Raidenの投稿 - 3ページ

M01 | 2011.10.31 - 2014.05.30 | IBFX 取引システムの中 May 02, 2012 at 06:59

2012-05-01 Soft SL (-3%) hit. Not a good idea to be trading with so many countries being on holiday. China, Japan, Switzerland, France, Germany, Italy. Primary action from Australia, UK and US markets only. Didn't really affect (or so I observe/think) but RBA changed its cash rate from 4.5% to 3.75%, down 0.25% more than the expected 4.00%. US ISM Manufacturing was a mover.

Mixed (R01-R03, S01, Manual) | 2010.11.30 - present | IBFX 取引システムの中 May 02, 2012 at 00:48

2012-05-01 Soft SL (-3%) hit. Not a good idea to be trading with so many countries being on holiday. China, Japan, Switzerland, France, Germany, Italy. Primary action from Australia, UK and US markets only. Didn't really affect (or so I observe/think) but RBA changed its cash rate from 4.5% to 3.75%, down 0.25% more than the expected 4.00%. US ISM Manufacturing was a mover.

open multiple EA on single VPS プログラミングの中 Apr 24, 2012 at 20:46

I was talking to a friend and he mentioned that it could also possibly be that the iVolume picks up all old ticks that the Market Watch queue might dump in favour of a better refresh. e.g. 10 ticks come within a span of 0.1 seconds and the Market Watch chooses the last one to present, while iVolume logs all 10 of them.

open multiple EA on single VPS プログラミングの中 Apr 23, 2012 at 10:34

Could it also be that iVolume counts each bid and ask change(hence 2 for one simultaneous change), and since the Indicator passes only once for a simultaneous change in bid and ask, this will cause the "Tick Count" to be less than the "Volume Count"?Giving the false impression of ticks being dropped?It just seems strange to have the iVolume picking up something if there is a genuine loss of data transmitted. Doesn't make sense.

Todays a good day to sell some Euros: 経験豊富なトレーダーの中 Apr 22, 2012 at 23:40

Sure! Let me know as early as possible though, schedule's getting a little packed.Hopefully this doesn't stop Ben from posting his analyses, always useful as a practical log for himself.

open multiple EA on single VPS プログラミングの中 Apr 22, 2012 at 00:19

To add on to Barry's info, you might also want to check your net statistics to confirm that you have the right IP address.Full instructions written for my mother in mind:http://raidenworks.com/2012/03/10/latency-to-your-broker/Kenny,Is it possible that Volume[0] also counts changes in other things? e.g. there's no price change but a "tick" comes, caused either by some change in1. contract specifications, e.g. Margin maintenance, Swap long/short. (infrequent)2. change in margin currency price, in cases where quote currency not in the same denomination as margin currency, there...

Todays a good day to sell some Euros: 経験豊富なトレーダーの中 Apr 21, 2012 at 23:27

Paul's quote is particularly apt in this case. Hope you've placed a protective stop, or at least a stoploss.

Some decent pamm accounts plz ?? 一般の中 Apr 02, 2012 at 15:53

15-20% per month would be 435-792% per annum.The risks would realistically be more than 10-15%.

Sharpe Ratio - Highest in myfxbook 一般の中 Apr 01, 2012 at 09:21

To be clear, I am critiquing the Sharpe Ratio, not your contribution to the discussion.As a doctor, if your patient believes regularly taking arsenic is good for his well-being, would you advise him against doing so? Or just leave him be with his beliefs?And the MAR Ratio is strongly dependant on accurate records of drawdown, which with the limitations of MT4 statement reporting, all the system owners here can see that their drawdown reported is less than their actual ones.Take home is that it is not a good idea to reduce the performance of a fund to a bunch of statistics. This was the reason ...

Sharpe Ratio - Highest in myfxbook 一般の中 Mar 31, 2012 at 16:07

Before I go into a critique of the Sharpe Ratio as a measure, I'm compelled to correct some misunderstandings here.Again, it does not matter as long as the same risk-free rate is applied to all the accounts you are comparing.I wouldn't go into the discussion of 'risk-free-ness' of a T-bill/Government bond as I see there is sufficient fundamental confusion here already, but the take home is that you should look to deduct a rate of return that you otherwise would be fairly certain of getting. E.g. capital-guaranteed cash-deposit interest rate.But as said above, since you are comp...

Sharpe Ratio - Highest in myfxbook 一般の中 Mar 18, 2012 at 19:01

Hi San4x,Sharpe Ratio does take into consideration floating DD, via the NAV at rollover.I'll be the last person to rush them, but I believe there will be a change in the Sharpe Ratio reported here in the future.

Portfolio Manager 一般の中 Feb 29, 2012 at 20:41

Hi Paul,Yes. USD 300 (or approx. equivalent in EUR or RUR) is the minimum to open a PAMM account at Alpari NZ.And although it might state that X amount as the 'Capital' on the PAMM5 Terminal(as you see above) or 'Manager's Capital' on the PAMM4 myAlpari page, the manager can have more funds riding in the account. This Manager's Capital is the amount that gets locked into the PAMM account for the duration of its lifespan and can only be released upon liquidation of the entire PAMM account. As such, there is little incentive to lock in additional funds further than the mi...

Hi Can someone give me a link to live accounts that I can invest in? 一般の中 Feb 29, 2012 at 15:12

ASTROLOGY?!Whatever works I suppose. In fact, as celestial cycles are constant, you should automate it and backtest your system.

Portfolio Manager 一般の中 Feb 28, 2012 at 18:01

This is an interesting development in the retail forex business. I believe it is a first.Alpari has launched, on 22nd Feb 2012, a “Portfolio” module in their new PAMM 5 system where you can create an account that allows you to allocate your funds into different PAMM 5 accounts, with its performance tracked on its own chart.What’s special about this is that you are allowed to publish your portfolio in the Ratings List, AND other users can invest in it too!You are effectively paid for your skills in selecting good PAMM accounts and allocating the funds in your portfolio in the ...

No trade days 新規トレーダーの中 Feb 25, 2012 at 17:43

EST is Eastern Standard Time, for the US east coast, place of interest namely New York.You must be meaning CST/HKT/SGT.And also 8-11pm (not am)

Sharpe Ratio - Highest in myfxbook 一般の中 Feb 24, 2012 at 10:15

There is an issue with how the Sharpe Ratio is currently calculated, and may render my above statement unwarranted. I want to make this point clear before, or if, any changes occur.

Hmmm... What's up with these systems? 経験豊富なトレーダーの中 Feb 24, 2012 at 00:34

It's already on the charts as the yellow equity line. But I suppose you mean to have it as the primary line?

Sharpe Ratio - Highest in myfxbook 一般の中 Feb 21, 2012 at 13:36

These accounts illustrate my points above.(To the owners, I mean no offense when I comment on your account's performance, I only highlight them in relation to the Sharpe Ratio analysis)http://www.myfxbook.com/members/asttrader/universal-manage1/136133SR 0.77This account has been in an extended drawdown since 2011-11-10, with the equity P&L being ($1288.24-$1178.96)/1178.96 = 9.27%, after 7 months.http://www.myfxbook.com/members/kerryzhenyu/synthetics-high-yield-saving/97275SR 1.29This account has an absolute gain of 3.15%, after 1 year(since 2011-02-16). It is less than the average of ...

Sharpe Ratio - Highest in myfxbook 一般の中 Feb 21, 2012 at 12:38

Some further observations:1. The Sharpe Ratio is claimed to be used more as a performance comparator rather than as a standalone risk indicator. In fact, it does not measure risk at all. But even as a standard measure across portfolios/accounts, we would be committing a logic fallacy. I elaborate after the next point.2. The nature of using standard deviation anywhere in its calculation implies a conformity to normal distribution, which is not the case in account performance. A martingale system with consistent gains, but with no stoploss, will have a large Sharpe Ratio, even though it is expos...

Sharpe Ratio - Highest in myfxbook 一般の中 Feb 21, 2012 at 01:00

I was recently asked by an investor what was Raiden's Sharpe Ratio. They were only looking at systems with those greater than 1.8.As of 2012-02-19, Raiden's Sharpe Ratio is:Raiden_Alpari PAMM4_Medium Risk - 0.63Raiden_Alpari PAMM5_Medium Risk - 0.57Needless to say, being 1/3 their requirement, they were not interested.This got me thinking and I went to scan other accounts to get a idea of what a 1.8 SR account looks like. Lo and behold, I find that the Raiden PAMM accounts are amongst the highest SR's in myfxbook, and of the accounts that are active and not in extended drawdowns, t...

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