I have downloaded the whole forex factory forum content (all the threads, all the posts) two months ago, so I thought it would be fun to go through the content and count how many times each time-frame is mentioned. This is what I searched for: COUNT ...

Preferred Timeframe for Trading

I don't understand, why do you need the mean for GARCH? Here is EUR/USD and it's daily GARCH. You can clearly see the extremely low vols of last year: image GARCH is much better than ATR and the other stuff retail typically uses. But to return to ...

Statistical mean of the market [quant corner]

I watch quantitative papers on arxiv/ssrn. Yes, some use daily or hourly close data. But not even one I've seen used OHLC. So if they don't use ticks, they use only C.

Close Price VS Median Price (or other price types)

Just for the sake of it, I've also plotted the TOTAL NUMBER OF TICKS (red, right axis) on top of the TOTAL (ABS) MOVEMENT (blue, left axis). Same data as before. Almost two years of EUR/USD ticks from FXCM. As expected, there is an almost perfect ...

Close Price VS Median Price (or other price types)

Funny you would say that, because both of those papers start with tick data (not with candles). In fact, I've skimmed though hundreds of academic papers related to finance and 99% of them worked with tick data. And not even a single one of them had ...

Close Price VS Median Price (or other price types)

I know exactly what you measured. I measured ABS( MID[i+1] - MID[i] ), or more exactly ABS ( (BID[i+1] + ASK[i+1]) / 2 - (BID[i] + ASK[i]) / 2 ) The ABS difference between MID[i+1] and MID[i] that you missed is done by the abs(s_df.diff()) call - ...

Close Price VS Median Price (or other price types)

I think it was you how said that what looks random to some trader looks orderly to another with more advanced methods. This is the perfect example. Your methodology for doing this analysis was very poor, and thus your result looks random. Here is ...

Close Price VS Median Price (or other price types)

I based my opinion on academic papers which studied this (but I don't have a link now). You based in on what? Did you measure this? Actually it does. This is a fact proven beyond any doubt. Trading volume is a very good proxy for volatility. This is ...

Close Price VS Median Price (or other price types)

There is more trading in the "first" of a time frame than in the rest on average. Why? Because many traders trade after a signal is confirmed (previous candle closed, new candle open) - M1, ... H1. And many badly programmed order splitting algos ...

Close Price VS Median Price (or other price types)

On 5 June Draghi spoke. The market moved. We can see below how a smart trader (let's call him Gekko) bought 150 mio at ~1.3610 and sold back at ~1.3650, for a quick 40 pips profit, which at 150 mio is $600K. Quite nice for a 3 hour trade. image

Let's build together a system which makes 1000%/month

The hidden motive is simple to see: contrary to what many retailers think, brokers actually WANT profitable traders, since profitable traders trade more, thus the brokers earn more commissions. Of course, I'm talking about brokers who offset their ...

Let's build together a system which makes 1000%/month

But what is the reaction to that noise? Is the reaction to that noise random? You should research stuff before repeating what the losers believe (and thus becoming indoctrinated with falsehoods yourself). New breakdowns collected in the 2013 ...

Let's build together a system which makes 1000%/month

Pretty much all the research I've seen shows that there is more profit to be extracted on lower TF than on higher ones. Higher TF are much more efficient, since a lot more size trades them (think pension funds). Lower TF on the other hand, are less ...

Let's build together a system which makes 1000%/month

I have also downloaded this whole forum. Twice. Once in 2011 and another time two months ago. My computer worked for a whole two weeks, sending one request a second until I got all the pages of all the threads. 9 GB of HTML files (no images). Why? I ...

Let's build together a system which makes 1000%/month

You gave your own answer. Real profitable trading strategies aren't "random". They have edge. But retail traders, instead of looking for a real edge, keep hoping that money management alone (martingale, going cowboy, ...) can work instead. Because ...

Let's build together a system which makes 1000%/month

Retail traders wouldn't recognize a winning strategy if it smacked them in the face. The first thing they look at is the win-ratio. If it's under 80% retail traders say it's a junk strategy. The second thing they look at is the RR ratio. If it's not ...

Let's build together a system which makes 1000%/month

Yes, those ticks are obviously bad. I looked at some of my live-captured ticks for USD/TRY from that period, from three different brokers (FXCM, OANDA and Dukascopy), and those spikes are not present: image

how to arbitrage bucketshop shenanigans

Retail doesn't matter because retail is not profitable. The moment a retail trader has ANY sort of real edge, he will quickly reach multi-millionare status. Here is a quote from a Credit Suisse report on HFT quoting the head of an HFT firm. You can ...

Let's build together a system which makes 1000%/month

It doesn't matter. I can show it with 12 digits - 36.004195844334. The value doesn't change. The more digits you have, the less each pip will be worth. So 1 pip on my broker where USD/RUB has 3 digits is worth 100 pips of your broker were you have 5 ...

Let's build together a system which makes 1000%/month

You're doing it wrong. USD/RUB is like a 3.5 digit pair, almost like USD/JPY. Do a demo trade and do the math. 0.010 (as in 35.970 - 35.960) of USD/RUB is worth 0.28 USD on a 1000 unit trade (micro lot).

Let's build together a system which makes 1000%/month