BTW, I thought of another possible management. I can't find a way to see if it is better of worse. Here is the idea for whoever is interested: Scenario 1: price reaches the TP directly. Reward = R Scenario 2: price reaches the mid-point between the ...

Expectancy Management

Thank you very much for taking the time to read the text. In order to compare comparable things I consider that the TP of all the variants is the same. The exit conditions (for SL and TP) are the same. My idea was to try and find a way to improve a ...

Expectancy Management

As usual a picture is better... 150.000 is only ~53^3. That's not so much. Say I have a pair of MAs for the direction (20-50 and 25-200). A pair of faster MAs for entry/exit (2-10, 5-20) --in the direction of the trend--. The ATR (5-50) and a ...

Why "Walk Forward Analysis" is still unreliable and useless!

Looking forward to reading your next article. I wonder how you manage the combinatorial explosion of the parameters space. My first guess would be to use a variable density grid based on some curvature metrics. Additionally it would hint about the ...

Why "Walk Forward Analysis" is still unreliable and useless!

I asked you two things: 1- To define "risk against the cost of rate of return". You ask me to search the definition of "risk of ruin".... 2- To prove that your pyramid schema is better than any other since you dare pretending so You just confused ...

The Semi-definitive guide to Pascal's Triangles in Forex

Oh sorry I didn't understand. I thought you meant the very month the survey was made... You are right that those who were profitable on a given month may perfectly have been in the loss the month before as well as all the months after. You can even ...

Expectancy Management

May you please define "risk against the cost of rate of return"? I don't know this term and couldn't find anything relevant on google. That's not true. "Set and forget" has a linear potential profit w.r.t the pips move. A grid has a potential ...

The Semi-definitive guide to Pascal's Triangles in Forex

What is there here beyond the hypnotical spirals and the mystical magic numbers? Not the shadow of a proof that this binomial progression is any good. Why should this be better than any other progression? Why not a uniform (1, 1, 1, 1) or linear (4, ...

The Semi-definitive guide to Pascal's Triangles in Forex

The result is the SMA100 of (2*close - high - low) The screenshot is A/U H4 squeezed as much as possible to see a lot of PA. Note the oscillator doesn't look smooth because of the scale. It is only 14 pips peak to peak. I coded this in java. I don't ...

Need indicator for new idea to measure the trend

I didn't extrapolate anything. I wasn't even interested in those 30%. I focused on those of the 70% who are right more often that wrong yet lose.

Expectancy Management

Hi Darwin, How tightly coupled with MT4 is your software? Could it be ran with something else through an API? I'm writing my own stuff and I'd like to know if I could use your soft. It is written in C++ so I've little hope in incorporating it in my ...

[Free & Open Source] Darwin's Walk Forward Analyzer v0.1

This is a very interesting question. I thought about it a lot; especially in term of maximum risk and expectancy variation over the time (see url ). Unfortunately the optimal pyramiding depends on the future price action... More precisely on the ...

How far can you go?

Am I the only one in group C, who sees a random, inefficient market?

why have you accepted the price-predictability assumption?

Myself for sure not. But an Australian airline buying three aircraft to Airbus will move E/A up. E/U and A/U will only reflect this. This exchange of 230M AUD to 150M€ is what will make the values of the E/U and A/U change. At least for a short ...

Predicting the EUR/USD by using Currency Correlations

E/U and A/U can both go up while E/A goes down as long as A/U is going up faster. E/U and A/U can go down and E/A up as long as A/U falls faster.

Predicting the EUR/USD by using Currency Correlations

You're forecasting EUR/CAD based on EUR/USD and USD/CAD??? You are kidding, aren't you? That's a cross. EUR/CAD = EUR/USD * USD/CAD at any point of time.

Predicting the EUR/USD by using Currency Correlations

Of course it is. Danish bank doesn't peg the DKK for fun. There is an economy behind. Speculation is what makes the market efficient. It is actually the primary role of a market: killing speculations arbitrage. Brokers just don't care. The spread IS ...

Predicting the EUR/USD by using Currency Correlations

Strange that traders are surprised by what they should already know. EUR/CHF is pegged by SNB. EUR/DKK is soft pegged by the Danish centrak bank. What a surprise they correlate 98%! url

Predicting the EUR/USD by using Currency Correlations

US dollar index is made for 57% out of E/U. You're merely correlating E/U with itself.

Predicting the EUR/USD by using Currency Correlations

You take the risk and the RR into account. But you don't take the probabilities into account. That's a mistake. As soon as you realize that p(A∧B) < p(A) (except when p(B)=1 which makes B carry no information), you'll see that p(F|L2)<p(F). You RR ...

is Averaging Down Profitable?