Wrong tool for the job. Start with direction, vol and X to keep it simple, where X is your wildcard, else you can end up with way too many regimes. A comprehensive regime labelling encompasses ALL conditions, else it's broken before you start. For ...

Quantitative Trading

Yep - be grateful though, if it'd returned anything it'd be so fragile as to not work long term My understanding of ML is that it's for discovering patterns in structured stable data. Price isn't that, so ML is rarely used for this purpose. So in ...

Quantitative Trading

Wankers lingo. I'm not sure who the wankers are in this case, but here's what I do know. Everyone institutional talks to retail like they're a bunch of morons who can't tie their own shoelaces and thinks everything they're doing has never been ...

FXV trade decisions

More false starts than a coke-fuelled track racer. If you're reading this, bear with it. It's lower priority than my day to day, and unless it adds real value I'm not deploying it to anything. the problem was a more detailed quant eval of the ...

FXV trade decisions

That squire is 100% opposite of how I trade. I wish you well.

FXV trade decisions

Turning to tomorrow's action, looking like a repeat with GBP, NZD, CHF leading the charge. They'll be a few actual trades using it this time rather than some shonky charts

FXV trade decisions

Its 2026 and the days of doing anything by hand are gone. I do forget, and given the rest of dash is made of stats, why I thought it was good to chart read this I don't know. I saw dozens and dozens of examples to must be true right? No. So to ...

FXV trade decisions

what a shit show. Luckily, and I've never said this before I was called away for duties, because this turned out mostly awful. The good - vol is working well, GBPNZD is on a the predicted tear today. CHFJPY same. So vol = working well. Accelerating ...

FXV trade decisions

GBPUSD. So you dont think is holy grail TM, here's GU. Strong candidate for continue (acceleerating uptrend), and it did, but not from the high, but from the low of the hour that it finished (the dotted red line). This is historical so not a recco ...

FXV trade decisions

CHFJPY. This looks more confusing but it's not really accelerating uptrend. From when it starts the trend drops - call this the fuckery zone. I've marked it out the big pink rectangle the main area, the top continuation zone. But it didn't continue! ...

FXV trade decisions

Fecking harry hindsight traders, look at my shizzle, usually right before they ask you to join their trading room. Don't worry, there is none here. now let's look at likely candidates for Mon: I'm not drawing effing arrows for all of them, I'll mark ...

FXV trade decisions

This was AUDUSD - a peachy example by chance and not cherry picked. they won't all be this decent for sure. Because my screen is so big maybe screenshots don't cover the indicator which tells you rising or falling so FML, I've put in some arrows. So ...

FXV trade decisions

One trend looks identical to another, but if you have good quality vol information, you can see one is likely spent, another is likely to continue. In plain trading terms - this is support and resistance that will break or succeed. There are ...

FXV trade decisions

So what's happening Monday? the model works fix to fix, ignores weekends, so we're about 8 hours through the 'day' starting Friday 4pm. Asia still to go of course before I jump in mon am. EDIT! Ah the joys of a weekend only bug. Realised values ...

FXV trade decisions

And seven more. But some new bloody good discoveries. So to recap - think strategy + 3 more layers - regime, daily vol and hourly. As everything works fix to fix (4pm London) I'm already half way through the day (weekends totally discounted). Which ...

FXV trade decisions

Great stuff and an excellent first post in FTI, we need more of that in here to drown out the dilberts I've been doing similar, also for 20 years or so so you really are the shadow keeper. Most of it was based on some heavy esoteria, I've only ...

Quantitative Trading

Many fields prior to trading but mainly consultancy. Full time trading around 15 years I guess.

Quantitative Trading

You're both right and late I don't execute through MT5, but I stuck all the processing and display and data all in one indicator with persistent and sometimes sketchy caching. It works. just. But even with my noddy skills I can see where I've ...

MT5 Calendar data bug

· Date Range Timeouts (ERR_CALENDAR_TIMEOUT, 5401): The CalendarValueHistory function has a known issue—it frequently fails if the date range exceeds 30 days. et voila - yeah it's 2 years data. This is one of the reasons I should have done it all in ...

MT5 Calendar data bug