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- danos replied Nov 25, 2022
Hi yoriz, I just feel the urge to add my two cents on this. If there are more skilled statisticians around, please correct my statements. Firstly, the classical argument -- you need more data to test the strategy on (be it wider timespan, other ...
- danos replied Nov 24, 2022
Hi LeongPuiy, First of all, I did not have the time to go through this thread in detail, but I have to just agree with posts of ryuryu. As was already stated, if we wanted to identify liquidity, we need to define what it really is. Because without ...
- danos replied Mar 26, 2022
Hi, there are some papers on the grid trading co-authored by Richard Olsen (the Olsen who co-founded Oanda brokerage). From what I remember, it uses the scaling laws they identified in their other papers (e.g. in average the overshoot market phase ...
- danos replied Jan 15, 2022
Hello captalTrader, sorry for being a bit off-topic with this reaction. But I must admire that I like seeing someone at FF trying a different approach, instead of endless looking at historical price charts and looking for patterns. You said that you ...
- danos replied Dec 27, 2021
In that case, there are many papers using IV to predict realized volatility. I liked this one url . I have replicated it on crypto (BTC/USD, ETH/USD) and it worked better than simple HAR model. Are you just curious or is there a special application ...
- danos replied Dec 25, 2021
Hi, I did that. Long story short, I tried predicting the next day and next week price change in several currency pairs, but it did not really predict anything. If it may help to you for further studying - it is usually referred as Risk Reversal and ...
- danos replied Mar 30, 2020
Hi, your samaritan here Define MyGrid structure and slightly change the externs to the following: struct MyGrid { int Weeks; int Pips; }; extern int Weeks=2; extern int Pips=50; Further, at the beginning of start() declare the HGrid variable ...
- danos replied Nov 11, 2019
Thanks for posting the links to BitMex website which nicely summarize the motivation behind the conducted research. The Funding Rates in a simple chart are at the medium detailed research post (link above). The "biasedness" of the funding rate is ...
- danos replied Nov 11, 2019
Thank you for mentioning it here yg10. I've been looking at a way how to monetize it, but I concluded it is not so lucrative job to do. Let's have a look at a few examples at bitmex. Below are the contango/backwardation plots for XRP contracts with ...
- danos replied Feb 24, 2018
Hi Khan, their only responsibility acording to MiFiDII regulation is to execute your SL order at best price available. And as you may know, the best price available to execute your SL order was exactly as you say "way far from your stop loss". So ...
- danos replied Feb 24, 2015
Hi guys, what do you think about this, please. A half hour before the official Alpari.co.uk website was closed, I managed to transfer money from sub-accounts to one big (and made a withdrawal procces). But the question is, should I be considered as ...
- danos replied Aug 17, 2014
Hi man, I just wanted to help, so please don't make a fool of me here. I feel sorry that I wanted to add something more useful than mainstream strategies & indicators which bring high risk, high stress, low reward, and low probability trades only. ...
- danos replied Aug 17, 2014
Dear FxCube, if you are doing nice with indicators, then keep them on your chart. I would just say, if you are using indicators such as MAs, BB and the same others which just take few last candles (depending on your period), add something, substract ...
- danos replied Aug 16, 2014
Hi FxCube, I've drunk couple of beers, but I'll try to answer to all your sentences. The truth is that the SL will differ in many trades, but still you have to risk the same percentage amount of your account (keep the MM working). eg when you are ...
- danos replied Aug 15, 2014
Hi FxCube, I don't consider myself as a scalper or a professional trader. But the truth is that I've been watching some ''hardcore'' scalpers in vip live chat room. And as I have seen your first picture, where you are letting the losing position run ...
- danos replied Aug 28, 2013
Very funny pic... As there will be nice hangover the next day Well, I am not doing as good as you and I gave up to go to Faculty of Medicine a year ago lol. But will try to do as good as you in the future (I mean that %%) as I am still about 6 ...
- danos replied Aug 28, 2013
Martingale multiplier... And he wanted to talk about sophisticated money management? LOL image
- danos replied Aug 27, 2013
On the other hand, you need the proper skills to get your stops as tight as possible to make your trading more efficient. Then the using of sophisticated money management will do the job. With RR <2, it's suuuuux
- danos replied Aug 25, 2013
Hey again, yes, the spread is the main problem. I had a similar "kiss" strategy. It was based on cutting losses and letting profit run. On the end of the week it was in huge profit, every order was closed. It had plenty of loosers, but only 3pips ...
- danos replied Aug 24, 2013
Hi, The equity curve looks very very interesting. But what I would suggest and U also have said it, is the Risk:Reward Ratio, to have or to take RR 2; RR 3; would make this strategy more efficient ofc. But I think it would not work then... I have ...