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John J Hardy
Outrageous Predictions 2017 is out today! In this call, we examine the case for a 'Bremain' as the European Union cuts a deal with the UK to keep it on board and foster a rapprochement between the two.
Squawk / 23 September 2016 at 9:24 GMT
Hypothesis Testing
United Kingdom
Update on Wednesdays' strategy on normal ranges
chart is cable and minimum move expectation is +12 but usually far more.
23 September
fxtime fxtime
Another trade completed and banked +40 using the exact same strategy. Chart is the current eurgbp which expect to meet resistance now and for a pullback. Whatever profits are banked....chart attached. Link shows the strategy etc.
23 September
fxtime fxtime
Another trade completes...this time the usdcad for +30pips using the same strategy. Chart attached.
23 September
fxtime fxtime
I had to close the cable trade early today but looking at the market now...anyone staying in the trade would have earned a further 60pips :-)
23 September
zefy zefy
Fantastic stuff! This very much makes me realize how overanalyzed and overcomplicated my approach has been in the past...
23 September
Qi2 Qi2
When I only have two minutes to trade, I trade fxtime's EURGBP system :)
23 September
zefy zefy
Yeah, EURGBP system is very sofisticated. I have that implemented too, but I have some platform performance issues to be solved before able to trade it large scale.

For me whole year fxtime has been publishing his article series here in TF, it has been totally changing my thinking about systems and algos. After std dev lessons, nowadays every trade rule I measure how it relates to std devs.
23 September
Qi2 Qi2
Zefy, I feel the same, and now I am working on reducing the complexity of my models, as I now believe the complexity, was causing over optimization, which works in back testing, but not in live trading.
24 September
fxtime fxtime
Qi2 definately agree...my back test on tick shows great results on your chosen time frames but on a python test using bid and ask the results drop. The time stamp and time frame duration for the signals have MAJOR influence. I can easilly get the eurgbp trades to perform reliably on what I call a long time frame eg 15min/30min and hourlies as the trend and ratios are established and prevents unnecessary drawdowns. However the skew and ratio triggers can be utilised on 5mins successfully as you have a trail stop function otherwise the ratio stops will close the trade too quickly.
24 September
fxtime fxtime
Zefy i know you too are doing well....and thanks for the comments. may i suggest you also trade for kurtosis skew? I will fwd you a data sample as you don't need a chart in these circumstances.
Have a good weekend guys :-)
24 September
fxtime fxtime
Qi2...I love the trade signal confirmation on your screengrabs showing which rule applied. great stuff.
26 September
Qi2 Qi2
fxtime, the pop ups help me keep an eye on it so I can follow which rule executed and then I believe I will be able to optimize it.
26 September
zefy zefy
@fxtime, I have skewness and kurtosis visible in my std dev overlays now. But sure will check your data sample, as those have always helped me to check if my interpretation is correct and what improvements might be needed.
27 September
zefy zefy
I see 45pips and std dev triggers confirming each other...
27 September
fxtime fxtime
LOL...I wondered if you would notice a correlation.
27 September
fxtime fxtime
I have posted this chart before but notice the skew curve usually starts at 27% from the central peak line (close price) and completes at the 48% which is the 2nd std dev region !!
27 September
fxtime fxtime
That one chart has a huge amount of info embedded into it and really I should post an article explaining each facet but in truth traders generally prefer actual charts as opposed to theorem. Alas this weeks new series is theorem... so hopefully readers will bear with me as subsequent articles will describe what we aren't seeing in charting ! (The above standard deviation being a classic trade set up everyone should be at least aware of even though you don't readilly see it on your charts but there are others subjects which the new series will cover.
27 September
fxtime fxtime
Sheesh that is an old chart that I should update but hopefully you get the point about the skew intersection area and I will update the chart soon.
Have a good evening Zefy :-)
27 September
zefy zefy
Yep, I see the point in 27% rule.
I also did some experiments by adding 1-day, 3-day, weekly and monthly std dev overlays (it is straightforward to program these kind of additions) to see how it looks in different time frames...
As usual I am looking forward Wednesday lessons :)
Have a good evening too!
28 September
fxtime fxtime
3 day is surprisingly good.

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