I found my mistake and have removed all post that made incorrect statements. I will state, though that you have the highest swap of anyone I've found and need to find a better bank for your customers. My problem is I'm using a mean revision strategy ...

MB Trading Futures - Introduction

I'll run some numbers for the the H4 timeframe. I've previously looked at the one hour time frame and the results are similar. This is a tough nut to crack. I've looked at various options. The best I found is to only follow the leader when the ...

FollowTheLeader System

Next Day Odds — I like your approach is very similar to what I've been looking at. Below are the stats I tallied for the odds of a pair's direction on the next day. Pair Total days Same Reverse AUD/CAD 442 213 229 AUD/JPY 2972 1466 1506 ...

FollowTheLeader System

Not following the leader? — A while back, I loaded all the daily data for the major pairs I could get and looked at the odds for either trading in the same direction as the last or reversing direction. The odds are pretty much a coin flip as ...

FollowTheLeader System

Thanks! Exactly what I was thinking.

Hedge and Correlation Strategy

Has anyone thought about normalizing the data. This approach would allow you to compare any major pair. I'm thinking that a conversion to dollars, followed by normalizing a fixed period of history would give some meaningful views. Also, shouldn't ...

Hedge and Correlation Strategy

Depends if you think the moves in the market are random. If moves are random, then again, it doesn't matter whether you stay long or flip a coin. By picking heads consistently, if the answer is a run of tails, you hit the same long losing streak. ...

The Coin Trade System aka Flip The Coin

Ahhh, I don't think that is right. It's been awhile since I took probability (I'm sure if you want to know the math of why your wrong, we can look it up), but for now I ran a simulation of coin tosses. Ran both cases 10,000 times. If you flip a coin ...

The Coin Trade System aka Flip The Coin

Nice info. Thanks!

Tony's Two Candle trading system

I'm sure you have something but the original poster stated 99% accuracy with just one bar. I trade a slight variation based upon reversals and inner bars for the daily timeframe. It has a 61% win/loss over 21 pairs and makes about 1000 pips a month. ...

Tony's Two Candle trading system

Probabilities? — Interesting idea. However, if you look at historical data, the probabilities with hourly bars is the same as with daily bars. The chance the that the next bar is the same direction is a coin flip, with a slightly improved ...

Tony's Two Candle trading system

I'd be interested in seeing the data that says 60% chance that the next bar is the same direction as the last. I looked at this using 21 pairs and all the daily data I could download (2 to 10 years). It's a coin flip if the next day is the same ...

Picking daily direction?

url ) An example would be to calculate the mean, standard deviation and put each value into the following algorithm: double K; double twoPi = 2. * 3.14159265; K = (Val - Mean) / (ConfNZ * ( StdDev / twoPi )); return 1. / ( 1. + exp(-K) ); Dan I'll ...

Pair Divergence Method

Normailzing Data — The best way I know to compare two data sets on the same chart is to normalize the data. This would allow you to place all the pairs you want on the same charts with values between 0.0 and 1.0. Just a random 3 AM thought. Dan

Pair Divergence Method

1. if(barIndex > 3 && 2. HIGH_[barIndex - 2] > HIGH_[barIndex -1 ] && 3. LOW_[barIndex - 2] < LOW_[barIndex - 1] && 4. HIGH_[barIndex] > HIGH_[barIndex - 1] && 5. (CLOSE_[barIndex-1] < OPEN_[barIndex-1] || HIGH_[barIndex] > HIGH_[barIndex-2]) && 6. ...

The DIBS Method... No Free Lunch continues

With a 1,000+ posts you can still be considered a lurker? Trading is just a part time hobby, so my goal has always been to create an automated system. In three years of part time effort, I still have to find a successful system at the lower ...

The DIBS Method... No Free Lunch continues

New to this thread — I ran across Peter Crown's original post's last week and decided to investigate this inner bar strategy. I don't use metatrader, but have my own trading simulation framework. In all my testing, every system does not over ...

The DIBS Method... No Free Lunch continues

I was wondering the same thing. Does the strategy not work or stopped working? Dan

Basket_Trade, Cavemen Can Do It

Reinforcement Learning — I use a ANN to confirm a trigger, I get much better results in backtesting, but still there is slippage and with a scalping system that can eat up profits fast. My AI interests of the moment is Reinforcement learning ...

Neural Network Trading, Serious people only!

A losing trade — I'm not struggling with the system here, it seems to work good, I'm just struggling with being disciplined. The last day I've made 4 trades. 3 were winners and one was a loser. I wanted to share my loser and lessons I ...

Tkpower8 ATM