I believe the relationship between liquidity and volatility is too dependent on other factors to be easily defined. It also depends on whether...
It's natural. Volatility goes up and down in cycles. Since November, you're right, it has come down some, especially in certain pairs. But it will...
Time decay clearly isn't linear, ATM or not. If an option (this is theoretical) were to deteriorate at $.05 per day for 40 days, starting at...
She's a badass, and if you're gonna start a thread about her, please spell her name right. Idiot.
The original post could not be further from the truth.
risktaker's advice solves that problem... if time >= 931 and time < some time late in the day then buy next bar at 0.3*DATR stop; Each day,...
Also, YM and ES are choppier and typically more difficult to design systems for than markets like the ER2. Your results are no different than...
Chris, Referring to your other thread, I would look at MFE and MAE to look at what often happens to your trade during those 10 bars. You will...
John Sweeney originated two concepts: MFE = Maximum Favorable Excursion, meaning the maximum profit that was seen at any point during a given...
I think your analysis is basically correct. Often I find that scaling out actually worsens overall performance, which as you say, isn't totally...
Jock, I see what you mean. Try this: You can set the 9:30 EST Open as your chosen value by assigning a variable: Vars: MyOpen(0);...
I would issue the stop order on the first 5min bar of the day rather than issuing it the previous afternoon. This way, "date of next bar" is not...
WOW, I hate to have to say it, but you truly are stupid, aren't you? All this because I posted "And...", wow...
From the post "And..."?????????????? Let me spell it out for you guys. I WAS LOOKING FOR THE OP TO ADD SOME COMMENTARY. That's all. Now let...
You're a moron. Can you spell that out, too?
Yeah thanks, I got that. But thanks for your enlightening post. Was just looking for the OP to say something himself rather than just cut and paste.
And...
Bluegar3, I recognize you form the TS forums. Good to see you on ET... I would caution you on the following: When looking at a chart, the...
austinp, FWIW, my partner and I have found exactly the same things to be true. GBPUSD often tests best for whatever reason, which is the reason we...
I can think of no faster a way to transfer money from your account to your broker. Even if you were to obtain a 1/2 pip spread in the interbank...
Separate names with a comma.