direct statistical trading a "clearly" defined approach by NTW31

Discussion in 'Strategy Building' started by nukethewhales31, Dec 31, 2008.

  1. ____________________________________________________________
    % acc u determine what your willing to use 90 or 80 or 95 or 85
    n 21
    so
    n*1-% accuracy = # trades can be filtered out the extremes

    stops always at open
    entrance at LSD +1
    tp at SLD -1

    MDRR = stop distance: take profit distance
    NPOT= ((n*%accuracy)take profit distance from entrance)-((n*1-%accuracy)Staop distance from entrance)

    if mdrr is a good ratio for you and Npot is high then trade next candle
    ___________________________________________________________________


    Would you mind expanding on this?

    I read this as n =21 as a time period

    But where did the stat % accuracy come from? What is it and how is it calculated?

    And from that what trades can be filtered out the extremes

    This is confusing me, sorry.

    The acronyms:
    MDRR
    NPOT

    Do they stand for Max distance risk reward and N=potential of trade?


    So here are the latest numbers N21 on the EURUSD 180M BARS numbers; with about 1 hour left on the latest bar (hopefully the high has been put in, so no need to recalculate before next bar

    SD

    SD
    0.0001
    0.0012
    0.0022
    0.0014
    0.0011
    0.0029
    0.0034
    0.0002
    0.0006
    0.0012
    0.002
    0.0024
    0.0004
    0.0016
    0.0022
    0.0019
    0.0024
    0.0002
    0.0002

    LD
    0.0071
    0.0046
    0.0042
    0.0048
    0.0116
    0.0038
    0.0057
    0.0086
    0.0029
    0.0056
    0.0039
    0.0078
    0.0143
    0.0071
    0.0091
    0.0035
    0.0029
    0.0096
    0.0006 lowest #

    SD and LD with LSD moved to LD


    SD
    0.0001
    0.0002
    0.0004 LSD
    0.0002
    0.0002

    LD
    0.0071
    0.0046
    0.0042
    0.0048
    0.0116
    0.0038
    0.0057
    0.0086
    0.0029
    0.0056
    0.0039
    0.0078
    0.0143
    0.0071
    0.0091
    0.0035
    0.0029
    0.0096
    0.0006
    0.0012
    0.0022
    0.0014
    0.0011
    0.0029
    0.0034
    0.0006 SLD
    0.0012
    0.0024
    0.0016
    0.0022
    0.0019
    0.0024
    0.0020

    For the next bar I would trade it like so?

    Stops always at open

    Entrance at LSD +1

    LSD currently is 0.0004 so enter @0.0005 passed opening?

    tp at SLD -1

    SLD currently is 0.0006 so tp @0.0005 passed entry?

    5 ticks seems slim for a 3 hour bar? I am missing something
     
    #171     Jan 13, 2009
  2.  
    #172     Jan 13, 2009
  3. my guess armchair is that you were calculating for the 11:00 3hr bar

    if im right here is a graph of the open

    you would have been stopped out like crazy its like the market was almost telling you that its not acting statistically like it normally does and dont trade it. and if you would have tried it it would have been like you telling the person in a movie that there is a axe wielding murder up stairs in the house as they are walk up the stairs not listening only to get butchered and you saying "i tried to warn you"
     
    #173     Jan 13, 2009
  4. a statistical traders wetdream i just bought....

    www.statsoft.com
    statistica
     
    #174     Jan 14, 2009
  5. Back-tested version of your strategy utilizing only ATR and a 2:1 Risk to Reward.
     
    #175     Jan 14, 2009
  6. should be atleast .62357 reward/risk ratio seems about right tho when i started i blew 2 $250 accounts till i got the ratios worked out and then 250 to 50k in around 3 years .... not all trading like this but some sort of statistical way.


    Mostly century max range reversals <- highest risk:return with highest prob of success imo
     
    #176     Jan 14, 2009
  7. statistically should not of ever happened ........

    this is why we use stops ... remember that even if you dont want to as ive some people not thats ur decision but atleast consider using a act of god stop
     
    #177     Jan 14, 2009
  8. candle i was talkin about
     
    #178     Jan 14, 2009
  9. My improvements but keeping R:R at 2:1 utilizing ATR:

    Nuke, would be interested in throwing around some ideas when I have more time.
     
    #179     Jan 14, 2009
  10. Ooh, please tell.

    (Sounds like you're combining the classic observation that price frequently reverses at "centuries" (i.e. 1.xx00) with something else.)
     
    #180     Jan 14, 2009