United Kingdom
Trading strategy
Intraday mean-reversion trades using overbought/sold technical signals, pattern recognition

Disclaimer

The Saxo Bank Group entities each provide execution-only service and access to Tradingfloor.com permitting a person to view and/or use content available on or via the website is not intended to and does not change or expand on this. Such access and use are at all times subject to (i) The Terms of Use; (ii) Full Disclaimer; (iii) The Risk Warning; (iv) the Rules of Engagement and (v) Notices applying to Tradingfloor.com and/or its content in addition (where relevant) to the terms governing the use of hyperlinks on the website of a member of the Saxo Bank Group by which access to Tradingfloor.com is gained. Such content is therefore provided as no more than information. In particular no advice is intended to be provided or to be relied on as provided nor endorsed by any Saxo Bank Group entity; nor is it to be construed as solicitation or an incentive provided to subscribe for or sell or purchase any financial instrument. All trading or investments you make must be pursuant to your own unprompted and informed self-directed decision. As such no Saxo Bank Group entity will have or be liable for any losses that you may sustain as a result of any investment decision made in reliance on information which is available on Tradingfloor.com or as a result of the use of the Tradingfloor.com. Orders given and trades effected are deemed intended to be given or effected for the account of the customer with the Saxo Bank Group entity operating in the jurisdiction in which the customer resides and/or with whom the customer opened and maintains his/her trading account. When trading through Tradingfloor.com your contracting Saxo Bank Group entity will be the counterparty to any trading entered into by you. Tradingfloor.com does not contain (and should not be construed as containing) financial, investment, tax or trading advice or advice of any sort offered, recommended or endorsed by Saxo Bank Group and should not be construed as a record of ourtrading prices, or as an offer, incentive or solicitation for the subscription, sale or purchase in any financial instrument. To the extent that any content is construed as investment research, you must note and accept that the content was not intended to and has not been prepared in accordance with legal requirements designed to promote the independence of investment research and as such, would be considered as a marketing communication under relevant laws. Please read our disclaimers:
- Notification on Non-Independent Invetment Research
- Full disclaimer

4 Followers
Write a Squawk to Crispee
  • Squawk / 20 September 2018 at 19:35 GMT
    Hypothesis Testing
    United Kingdom
    If the site does indeed closedown or simply stop functioning (24th) then to all the regulars onsite that I have had the joy of meeting and learning from over the years may I wish you every success with your trading.
    As an off topic posting may I highlight the divergence on Bund to 10yr Notes yield disparity....@ 2.6% to put this into perspective when the Euro project started the spread on yield was thus far apart so seasoned spread/arbitrage traders out there may want to track this pair IMHO. Remember that we are trading opposing markets in the near term duration and that Notes have a greater rate of change so when building your 1:1 positional arbitrage account also for rates of change and simply skim your net gain. VIX can only remain at extremes for a certain length of time before an average range occurs bringing the VIX back to normal ranges.....I suspect that is the same between Bund and Bond ! Trade for yield normalisation or even faster price distortion.
    Read the Squawk
    20 September
    fxtime fxtime
    Have a great evening all and happy trading :-)
    21 September
    Coco84 Coco84
    Thanks for the tips! Do you have a twitter profile one could follow and keep in touch?
    21 September
    Crispee Crispee
    Thank you so much fxtime for all the great lessons and insightful articles to help me learn and get better.
  • Squawk / 07 March 2018 at 14:34 GMT
    Here are my model's thoughts for YM futures (CFD US30
    Read the Squawk
    1y
    Crispee Crispee
    Hi Qi2! Glad to see you back here. Can you please share the strategy spreadsheets for the above. I am particularly keen to look...
    1y
    Qi2 Qi2
    Hi Crispee, emails have been sent :)
    1y
    Qi2 Qi2
    Technical Theory Hypothetical Tests
  • Squawk / 06 June 2017 at 9:37 GMT
    Software systems and algorithms
    Finland
    Implementing your own trailing function will give you freedom to customize and adjust your stops dynamically based on price action or parameters you choose. Added bonus is that you avoid revealing your stop price because nothing is sent from your computer to your broker until stop criteria is fulfilled in your code.

    We start in function where we handle order fill from broker for position opening. Our opening price becomes current lowest price in position and highest price in position.

    The business logic for price tracking happens in reception of new tick.

    Finally, there is an example of adaptive function. By default we return 8 pips. But if we have gained 30 pips we start coupling our trail to ATR, in this example 2 times current ATR. This function makes our trail adaptive not only to pips gained but future ATR changes too.

    As the characters in squawk are limited to 1000 full story and examples with explanations can be found in www.santavaara.com/samples/adaptivetrail address.
    Read the Squawk
    2y
    zefy zefy
    Yeah, the link to the library is www.santavaara.com/samples/adaptivetrail
    2y
    zefy zefy
    I could not fit all text to squawk so the full story is in the library artricle
    2y
    Crispee Crispee
    great article zefy! learning alot here. thanks and keep 'em coming
  • Squawk / 01 June 2017 at 11:47 GMT
    Hypothesis Testing
    United Kingdom
    Entirely OFF topic.....at a time of utter madness I enrolled into the following 80mile challenge which occurs this weekend.
    http://www.thesmugglersportive.co.uk/
    Any one in the region who wants to try it then feel free to enrol too....or if you feel sorry for me then donate to the link below!! The minimum donation accepted is £1 (despite what their donation boxes show) and is for IMHO a good cause.
    https://uk.virginmoneygiving.com/donation-web/charity?charityId=1004833&stop_mobi=yes
    Read the Squawk
    2y
    fxtime fxtime
    The sportive marshall !!
    Once again...many thanks everyone.
    2y
    Andrew Perkins Andrew Perkins
    Strava name djtintin. long story just go with it LoL
    2y
    fxtime fxtime
    LOL...I will have a look later today :-)
  • Squawk / 01 June 2017 at 8:43 GMT
    Software systems and algorithms
    Finland
    The famous Ice Cream setup from Fxtime in TradingFloor is based on system counting daily raising lows and falling highs.

    Counting converts to straightforward and simple C language algo function. We compare current value to previous value and increase counter until criteria is not true anymore.

    We use i as index. LookBack(i) means current value and LookBack(i+1) previous value. We break out from loop when criteria is not true anymore.

    Low.LookBack(i) > Low.LookBack(i+1) counts amount of raising lows. High.LookBack(i) < High.LookBack(i+1) counts amount of falling highs.

    We store value of _raisingLows and _fallingHighs variable so that those can be used to check if trade entry criteria is fulfilled.

    Then we check if _raisingLows or _fallingHighs exceed our trade entry criteria to justify opening position.

    You can copy the code to your own systems from
    http://www.santavaara.com/samples/icecream
    All my code samples will be collected in
    http://www.santavaara.com/samples
    Read the Squawk
    2y
    kom75 kom75
    got it:)
    2y
    Crispee Crispee
    Great stuff Zefy. Thanks for the information. Bookmarked your site now so looking forward to more.
    2y
    zefy zefy
    Again thank you all for your feedback. New squawk was just posted a minute ago.
  • Squawk / 25 May 2017 at 8:09 GMT
    Software systems and algorithms
    Finland
    Starting programming topics by showing a simple time trigger strategy to illustrate how same trading system code can be used in backtesting and real broker trading.

    In backtesting mode our system communicates with database and simulator. Database is giving us price information and simulator is executing our orders against price data in database.

    In real trading mode our system communicates with broker API to get real time price data and send orders and receive order confirmations.

    This communication is illustrated as message sequence chart in attached image.

    Then I have attached two code samples. We are receiving ticks in NewTick function and when time condition (1800 GMT) is true we send order to open the position. Eventually our order is filled and in OrderFilled function we set our profit target for 6 pips and stop loss for 45 pips.

    My code samples are standard C language and do not have any platform dependencies. I can make code available for download on my website if needed.
    Read the Squawk
    2y
    zefy zefy
    And link also added to my TF profile.
    2y
    Emil Filip Emil Filip
    Hi defy. Would be possible to have the this code formatted for mt4, please? Thanks
    2y
    zefy zefy
    I plan to write only samples which do not have any platform dependencies.
  • Squawk / 26 April 2017 at 8:59 GMT
    Hypothesis Testing
    United Kingdom
    A basic end of day chart using ROC extremes...chart is daily and we see that gap showing. Gaps rarely remain on FX.
    Read the Squawk
    2y
    fxtime fxtime
    Hard work today ....stops have to be very tight....but net a positive return. I expected the sp500 to dip nicely today but obviously not however I still...
    2y
    Michael O'Neill Michael O'Neill
    Excellent work. These signals are money in the bank for FX traders who want to put the time and effort in
    2y
    fxtime fxtime
    For Friday !
  • Squawk / 02 April 2017 at 16:51 GMT
    Hypothesis Testing
    United Kingdom
    Crispee it seems a windows update has gone disastrously wrong over the weekend and my address book has been wiped clean !! Can you email me please so I can fwd a spreadsheet?
    Sorry for the hassle.
    Read the Squawk
    2y
    Crispee Crispee
    No problem. Sent now.
    Thx
    2y
    Charles Asmar Charles Asmar
    With pleasure, Charles.Asmar@Gmail.com
  • 2y
    Crispee Crispee
    Thanks Stephen, Certainly all valid points to consider both strategically and tactically
  • 2y
    Crispee Crispee
    i always worry about the data integrity that we all get using MT4 and so historical testing seems unreliable...at least imho
    2y
    Crispee Crispee
    i just realised this was not directed to me so apologies for jumping in here...besides I am sure you guys are already aware
    2y
    Qi2 Qi2
    Hi Crispee, no worries and yes I agree with you, the data is not great in mt4, however, I do record the data live each day, so...
Check your inbox for a mail from us to fully activate your profile. No mail? Have us re-send your verification mail