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1/28
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В своих предыдущих статьях я предложил вашему вниманию вариант торговой стратегии на базе индикатора Time Segmented Volume и простой средней кривой Simple Moving Average (см. здесь), а также провел ее короткое лайв тестирование (см. здесь). Однако, так как малое количество данных не позволило сделать окончательные выводы, возникла необходимость исторического тестирования упомянутой торговой стратегии на более продолжительном временном периоде. В настоящей статье мы рассмотрим полученные результаты.
Напомню, что по результатам лайв тестирования был сделан вывод, что наша стратегия не подходит для пары AUD/USD. Поэтому тестирование проводилось в автоматическом режиме только на пяти валютных парах: EUR/USD; GBP/USD; USD/CAD; USD/CHF; USD/JPY.
1. Условия тестирования
Период тестирования – 01.01.2017-30.09.2017
Фиксированный StopLoss – 24
Фиксированный TakeProfit – 48
2. Результаты в разрезе валютных пар
2.1. Пара: EUR/USD
Резюме: Всего за период 66 ордеров, из них 29 прибыльных. Общий итог +615 пунктов. Учитывая минимальные месячные просадки и конечный результат, лучшая пара для применения нашей стратегии. Однако, стоит учесть, что почти треть итоговых 615 пунктов было по…
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wind87 avatar
wind87 28 Oct.

good job

Aviator avatar
Aviator 29 Oct.

well done

Yulia10 avatar
Yulia10 30 Oct.

good work

yellownight avatar

удачи

Verona888 avatar

Great job!

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3/54
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В своей предыдущей статье я предложил вариант торговой стратегии на базе индикатора Time Segmented Volume и простой средней кривой Simple Moving Average. Детально о ней вы можете прочитать здесь. В течение второй половины месяца, с 16 по 31 августа 2017 года, я провел ее тестирование на шести валютных парах: AUD/USD; EUR/USD; GBP/USD; USD/CAD; USD/JPY; USD/JPY. Все сигналы на открытие ордеров и результаты торгов я постил в своем блоге, где вы их можете просмотреть. Сейчас пришло время анализа результатов.
1. Настройки стратегии при тестировании
Для всех валютных пар использовался часовой таймфрейм. Stop Loss выставлялся под минимумом или над максимумом текущей свечи, или у ближайшего ключевого уровня, не снимался и не переносился. Take Profit выставлялся из расчета 2/1 к Stop Loss. Ручное закрытие ордеров проводилось только в случае появления сигнала на вход в противоположном направлении и в конце торговой недели.
2. Результаты в разрезе валютных пар
2.1. Пара: AUD/USD

Резюме: Торговых возможностей много (всего 8 ордеров, из них прибыльных 3), но неравномерно по времени. Много сигналов на вход в противоположном направлении. Доходность околонулевая (+7 пунктов), риски высокие.
2
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BIGBO avatar
BIGBO 29 Sep.

Thank you all for your support!

Wovch avatar
Wovch 4 Oct.

good

Alexander22 avatar

well done

Klaudia25 avatar
Klaudia25 13 Oct.

great article

klintons avatar
klintons 13 Feb.

Good Job

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35/54
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In the past couple of years, political developments have been important drivers of currency prices. The pound dropped like a bound and chained mafia victim against the dollar when the BREXIT vote materialized on June 23 2016—a vote which meant that the UK would have to cut its current ties with the EU at some point into the future.
Chart: On June 23 2016, the GBP/USD reached a low of 1.323 (high on the same day: 1.5020) after the BREXIT referendum result.

In the meantime the EUR/USD has been going up whenever US President Trump fails at to pass a bill or manages to pass it but a whole lot of people find themselves tangled at the side of the building, feet up as a result. In this case, we are referring to the Healthcare bill. That is in early 2017. On the day President Trump got elected, the EUR/USD experienced a significant drop, similar with the one after the BREXIT vote.
Then there’s the French Presidential elections conundrum. The EUR/USD gapped up by 200 pips after the elections round Sunday on April 23, which resulted in Macron and Le Pen candidates moving on to the final round. The pair found support at above 1.08, without ever closing the gap, and even reached 1.10. All o…
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zarina avatar
zarina 12 May

все-таки неопределенность с направлением так и осталась ((

TheAnalyst avatar

Well, not so much short-term. in my view, it stopped the ascent after the end of the political event (in this case the French elections) and is going down to around 1.0750(referring to the EUR/USD). Long-term is a more of a wait-and-see, although I'd say bias might favorite the upside. As always I could be wrong, of course.

Skif avatar
Skif 17 May

I think the euro is at least 1.1500 , pounds 1.3500 .

TheAnalyst avatar

There's certainly a lot of buying in the EUR/USD, but I am not as certain yet. Cable looks better positioned for a continuous ascent, I'd say towards 1.33. Above 1.132 for the EUR/USD then I'd be expecting to see 1.1570 next.

Skif avatar
Skif 17 May

I agree, but I think ahead is still summer. So I'm waiting for a more aggressive rally

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6/68
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This article is about what currencies and other asset classes I think is going to be the most at risk and can offer us the best opportunities in term of risk to reward ratio in the year ahead. 2016 has caused a lot of trauma in terms of volatility and it also builds up extreme trends that I would consider extreme because they don’t really fit between fundamental, technical and market conditions and that creates a lot of anxiety and it certainly curbs the potential for follow through. This kind of market conditions sends a clear warning that trends can reverse or at least give us a decent tradable retracement.
We’re going to look at a possible rebalancing of these divergent aspects and I think this is going to feed into the trading opportunities that we have in 2017.
EUR/USD Trade Opportunity for 2017
The EUR/USD is the most severe or at risk currency amongst the majors as the parity level will act as a catalyst and ultimately this will become a self-fulfilling prophecy. However, what is more important is what will happen with EUR/USD after the parity level is reached? I believe that the answer to this question will reveal the EUR/USD trade for 2017.
The monetary policy bearings th…
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rupesh1984 avatar
rupesh1984 18 Jan.

well done,speechless cant explain in word for ur deep analysis :)

Daytrader21 avatar

scramble Thanks

Daytrader21 avatar

rupesh1984 appreciate your kind words. I'm hoping and I'm confident that my forecast will be proven right by the markets.

TInna avatar
TInna 19 Jan.

woooow....super!)

brilliant avatar
brilliant 25 Jan.

nice work as usual. do you think  day traders can  benefit that kind of overall analysis ?

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26/56
Ranking
在过去的一周里,美元指数向好,指数从九月底的95.5上升至最高97,升幅为1.57% 。 在此期间,相关的经济数据则属于喜忧参半。
关于利率方面,美联储并没有在9月进行加息。接下来的议息日期是分别是11月初和12月中旬。 据路透社调查,约一百多名经济学家预计,12月加息的可能性为70%。十月,美国有望推出货币基金监管新规,这可能会引起许多的美元债务违约,从而导致更多的美元回流。在日本和欧洲都同时出现了美元相对枯竭,难以借贷的状况,拆借利率频创新高。这些事件都将会在第四季度内推高美元的需求,从而导致升值。当然,现在的指数接近100关口,也会面临一定考验。
GBP/USD
本月最大的黑天鹅事件,莫过于英镑的快速贬值。九月份的时候,由于欧盟几个国家的领导人发言敦促英国加快协商退欧进程,导致英镑承压。而在上周,英国首相发表了关于退欧的问题看法后,英镑一路下跌,直至上周五的亚洲交易时段,其短时间内暴跌了将近6%,创出20年来新低,跌幅仅次于6月公投。而此同时,英国的大多经济数据却是向好的。
英国退欧直至完成,需要7年时间。由于在前首相卡梅伦领导下,英中两国开启了黄金十年关系,英镑的大幅度贬值将有助于其对这个全球最大的新兴市场的产品出口,这个对未来英国经济增长的潜力来说也是让人难以预料的。
EUR/USD
据了解,EUR/USD的初始值是在0.8附近,峰值期间达到了1.55以上。
在曾经欧元大受追捧的日子里,沙特王子将200多亿的美元换成了欧元,受消息刺激汇价经常在十分多钟内上升将近1%。 然而时光飞逝,看看当下的欧元,疲惫不堪。
由于英国退欧,是一个对于欧盟和英国其本身造成双输的抉择。所以,当英镑因为退欧问题而迅速贬值的时候,欧元也会遭到牵连,就像6月公投结果出炉时的情形一样。同时欧元区也面临着更深层次的难题,其主要经济体中的德国,有数家大型银行出现入不敷出的状况,在过去的一周里市值一路下滑。倘若银行业出现重大问题,这无疑会对整个欧元区以及世界经济造成冲击。这是令人非常担忧的。
第四季度的意大利也将举行公投
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JuliannaS avatar
JuliannaS 20 Oct.

Переводчик конечно не всегда четко выполняет свою функцию , новроле понятно

anashape avatar
anashape 20 Oct.

good article!

vikyllya avatar
vikyllya 23 Oct.

молодец

massimoscalas avatar

molto bene|

angelina_may avatar

good

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4/47
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Traders spend a lot of time and energy trying to find the Perfect System. They argue that they will struck it rich once they find THE SYSTEM or if they’re discretionary, once they refine their trading enough. It has long been my assertion that risk control and diversification are much more important then the trading system itself.
I've argued that you don't have to be a genius trader in order to make money in the markets. In fact you can make money with remarkably simple trading systems. In this article we'll go over one system that has only 1 entry/exit trading rule. Yes you read that right, ONE. Here's a little preview of the results for this system.
Toward the end of the article I present a four-year backtest of this system on the four most liquid currency pairs EUR/USD, USD/JPY, GBP/USD and AUD/USD. Here is the simplest system on this entire website.
Ten-Month Moving Average System
There is only 1 entry/exit rule. If price closes above the 10-month simple moving average, you buy. If price falls below the 10-month moving average, you sell. This is a Stop and Reverse System (SAR). Once your long gets the exit signal (price below 10 SMA) you close the position and initiate a n…
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faisal777 avatar
faisal777 25 Aug.

good work

bibo avatar
bibo 5 Sep.

thanks for sharing with us

angelina_may avatar

interesting

TInna avatar
TInna 8 Sep.

great article! keep it up)

rashadali avatar

very good article )

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21/66
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1.0 Introduction

GBP has depreciated in the 7 months up to February substantially. This was most conspicuous on the GBP/JPY pair which
was down by over 20% and GBP/USD pair which has dropped by over 12% and reached a 7 year low at 1.3835. Afterwards
the GBP has bounced back up to around 161 and 1.44 and is currently trading at around 159 and 1.41 respectively.
The two main factors determining it’s further trend direction for the upcoming months will be the potential Bank of England’s interest rate decision as well as the referendum taking place on June 23rd and being decisive on whether United Kingdom will stay or leave the EU.
1.1 EU Referendum
The Fitch Ratings agency has issued a report stating that Brexit would “drive short-term disruption and long-term risks” and that the “precise impact would be highly uncertain”.The referendum factor is solely political and unpredictable, although BoE Governor Mark Carney has reassured that additional liquidity will be provided to the banking sector before and after the referendum in order to avoid any potential insolvency problems. However, as the campaign unveils we will probably see many turnarounds in polls and predictions and this wil…
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Daytrader21 avatar

Good job!!

WallStreet6 avatar

Thanks!

Goodini avatar
Goodini 1 Apr.

good article

driven avatar
driven 2 Apr.

Interesting article. Well done!

Kivetat avatar
Kivetat 19 Apr.

Very good job)))) Thank u for this informative and interesting article))))

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18/76
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INTRODUCTION

The begin of 2016 has brought volatility back into markets, particularly alongside pound currency pairs. Low economic figures unveiling a decrease in construction sector, inflation underlying targeted values, and Philip Hammond, British Foreign Secretary saying that “no work has been done to prepare for possible” [1] Brexit, are among the main reasons for pound underperformance.
Reporting Lukanyo Mnyanda, Chiara Albanese and Stefania Spezzati [2]
The pound is quickly running out of friends. And its biggest enemies see the British currency falling to levels last seen during the reign of Margaret Thatcher.

Facing a high volatility in this first month of 2016, pound currency pairs we’re within trader’s best selection to keep a keen eye. In spite of a high volatility and a declared downward tendency against some of its major rivals, pound trading disengaged a lot of opportunities. Betting that this scenario was shared amid a huge part of the community, this article emerges as a second chapter of the first one released in the previous month, aiming to point out daily amplification reference values for pound trading – 3 currency pairs, GBP/USD, GBP/JPY and GBP/CAD in the year of [/2][/1]…
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Tasha_Mk avatar
Tasha_Mk 25 Feb.

thank u for information!

Melody avatar
Melody 25 Feb.

Great article)

Govagent avatar
Govagent 25 Feb.

Nice, kinda gimme an insight. Used to be my favorite currency on trading ^_^

miriam1313 avatar
miriam1313 26 Feb.

I like GBP, using pairs with GBP in contest.

FX90 avatar
FX90 29 Feb.

good article

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8/43
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Introduction
I find it useful to look at the big picture from time to time. In technical analysis terms, that usually means inspection of weekly and/or monthly charts. However, I rarely get to see analysis of "ultra-high" timeframe charts, so I decided to make a couple of attempts of my own. Previously, I analysed long term charts of the Euro and the Yen.
Today I'll have a look at yearly and quarterly Cable charts, covering the period from 1971 to 2015. While the yearly may be good for a quick overview of the price action, the quarterly chart offers more detail and makes trends, ranges and patterns more easily observable. I will be focusing on the latter for my analysis.
Yearly Chart
Quarterly Chart
The Character of the Pair
The thing that I find the most fascinating on this long term chart is that it pretty much captures the character of the pair that is known to me from trading it on lower timeframes. Long lasting trends with deep retracements; sharp rallies and sell-offs; extended ranges; and plenty of fake breakouts. Were time and price scales removed, I might not have been able to tell that it's not a daily (D1), not an intraday (H1) and not a London session price action (M5)…
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al_dcdemo avatar
al_dcdemo 31 Oct.

Kivetat I'm of the same opinion!

foreignexchange avatar

great article

KATRIN_90 avatar

ты молодец! хорошая статья)

VictoriaVika avatar

al_dcdemo , its insightful - very well done! A brilliant article. Inspiring! Many useful information, informative and helpful, also there are some useful tools introduced, thanks, Vika.

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22/61
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Introduction
In this article, GBP/USD will be analyzed both fundamentally and technically and as known nothing is impossible in Forex, so different scenarios will be drawn to express about the most probable scenarios with the GBP /USD.
What is affected the move of GBP/USD nowadays:
Fundamental Analysis:
GBP/USD is affected now by two different policies by both Bank of England (BOE) and United States Federal Reserve (FED) and also affected sometimes by UK internal issues like last Scotland independence vote which spread fears about UK unity, finally pound and other currencies is affected due to strong growth in US in the last months which make US$ to be favored.
  • Different policies by BOE and FED:

One year ago, BOE hinted about possible rate hike after improvement of employment and inflation which hit 2%, but after strong fall of inflation to below 0, BOE still not able to talk about possible rate hike before next midyear.
In different, US FED is ready to raise interest rate for the first time from years, FED delayed its first rate hike more than once in order to prevent broad US$ gains which may dampen US growth, this time rate hike is very near but if something horrible hit …
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Durden avatar
Durden 22 Sep.


Great article, well written and useful

A bearish opinion on Pound ; )

Airmike avatar
Airmike 23 Sep.

nice article

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17/53
Ranking
The announcement
The Bank of England has decided to change it’s communication form and has squeezed in many releases into one announcement starting this month. The previous form of communicating was criticized for being inconsistent as information was divided into many releases across two weeks interval.
For the first time under the new order information was provided on the 6th of August. The Monetary Policy Committee vote took place as well as the minutes report, both on one day. The Monetary Policy Committee has voted against a rate hike with the votes divided 1 to 8, with 1 for and 8 against.
The consensus was at 2 to 9 with Ian McCafferty and Martin Weale voting for and possibly a third person as well. This outcome was disappointing for the market. The minutes have shown that there is a divide when it comes to the time of starting to cut down on the QE program. Additionally the inflation report was provided. The forecasts concerning inflation rate have been lowered for the rest of the year. The 2015 forecast has been lowered from 0.6% to 0.3%. It has also been mentioned that the downward pressures from low energy prices may persist until mid 2016. Howoever, by that time inflat…
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al_dcdemo avatar
al_dcdemo 29 Aug.

Useful information, very well explained and written. Nice job!

WallStreet6 avatar

Thanks:)

Olga18375 avatar
Olga18375 29 Aug.

Interesting post! Good job)

foreignexchange avatar

great

Margoshka avatar
Margoshka 30 Aug.

))yes!great

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1/53
Ranking
By just knowing how smart money operate in the market you can gain an edge in the financial markets and no matter if you're a profitable trader or not, knowing the concept that I'm about to share with you in this article can give you more insights into the structure of the FX market.
The number one reason why you would want to know how smart money operate in the market is the ability to proper time the market. Timing the market is one of the greatest challenge that any trader can have. The capability to spot market turning points before they happen can yield higher risk-reward ratio. By having the ability to enter a trade as close as possible to the market turning point, you enjoy 3 major benefits:
  1. Low Risk: By entering as close as possible to the market turning price you can use small SL order, which in turns allows higher position size which will yield more profits but at the same time minimizing the losses.
  2. High Reward: Entering as close as possible to the market turning price will give you the possibility to catch the majority of the move.
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WallStreet6 avatar

Very interesting article! and good point with the DXY

marius24 avatar
marius24 26 Aug.

thank you for giving me a new idea in trading:)). Quite informative this article and yap the timing is everything in this risky environment.

Berkeley avatar
Berkeley 26 Aug.

good work as ever ;)

Daytrader21 avatar

marius24 Yes you're right if we can figure out how to perfectly time the market we as traders can be far ahead.

Daytrader21 avatar

Berkeley Thanks.

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13/58
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I have decided to write a follow up to my previous article about GBP due to the fact that last week there was important news coming from the UK which gives insight into the upcoming monetary policy of the Bank of England.
The week in review
On the 14th of July we saw the release of the Consumer Price Index for June which disappointed as it retreated to 0.0% YoY and MoM from 0.1% growth in May. Although the reading was better than in April which saw a drop of -0.1% which was the lowest level in over 50 years, the retreat comes in as a hindrance to the plan of the BoE of embarking on a rate hike schedule. The core CPI, which measures price changes among energy, food, alcohol and tobacco, has slowed to0.8% from 0.9% in May.
These data releases gave a bearish perspective for the GBP. However, afterwards the governor of Bank of England MarkCarney said in his statement that the BoE expects inflation to pick up later this year when the effects of lower oil and food prices subside. Thus, the time for interest rate hikes, which are going to be gradual, is coming closer, however he did not specify when. He said, "the point at which interest rates may begin to rise is moving closer with the p…
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Milian avatar
Milian 28 July

great)))

pipx avatar
pipx 28 July

I was sure the cable would hit 1.6 and went long this month in the trader contest boy was I wrong :-) In August I believe it will. Lets wait and see

WallStreet6 avatar

Thanks:) Yes, I think it may continue to appreciate in August and maybe even hit the 1.60 level. Especially that today's GDP came on target. But later on I think it will go the other way:)

sarah_gio avatar
sarah_gio 29 July

+1

Margoshka avatar
Margoshka 30 July

very interesting

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24/58
Ranking
United Kingdom economy has been struggling ever since the financial crisis was triggered there with the bank run on Northern Rock in 2008. The Bank of England had to adjust to an expansive monetary policy in order to avoid further slowdown of the economy. It has introduced the quantitative easing program in 2009 and since March 2009 the interest rates have been at it’s historic record low of 0.5%. On the 9th of July 2015 the Bank of England has kept interest rates and asset purchasing program unchanged at 0.5% and 375 billion pounds respectively. Analysts predict that the earliest date for a rate hike could be August 2016.
GBP/USD
Last week we saw the GBP/EUR drop by 0.98% (biggest weekly drop since June 5th) and the GBP/USD by 0.4% (3rd consecutive weekly drop). But more importantly last week the GBP/USD has broken the upward trend line on which it embarked on at the beginning of April and is currently below it.
BONDS
Last week 10 year UK bonds prices depreciated (yields rose by 0.08 percentage points to 2.08%) amid less demand for safe haven assets due to the improvement in negotiation talks between Greece and it’s creditors. Lower demand was also due to the fact, that the planne…
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ivanbgd avatar
ivanbgd 28 July

nice

al_dcdemo avatar
al_dcdemo 28 July

Useful information and very well written. Great article!

Milian avatar
Milian 28 July

good work!))

piter44 avatar
piter44 29 July

superb +1

Margoshka avatar
Margoshka 30 July

nice

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11/30
Ranking
Average true range (ATR) is a technical analysis volatility indicator originally developed by J. Welles Wilder, Jr. for commodities. The indicator does not provide an indication of price trend, simply the degree of price volatility
(by Wikipedia)

Introduction

In this article, we suggest that there is some correlation between the strength of price trend and Average True Range Indicators. We suspect that when that ATR goes down, then a price trend is likely to the end. And we describes that by 3 chapters in this paper.
  1. How To Calculate ATR? Describes a more details of ATR Indicator which was used for this research.
  2. Chart Pattern Analysis. This is an abstract explanation by standard chart patterns. Sections: Double Top, Triangle.
  3. Back Test Analysis. This is a concrete explanation by the 759679 orders of 5 currency pairs back-test result(2004 - 2014). Sections: Trading rule, Filters, EUR/USD(152304). GBP/USD(149175), USD/JPY(152798), USD/CHF(150498), USD/CAD(154904), Summary.
Chapter 1: How To Calculate ATR?
At first, you needs to calculate a true range. The range of a day's trading is a high minus low price. And the true range extends it to yesterday's closing price if it was outsi…
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VictoriaVika avatar

Nice analysis on. Great one for using in Forex markets!  Wait the next one exiting article. 

brunodanzer avatar

very good, this data is really very interesting

MobNaga avatar
MobNaga 18 Jan.

thanks,

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