Simple Mean Reversion - Page 2
Page 2 of 846 FirstFirst 1234 ... LastLast
Results 11 to 20 of 53

Thread: Simple Mean Reversion

  1. #11
    Quote Originally Posted by ;
    Hi AlphaOmega and thanks fort this egy. What is going to happen whether the market make a massive move in 1 direction and doesn't come back? With this pyramid system, You will probably have a lot of places in loss. You can observe this condition twice in Your screenshot in the first post. I believe that it would be tough to recover from these big declines...
    Yep. That is pretty much the only potential flaw of this machine. The week place. Https://en.wikipedia.org/wiki/Achilles'_heel Each machine has a weak place.
    That is why the entire development of this method is concentrated on different methods to reduce the effect of those undesirable https://en.wikipedia.org/wiki/Fat-tailed_distribution.
    The fantastic news is that nearly half of those fat tails are brought on by economic information (news). And the majority of these news are understood beforehand. They are scheduled at the economic calendar.
    So right from the start we can program the machine to prevent nearly half of these risks. And we are left with the other half.
    When we find effective approaches to reduce the % of losing days down to 4 percent (or less) - we can have relatively steady and exceptionally profitable system. (Fully automated)

  2. #12
    Quote Originally Posted by ;
    quote Yep. This is pretty much the only potential flaw of this system. The week spot. Https://en.wikipedia.org/wiki/Achilles'_heel Each system has a weak spot. That's why the entire development of the system is concentrated on various procedures to reduce the effect of these undesirable https://en.wikipedia.org/wiki/Fat-tailed_distribution. The good news is that nearly half of those fat tails are brought on by economic data(news). And most of these news are known beforehand. They're scheduled...
    What can we do, apart avoiding the news, to reduce the losing days. With those losing trades, the risk payoff will be pretty low

  3. #13
    Fantastic thread and thank you for sharing all of your hard work. I've been playing the indior and remembered some time backI did a little research on when Hello or low of the afternoon is shaped and found from LO it is normally the first couple of hours. Having gone through your indior, I can see that if there's a low or hi just after LO also it return throughout the midpoint then we could expect the overside to be shaped.
    So, if we've got a low after London open then it moves through the midpoint we could expect to find a hi form, most time of exactly the same distance.

    Just a observation

    looking forward to learning more about that thread

  4. #14
    You men are avoiding high volatility periods.
    I am the individual who can not wait for such days because making profit is efortless then.

    Thank you for sharing but imho there's absolutely no advantage in such system.
    It might have very substantial drawdown.
    The only means to make profit would be handling to withdrawal earnings before the stop outside occurs.

  5. #15
    Hi!

    In threads Quantum London Trading by mer071898 https://www.forexforum.co.za/general...-analysis.html
    and Q A M Trading Strategy by https://www.forexforum.co.za/cryptoc...est-range.html
    men did a lot research regarding to such trading style.

    States in his first post:
    Initially only 2 currency pairs EURCHF and EURGBP is going to be traded due to their common'turtle' such as behaviour.
    EURCHF WILL BE THE ONLY PAIR traded at the Beginning.
    EURGBP is going to be traded at a much later stage.

    TRADING WINDOW
    Asian Session initially over a 6 hour trading period
    Start Time = Tokyo Open
    End Time = Frankfurt Open

    After it Can Help prevent losses Brought on by tendencies.

    With regards,
    SP

  6. #16
    Quote Originally Posted by ;
    Hello, and thanks for stopping by! No matter if you're new or old member of this forum, keep reading here and that I promise you will not be let down! From my standpoint this thread is the normal continuation of this thread Greater Edge within a Single Candlestick” and here I mean to share with you some of my discoveries regarding this idea. As I commented in the first thread, I think that we can produce and apply numerous egies only using the information that's...
    appears interesting. I am in

  7. #17
    Quote Originally Posted by ;
    quote What do we do, besides preventing the news, to reduce the shedding days. With those losing trades, the risk reward would be quite low
    One may perhaps use it on an instrument with the cheapest 14-day ADR?
    Cheers,
    k

  8. #18

  9. #19
    Mean reversion, fat tails and cycles.

    This includes a statistics/ML ring to it.

    .... sub'd.

  10. #20
    Thank you for sharing your own system.

    Yes you're right we are using two different systems, but we are using the same properties in our systems. Interesting.

    I follow your thread from today, keep going mate.

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
  •  
This website uses cookies
We use cookies to store session information to facilitate remembering your login information, to allow you to save website preferences, to personalise content and ads, to provide social media features and to analyse our traffic. We also share information about your use of our site with our social media, advertising and analytics partners.