But we can side-step this issue by not peeking at the test set in the first place am I right? As long as what we are working with is the training data, it doesn't matter how much we mine it as long as we evaluate it on the test set, and ONLY once, ...

Machine Learning with algoTraderJo

This is like saying when you buy a lottery ticket the chance of success is 50/50.

Much of Forex talk is illusional esoteric talk

Nice thread. The most important rule is to play great defense, not great offense. Everyday I assume every position I have is wrong. I know where my stop risk points are going to be. I do that so I can define my maximum drawdown. Hopefully, I spend ...

Attack vs Defense trading style

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Non-Correlated Pairs

The Element of Luck in Trading image Source: The Art and Science of TA.

Testing High Leverage Compounding

Hey Michael, Friday GBP pairs were tough. I followed my system rules completely and lost 1.25R (but because of my special Rag2Riches MM rules, it's 50% loss; see my thread for more details). But if you were in the market at that time, you would have ...

G Trades

Revisiting Volatility Volatility decays slowly over time, but very very slowly and generally persists. This is a statistical fact. Believe in it; have faith in it. It means you shouldn't be taking profits off a trend trade at 30 pips when prices are ...

Testing High Leverage Compounding

Weekend Food for Thought "...a trader who focuses on breakout trades should probably understand the patterns of failed breakouts. A trader who trades pullbacks in trends should probably also be able to trade the patterns that occur at the ends of ...

Testing High Leverage Compounding

Every edge we have, as technical traders, comes from an imbalance of buying and selling pressure. In all cases, the trading problem reduces to a matter of identifying when a statistical edge is present in the market, acting accordingly, and avoiding ...

Testing High Leverage Compounding

Yes that's awesome! And I'll add that loss taking has to be coupled with good MM so that it doesn't damage your psychology when trading discretionary approaches. We can't risk more than what we are comfortable with when the decision making is done ...

Testing High Leverage Compounding

speechless... to think they are one of the liquidity providers. So ECNs are probably affected too.

JPMorgan Apologizes for Criminal FX Market Manipulation

great post.

Is there any EA that really works in a live account?

anything is possible. asteroid hit earth also possible, euro can go to 2.0 if half of US wiped out by asteroid. (for example.)

EURUSD

Back from my business... Looks like euro did indeed plunge. But I wouldn't have gotten into the move anyway, it was news initiated and too sharp without any pullbacks... I don't chase the market. Sometimes it backfires like now, but usually it saves ...

Testing High Leverage Compounding

It's on the main page. url why do you need live stream when the speech is published.

EURUSD