't confirm your results. After running lots of tests and many various iterations of the logic I can't see that there is any advantage. It's likely that you made a mistake in your code that created overly optimistic results. I made a few of ...

Capital Weightlifting Championship

As has already been mentioned, the ATR shows the increase/decrease in bar ranges. If you want to see the increase / decrease in price changes (rather than bar ranges), compute the moving standard deviation of the last 3-5 periods' price changes. ...

What's a good volatility contraction indicator?

Hi Sciurus, I'm generally referring to price differences, which are usually thought of as first differences of price P: P[t] - P[t-1] In MT4 it would be P[t] - P[t+1] because the indexing system is backwards. As far as why differences rather than ...

Need help to make Cumulative Volume Index indicator for MT4

Hi Sciurus, Wouldn't you want to compare delta volume with delta price or price differences/returns instead of just price to keep things on the correct scale? Effectively this means checking the change in volume against the change in price. ...

Need help to make Cumulative Volume Index indicator for MT4

PipMeUp, yes I see what you mean - the thresholds between L/S increase which decreases the profit potential on each swing. The thing is, I'm not certain that SL alone can provide any edge. That said, Adal posted an idea a while back that tends to ...

Quant basket trader? I need your help!

I'm not sure why this is a problem. Can't you just set the minimum move amount to be greater than the threshold required to make such a trade worthwhile? For instance, increase 1 unit to 3 units on the zig zag minimum move setting and it will always ...

Quant basket trader? I need your help!