direct statistical trading a "clearly" defined approach by NTW31

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

  1. candles movements typically pull back after X amount of pips movement from base... lets say 50 pips usually pulls back so if 6th candle and it ranges 50 pips up its got x chance to pull back to x then x chance to reverse the 7th if it occurs at CM or resistance maybe its a bounce.... exit 1/2 in profit and wait?
     
    #281     Feb 4, 2009
  2. Oh in case you're interested, word is that Oanda is fixin to add trailing stops. They're beta in the game right now.

    trailing stop beta
     
    #282     Feb 4, 2009
  3. wow thats gonna be awesome ive been writing them e-mails forever about that... now if theyd add some other crap and the ability to write code and clear up the way it closes and says its disconnected all the time i may be happy
     
    #283     Feb 4, 2009
  4. #284     Feb 5, 2009
  5. next uptrend may be around christmas time maybe.... raindeer formation.
     
    #285     Feb 5, 2009
  6. v305x90
     
    #286     Feb 6, 2009
  7. 4XQs

    4XQs

    So has anyone tried to code this up in TS, MC, Meta or anything else?
     
    #287     Feb 12, 2009
  8. looks like the only one who succeed untill now
    whas Knocks420, but his example (page 30) shows to
    many trades, a total of 11000 in 3 years which
    makes an average of 10-11 positions a tradingday
    so he cant follow the "exact" rules posted here
    or he is refering to hourly bars data instead of 3 hour
    and so enters more trades on a session basis;
    his equity looks greath no DD's to mention altough
    i am not sure wether he calculated commissions and
    slippage into account

    the tread has been very interesting sofar; starting to die
    at the moment, but it has opent my eyes for statistical trading

    i have tried to code this is EL
    the problem is removing the biggest LSD's (bigger then max SLD)
    to make them fit NTW31's criterias

    in excel it would be easy by removing the "invalid bars"
    by hand but i am sure it could be codet untill today i havent
    succeed
     
    #288     Feb 12, 2009
  9. hey guys sorry ive been neglecting the thread i started ive been working really hard one a new business project so i havent had time to post.

    but im still answering questions and what not

    this is an approach or idea 4xqs that helps you develop an edge... ill discuss any ideas you have or give ideas on how to maybe. the bar formation that your talking about im sure is different then the curve you saw the one trader post... he probably used tick data like i suggested instead of bar formation with lsd and sld.. this works but it can only be done automatically because you cant place the trade fast enough by hand..
    id look at ninja and find a high prob hourly setup and code with fixed numbers
     
    #289     Mar 3, 2009
  10. he'f probably figured out how to refine this with tick data on the hourly with an automated system like ive posted up top no with the DD.. the more trades you make automatically the smoother the growth line but the closer you get to a decay point with spread..

    if your trying to code this use tick data the bar formation looks good on the exterior but isnt the winning measurement of movement you have to get down and look at hour start and tick from there and find how far it moves... thats the best bet
     
    #290     Mar 3, 2009