Mandelbrot, Very interesting point. That's why "random" doesn't really describe it. Still, when you say it isn't random, that implies it's...
Thanks Champion. People disbelieve. It seems to fail all reason that you can go short in the middle of a big rally and still make money even if...
I addressed all that already. Thanks. Going live soon with this particular model. I have auto traded others with mixed results for all the reasons...
Yes. It sounds off topic. But I started this saying how genius acrary is and mentioned him again in my last post. This all a tribute to his...
Frankly, another poster suggested that using the word "random" is misleading. How could it truly be random when some of us can beat is...
Knocks430, I loved your comical post. Let me answer your questions below. This isn't exactly market-making based on my understanding because...
Knocks420, Ha! Ha! Very cute. Yes, that's one way to do 100% profitability. Everyone else, notice the Open Position P/L and max Draw...
Indronias, Thanks for posting Black Monday. It brought back memories. That was just around the time I started to think about investing. The...
You must understand that this model does not get "slaughtered" during fat tail events. It always profits from them and every other trade....
Listen, I stumbled onto this strategy while trying an idea. I'm stuck trying to explain it. How is it possible for to have a strategy with...
Well, it has become clear to me that the markets are VERY predictably random. Why? My strategy, much like Maestro's, makes 99% profitable...
No need to apologize. Most people assume slippage impacts strategies heavily and it does on MOST strategies but not all. I have experience...
Before anyone makes the comments about commission and slippage. It accounts for commission and, while it trades with the prevailing trend, it...
Alan, Thanks for your ideas you post. They sparked renewed energy. I built my own framework in C# from scratch to implement the ideas....
By treed, I think he means think of your strategies as a "tree". Make certain strategies decisions depend on others in such a way to make certain...
TSGannGalt: Your quote below was most intriguing. For Forex, there's no volume but you said "more-so" bid/ask data to test the strength of...
Regardless of what term you use, it's shocking how easy it is to formulate a consistent automated strategy using S/R lines and price action...
Sure, it just means that if the market moves by at least X pips during X days then it will likely reverse. Think of it as a ball falling from...
Thanks for your answer. However, I found a solution that exits at the most profitable points for short trends. Short trends have big sell-offs...
I have a well performing trend model based on S/R. However, a small number of the trades hurt my monthly Sharpe ratio. It's because these...
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