Scaling in, scaling down, averaging down…..Losers average losers?

It is said that the market spends most of the time reverting. If this is true, then why is there so much focus on trend strategies? By focusing on Trend strategies we miss out on most of the opportunities the market presents us.Because of this, I recently have come to decision that reversion strategies are the way to […]

ResettingBB EURUSD.m5 October 2014

Resetting Average and Bollinger Bands

Recently I have been experimenting with a new concept I came up with. One thing that really bugged me about moving averages, and all indicators that used moving averages internally (which is a lot, like Bollinger Bands etc), is that often the data is thrown off because of a spike in the market. The classic case is […]

When 337 pips isn’t enough

The last few days I’ve been watching an uptrend in GBPJPY. My interest was sparked when my Shock and Retrace strategy, on the 1 minute timeframe was triggered. If you’ll recall, FXCM asked me to run the strategy at 1m timeframes to gather some data, which isn’t what the strategy was designed for but I […]

Shock and Retrace on m1

A bit of a distraction from the Trend work but I was asked by FXCM to provide some data for the Shock and Retrace strategy. They preferred more trades so suggested using the m1 timeframe. To be honest, the strategy was not designed for such short timeframes but the idea is solid and still is […]

Other Currency Pairs

My existing continuation and panic/retracement strategies have been live for two weeks and not made any trades yet … I’m getting impatient. The ideas behind the strategies are solid, so why not give them a crack on other currency pairs. I’ve discovered the following strategies. Obviously some work better than others, so the ones I […]

Continuation Strategy, Fail-Safes, and Scaling

I’ve been looking for a strategy that trades more frequently. Looking at the m15 chart, I noticed that many mini-trends usually have a significant price move compared to previous bars, and additionally have many bars in the same direction at the start of the trend… i.e. it has strong momentum at the start of the […]

First live strategy

After doing some significant testing, I’ve decided to go with the Panic and Retracement strategy for extreme movements. The inputs for this I will go with are: Change Units                                                  3 (Pips) Change Bars                                                   1 Change Threshold                                          120 pips Take profit                                                       120 pips Stop loss                                                         120 pips Amount at one lot, […]

Panic and Retracement Implementation

I have now implemented the panic and retracement strategy – called PANIC1 for now. It looks like this strategy can be used in two ways. 1)    The original design of this strategy, i.e., a large sudden move in the order of several standard deviations, with the expected retracement afterwards. This of course does not happen […]

Strategy Idea: Panic and Recovery

How about this for a strategy. Panic Recovery 1: If there is a sudden spike in the market, assume there will be a retracement. Open position if the price moves a lot (standard deviations or pips based off range of previous n bars)… Once we have a close that closes lower than the open of […]