based on the Oanda site, which does something similar (but lookback period is a week it appears), USD-CHF and NZD-USD move 1.5% to 1.7% on a high...
Thank you. Do you do this exercise yourself? You cycle through to another market if volatility dies down?
By ATR % you mean % of asset price? I like that, the ATR normalizes and the moving average smoothes, although the latter could introduce some...
must.... haz…. moooovement…. for method to work (intraday) I think Jim Simons once said as much, that he needed a lot of volatility for his edges...
What's an acceptable range for drawdown?
Got it. That's one hell of a drawdown, doubt most of us would be able to handle
I didn't say I was ok with it...
"I started trading my E-mini S&P AutoTrade® program on WorldCupAdvisor.com on 3/11/2014 to trade one contract of the E-Mini S&P with a starting...
Should be required reading for every trader... closest thing to the best advice you will find on ET!
Ph1l, Just now having some time to stare at your notes for a while... You're the kind of guy I'd put in charge of fixing the Boeing 737 Max!...
Ph1l, can you (or anyone) explain the following from the EWrapperL0 class implementation in TwsApiL0.h: [ // lines 199-203: EWrapperL0( bool...
Fantastic, thanks much!
why does python always get all the love... :-)
GRUL and other Master/Yoda Coders... Young C++ Jedi here trying to make his way through IB's code galaxy... I'm working with Jan Boonen's...
Could this be the sign of the top in China? [MEDIA]
From IB: The C++(MFC) API is deprecated as of API Version 9.72. … What are the full implications of this? Also, is an GUI an absolute must for...
pain
Market has been generally trending up for the past 2 years, with the exception of Feb 18 and late 2018 selloffs. If you isolated the trades from...
Clever! Have you done something like this yourself?
nothing that is sub-minute, not super latency sensitive.
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