My idea is that the more the FED will continue to print the more the markets will growth.

Negative interest rates and poor returns on bonds are creating a bubble on stock market. Is a matter of communicating vessels of liquidity.

Always liquidity is moved in order to have higher returns, also…[Read more]

honestly I think you can trade against the trend with TZ with a wider stop loss and assuming that a trend will destroy part of your profits. In a backtest from 2009 (15 min) there weren’t so strong trends able to destroy profits made bar after bar against the TZs. 

Thank you Billyon, withdrawing profits as well as splitting the account in 3 or 4 subaccounts as CSendo suggested. Probabilistic approach is the key for a successfull performance, only if combined with money management.

I was too concentrated in the first part forgetting the second one, but I remember that FX-Jay was applying both.

Hi CSendo,

I spent 8 months to nail fully the FX-Jay base-model, checking all trades he did, charts and messages. In the end he was honestly sharing practically everything, and there was nothing else than the interpretation around TZ. There are a lot of different interpretations (I found at least 5) so his suggestion to follow our own way to…[Read more]

Hi GG,

the third is my favourite, very slow to reach the BE and for this reason I asked for suggestions :)

playing on the money management size, I would like to avoid increasing size for every new trade

thank you

thank you CSendo, I like your idea and I will check it 

I have a big question for you: suggestions on how to manage a loosing position ?

to me seems that only having strategies with 95/99% of successfull trades will give a good performance. Yesterday I tested some around 85% successfull trades and it was not enought to cover the loss derived from other 15% unsuccessfull trades

to me seems that only having strategies with 95/99% of successfull trades will give a good performance. Yesterday I tested some around 85% successfull trades and it was enought to cover the loss derived from other 15% unsuccessfull trades

I am writing after a long silence while I was testing some stuff 

I was reading about your strategy and I have a doubt about the trend decision… to me happened frequently that I was fully wrong also using indicators as moving averages, etc.

In my opinion the power of the small TP is not enought in case of wrong trend d…[Read more]

This is only my personal opinion without proof

thank you for sharing

the close of the previous bar… as assumption, because even the close is something “standardized” considering a fixed timeframe… how could be correlated with the open of next bar? 

more Users active in the discussion = more interesting and unexpected ideas to improve the initial thread, so it is really helpfull and usefull, but when it is necessary to pick some point to investigate deeper it should be better to split in one or more private groups… this is my opinion. I feel that big-brother of the Brokers is watching…[Read more]

more Users active in the discussion = more interesting and unexpected ideas to improve the initial thread, so it is really helpfull and usefull, but when it is necessary to pick some point to investigate deeper it should be better to split in one or more private groups… this is my opinion. I feel that big-brother of the Brokers is watching…[Read more]

The definition for autocorrelation sounds like a “cross” correlation between a signal (or the value of a variable) with itself, in this case we have a signal in a minor time frame with the same signal on a major time frame 

it is simply a channel of moving averages shifted of “x” percent, very similar to a bollinger band.

you can use a RSI or a Moving average (without shift) if you prefer, but the moving average has a bigger impact with the phenomenon of “delay” in the bigger time frame impacting the lower time frame

it is simply a channel of moving averages shifted of “x” percent, very similar to a bollinger band.

you can use a RSI or a Moving average if you prefer, but the moving average has a bigger impact with the phenomenon of “delay” in the bigger time frame impacting the lower time frame

it is simply a breakout of “x” periods in bollinger bands.

you can use a RSI or a Moving average if you prefer, but the moving average has a bigger impact with the phenomenon of “delay” in the bigger time frame impacting the lower time frame

I wrote about this argument in the FF after being inspired by EURUSDD charts. I would like to share again this concept here, in order to find new ideas about a possible development.

As you can see time frames are in 3:1 ratio and so are settings for the same trading system applied to both charts (they must be no repainter).

In the lower…[Read more]

I wrote about this argument in the FF after being inspired by EURUSDD charts. I would like to share again this concept here, in order to find new ideas about a possible development.

As you can see time frames are in 3:1 ratio and so are settings for the same trading system applied to both charts (they must be no repainter).

In the lower…[Read more]

I wrote about this argument in the FF after being inspired by EURUSDD charts. I would like to share again this concept here, in order to find new ideas about a possible development.

As you can see time frames are in 3:1 ratio and so are settings for the same trading system applied to both charts (they must be no repainter).

In the lower…[Read more]

he is the best ousample living example that we could have

the challenge is to have him here :)