Hi,
In this thread, I would like to share with you various hypotheses, research and discoveries
About me:
1. I have been dealing with Forex for three years without much success in "Forex business"
2. I am a seeking (so far) trader
3. I can program, but it's more of a junior / medium level
4. Forex and its research is my hobby so far
Rules in this thread:
1. We don't attack the person, we attack the problem
2. We respect each other, and we respect that everyone has the right to their point of view
3. I am not able to check, analyze or program everything.
Therefore, I leave myself free to choose theses and research them.
Current backlog:
1. Random Entry - done, tested
2. Reverse Entry - done, tested
3. Trailling Stop based on Volatility - done
- APV with constant APV Factor
4. Price action & trend detection - to do
a) AMA (EMA with dynamic speed) + AMA gradient - in progress
b) n-MAs cross - suspended
c) price consolidation towards MA - suspended
d) Price Cross MA + MA gradient - refactoring needed. First version made in AAC, but entry rules are needed beacuse something mixed up in the conditions.
5. Fixed position size vs% of equity - done
a) with a model that TP / SL 1.0 and Win / Loss 50/50 both work similarly
b) the fixed position model works better with TP / SL <1.0 and Win / Loss <50/50
c) the% equity model works for TP / SL> 1.0 and Win / Loss> 50/50.
For such a strategy, a fixed position does not "squeeze" real gains.
6. Simple simulation of forex games
a) Better understanding of random events, time series and statistical impact on the results of the strategy
b) Hundreds of balance curve generation model for better strategy modeling
7. Adding positions to profitable swing
8. "Dynamic APV Factor" depending on the type of cycles in the market.
9. Detecting of cycle of market type: flat, trending
In this thread, I would like to share with you various hypotheses, research and discoveries
About me:
1. I have been dealing with Forex for three years without much success in "Forex business"
2. I am a seeking (so far) trader
3. I can program, but it's more of a junior / medium level
4. Forex and its research is my hobby so far
Rules in this thread:
1. We don't attack the person, we attack the problem
2. We respect each other, and we respect that everyone has the right to their point of view
3. I am not able to check, analyze or program everything.
Therefore, I leave myself free to choose theses and research them.
Current backlog:
1. Random Entry - done, tested
2. Reverse Entry - done, tested
3. Trailling Stop based on Volatility - done
- APV with constant APV Factor
4. Price action & trend detection - to do
a) AMA (EMA with dynamic speed) + AMA gradient - in progress
b) n-MAs cross - suspended
c) price consolidation towards MA - suspended
d) Price Cross MA + MA gradient - refactoring needed. First version made in AAC, but entry rules are needed beacuse something mixed up in the conditions.
5. Fixed position size vs% of equity - done
a) with a model that TP / SL 1.0 and Win / Loss 50/50 both work similarly
b) the fixed position model works better with TP / SL <1.0 and Win / Loss <50/50
c) the% equity model works for TP / SL> 1.0 and Win / Loss> 50/50.
For such a strategy, a fixed position does not "squeeze" real gains.
6. Simple simulation of forex games
a) Better understanding of random events, time series and statistical impact on the results of the strategy
b) Hundreds of balance curve generation model for better strategy modeling
7. Adding positions to profitable swing
8. "Dynamic APV Factor" depending on the type of cycles in the market.
9. Detecting of cycle of market type: flat, trending