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newyear498 replied Jan 6, 2011Yes Stockey, you are correct.. if at the end of the london session we defined (which was 3-6), london is net positive at 6am(EST).. then the upward breakout show an average of 54 pips
Market Statistics & Probabilities (requests welcome)
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newyear498 replied Jan 6, 2011LONDON and Newyork stats — Average pips per breakout: (I used net pips to determine trend/breakout.. but results are in actual pips) (10 years data) London up = 40 pips London down = 39 pips NewYork up = 24 pips NewYork down = 25 pips (Last 2 ...
Market Statistics & Probabilities (requests welcome)
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newyear498 replied Jan 6, 2011Yes OldQuant you have great insights I can barely keep up lol and thank you marv appreciate it, happy new year!
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newyear498 replied Jan 6, 2011FQ, I tested more on your inquiry I used this condition... (example long reverse for short) testing data on 1 hour chart bar3 (anything) , bar2 ( makes higher high & higher low compared to bar3) , bar1 (insidebar), bar0 (today breaks bar1 high).. ...
Market Statistics & Probabilities (requests welcome)
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newyear498 replied Jan 6, 2011not to change subject of thread, but, would you have another recommendation over GK.. because I don't really know the first thing about this.. I need to do some research into more of this stuff thanks
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newyear498 replied Jan 6, 2011I think stop hunting is getting less common.. and I think the actual stop hunting was mostly from unfair practices were brokers would make it look like price was doing something different than was really going on.. and of course adjusting spreads to ...
Market Statistics & Probabilities (requests welcome)
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newyear498 replied Jan 6, 2011Are you fucking kidding me.. all this time I am wasting looking at close to close volatility lol I swear I am slowly becoming a quant haha I think url has free software that would allow you to plot these side by side I don't know but when I was ...
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newyear498 replied Jan 5, 2011thats how I felt.. but sure could prepare a master plan that is in sleeper mode 24/7 for such an event at the very least it would hedge you against such event if not provide additional returns
Thinking Outside the Box!?!
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newyear498 replied Jan 5, 201145.36% to my surprise it is not 50% thought it would be way closer to 50% but no.. you have a 54.64% chance it will be the opposite direction.. I mean.. consider it 50/50 but was just surprised it was not closer myself... but on the side note it was ...
Market Statistics & Probabilities (requests welcome)
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newyear498 replied Jan 5, 2011The Black Swan — Now I don't know much about the actual theory of black swan... but from what I get its unforeseen events that you cannot predict.. either way what I write is about profiting from the unforeseen events.. so this is pretty darn ...
Thinking Outside the Box!?!
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newyear498 replied Jan 5, 2011I honestly just hate things like this.. having set pip amounts is hard because inside bar during london vs asia is completely different and then you asking about risk to reward.. which I believe as a general rule if you have great risk to reward you ...
Market Statistics & Probabilities (requests welcome)
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newyear498 replied Jan 5, 2011I read the report and they claim they watched price for 24 intervals afterwords.. so from what they said I believe they may have done a test like this.. ok price went up 10 pips.. over the next 24 hours what is the probability it will go up another ...
Market Statistics & Probabilities (requests welcome)
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newyear498 replied Jan 5, 2011so maybe we can kill two birds with one stone.. you originally mentioned two things.. 1) I could get you the average net pips+ of london and newyork.. as well as the average net pips- for london and new york 2) I could do net pips for london and ...
Market Statistics & Probabilities (requests welcome)
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newyear498 replied Jan 5, 2011how should we handle if between 3-6 price goes up 100 from open pips and swings back all the way below open 90 pips or does it matter.. you only want to know the average breakout range in pips? thanks
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newyear498 replied Jan 5, 2011well.. I suppose it would be relatively easy to test.. every time it goes 10 pips.. test if it goes up or down 10 pips its kinda funny tho because it goes up 10.. you test to see if it will go up 10 more or back down 10.. say it went back down 10.. ...
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newyear498 replied Jan 5, 2011have you check out this.. url think its what your looking for
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newyear498 replied Jan 5, 2011no its just because me and you got off bad start in our past posts probably.. haha oh well your probably right about the impact.. I guess I am thinking once I find the information I am looking for then I can focus on drawing the big picture with ...
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newyear498 replied Jan 5, 2011Hmm — I go out of my way to post some stat.. get slap in face.. are these stats really to dangerous for your own good? Should I refrain from posting? heheheeee
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newyear498 replied Jan 5, 2011I'm stuck in between being upset and thankful.. I mean.. thanks for your insights.. I understand what your saying.. and it sounds like you had some concern that I was ignoring risk well let me quote you "Finding the probability of success without ...
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newyear498 replied Jan 5, 2011ForexQuant, with all due respect we are both on different terms.. I care less how we got to where we are.. the bottom line is I tested what I interpreted was your criteria. please list very clearly this time how you want the test done.. I think I am ...
Market Statistics & Probabilities (requests welcome)