VIDEO

[Lowphat]

i remember running across a few seemingly interesting indy’s in my statistical arbitrage phases.

using mean reversion a one point of confluence probability did seem to help

 

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“I believe the very best money is made at the market turns. Everyone says you get killed trying to pick tops and bottoms and you make all
your money by playing the trend in the middle. Well for twelve years I have been missing the meat in the middle but I have made a lot of
money at tops and bottoms.”
– Paul Tudor Jones

[Anti]

@Pipatronic: Please excuse my insufficient English skills. However, I think you got the idea – maybe it’s useful.

[pipatronic]

Lowphat, ah  thats  interesting, thanks for posting that.

Anti, your English is excellant, far better than any foreign language that I can speak :) and yes I will look deeper into time-shifted correlations thanks for that

I still have not followed up with the videos that I promised been busy, will try over the weekend

Have a good weekend all

Pip

 

skype : pipatronic

[pipatronic]

wonder if we will get one of G’s famous 60 percenters

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skype : pipatronic

[pipatronic]

Does anyone have a tick generator, was hoping to do a video over the weekend for you all but I need some fake ticks to come in to activate one of my indicators

Regards
pip

skype : pipatronic

[Anti]

@pipatronic: I use FlexiChart to generate tick and 1 second charts. But you can only record ticks in real time.

[pipatronic]

Thanks Anti I will have a look

skype : pipatronic

[pipatronic]

I am just uploading a new video, Video 48 on the Tick Volume Indicator Multi Time Frame, it is based on the standard indicator with small modifications.

I still have not followed up on Correlations though I have been busy with that in the background – more to follow on that.

To follow on from Video 48 will be a video on Currency Strength Multi Time frame and how to find the best pair to trade

Trying to keep it all simple and logical (hopefully !!!)

Regards

Pip

skype : pipatronic

[pipatronic]

Video 48 on the Tick Volume Indicator Multi Time Frame

skype : pipatronic

[Joakim]

Awesome, Thank you Sir

[Anti]

That’s really amazing, Pip. Thank you!

[pipatronic]

Video 49 supplemental Tick Volume Multi Time Frame

 

 

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[pipatronic]

Video 50 ftse100 tick volume and normalised volume

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[pipatronic]

Video 52 currency strength how to pick the best pair to trade

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[pipatronic]

Video 53 thoughts and trades

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[pipatronic]

 

I am looking at building some new currency strength indicators one based on pip movement with a start from 0 function (market open Monday) and one based on ATR.

Has anyone come across any, thoughts ??

I did find a commercial site with some on (obviously silly money)

skype : pipatronic

[simplex]

I did find a commercial site with some on (obviously silly money)

You named it: like most commercial offers in FX, silly money.

I am looking at building some new currency strength indicators one based on pip movement with a start from 0 function (market open Monday) and one based on ATR. Has anyone come across any, thoughts ??

Thoughts:

Pips movement starting at Monday open sounds like an absolute measurement. But counting pure pips means ignoring current price level and ignoring short term volatility. I would consider replacing a pips counter by a percentage change, this way you’re considering the pair’s actual price level.

ATR as a basis sounds like taking volatility into consideration. Think about replacing ATR (simple averaging of true range) by median average of true range. This algorithm will easily ignore single spikes, which statistically are outliers. It depends on what you want to achieve with the ATR whether this makes sense. Just a thought. Usually MTR gives lower values than ATR, because ignoring extremely large bars has a greater effect than ignoring the small bars on the opposite side of the distribution.

I can provide the functions needed for Median True Range, if you want to give it a try.

s.

A good trader is a realist who wants to grab a chunk from the body of a trend, leaving top- and bottom-fishing to people on an ego trip. (Dr. Alexander Elder)

[pipatronic]

Thank you for the quality reply Simplex (great mind at work there) and thank you for the offer of help   though I am at the foot of the stairs with currency strength and have to work out exactly what I want to achieve with this and what information I am going to use and how to interpret it but will post some notes as I move from one tread to another – hopefully upwards !!!!

skype : pipatronic

[pipatronic]

Has anyone come across an indicies strength chart for MT4, some examples below

Pip

 

note, when I try to add another file link, the page scrolls to the top !!

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[pipatronic]

and another

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[pipatronic]

Here you go Tank

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[tankhang]

Thanks Pipatronic~

[pipatronic]

Hi T :) did it help/make sense I can always show you on skype if you want to discuss it further

Pip

skype : pipatronic

[pipatronic]

Video 55 just some thoughts on Correlation

GOLD, OIL, DXY, CAD, DOW

Where is the money flowing ?????

skype : pipatronic

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