Is the study you are refering "Systematic Global Macro: Performance, Risk, and Correlation Characteristics" (park et al)?

Long term Profits within Negative Expectancy

Just trail the high/low of 1 min candles between order open and current time. If 1 min candles are not enough then there really is no good solution and you will probably have to find another broker (other platform probably) that allowes server side ...

Stealth StopLosses?

This all depends on your strategy, in low win%, very high win amount type trading you will have periods of drawdowns (not necessarily long but anyway we might have a different perspective on long). So I assume you are trading higher win / lower win ...

Long term Profits within Negative Expectancy

For me yes definitely, for you - I have no idea. How you cope with periods of long drawdowns, change your strategy?

Long term Profits within Negative Expectancy

By definition something that is not defined cannot have quantifiable edge.

Long term Profits within Negative Expectancy

Has anyone experimented with bayesian filtering or directional graphs (contextual network graphs for example) for clustering price information / mapping possible outcomes? Basically you should be able to determine what events are more likely to ...

Systematic trading

The "Richard donchian" aka turtle system didn't use 4 week stop, it used 1 week stop. You really should try it - it works. (also the initial stop should be a variation of atr and they had a specific MM system that they used) google for "turtle rules ...

Richard Donchian EA

Hi Farmer, Do you trade bounces or breakouts (or both)?

Indicators are Liars! Support and Resistance Trading for FX

Interestingly I plan to do the same thing in opposite order. I have some models that work on longer term data so I'm going to use them as a guide in shorter term periods - I'm especially interested in entry strategies that in itself have an edge, I ...

Systematic trading

I haven't done any studies but wouldn't it really be quite easy to compare futures volume and tick volume and see what the correlation is?

Systematic trading

It's quite hard to say anything about specific strategy without knowing more about the strategy. Overall I think tick volume tells something (frequency of trades) but not the same thing as volume (combined size of trades). How the simulation looks ...

Systematic trading

For anyone who wants to see how stops and orders cumulate, these are 2 great tools. url url

Systematic trading

Yes they are totally separate. I have a base risk for each strategy and adjust the risk with the same rules for all of my strategies.

Systematic trading

In fact I do that. I always use risk percentage per trade but I vary the percentage based on some rules. I didn't mean fixed risk, I meant always using risk per trade (I'm not always very clear I know ) It's also important to understand that basic ...

Systematic trading

Here are the results for 4/1 week donchian breakout since 2001 if anyone is interested (based on minute data) 2% risk per trade. The framework is still quite rough as you can see but it works.

Systematic trading

Thanks a lot for that! It will be on my list from now on. Keep the good links coming if you have them!

Systematic trading

Fixed risk. This is wrong thread for this discussion so I'm not going to go further to this way. If you have better position sizing techniques than risk% then feel free to discuss about it at my thread (link below) - I'll then dissect your position ...

Forex Mentors - The Best Investment You Can Make?

It's not really an impossible option, I have been in IT business for a while (10 years or something) and I know who to ask/where to look.. Really thanks for the comment, I really didn't think of that option before (also after that the copyrights for ...

Systematic trading

Only thing I want to comment (and maybe disagree) to Hanovers post is that exit is almost as important as entry. No more about that By the way if you know what you are doing, no ea is more than 3-4 hours of programming (even with good entries), ...

Forex Mentors - The Best Investment You Can Make?

Maybe I should hire few indians [or any other low wage country people who are advertising their work online] to write a csv of news events in the past.. Not really an impossible option.

Systematic trading