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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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11/66
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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, the Yen and the Cable.
Today I'll have a look at yearly and quarterly Swissie charts that are covering the period from 1971 to 2015. While the yearly may be of some use for a quick overview of 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
Downtrend and the Falling Wedge
During the period of the Bretton Woods System (1945 - 1971), Swiss franc was pegged to the U.S. dollar at a rate of 4.375 per dollar. After the system was abolished, franc started to appreciate or, in other words, the pair (USD/CHF) embarked on a downtrend. Even though both dollar and franc are considered safe haven currencies, stronger demand for the latter has also bee…
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fxsurprise8 avatar

yep SNB will follow the ECB down

Milian avatar
Milian 1 Dec.

Good job!

al_dcdemo avatar

pipx We'll see, both central banks are definitely able to surprise markets. :)

al_dcdemo avatar

fxsurprise8 It appears so!

al_dcdemo avatar

Thanks to all for your great comments!

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11/30
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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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12/29
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► Introduction
This article is a continuation to my previous article: "Finding Key Support and Resistance Areas". In this article I will demonstrate how to find key support and resistance areas quickly and easily. We will use the same method explained in the previous article. I have applied the method on all the Major Currencies: EUR/USD, USD/JPY, GBP/USD, AUD/USD, USD/CHF and USD/CAD. I hope this article will help us understand the method better and observe how it can be used in live market charts.
Although the method is very technical, it does require some practice. I suggest that you first read again the previous article. Then, open the daily charts of the Majors and try to find the key support and resistance areas in them by yourself. Finally, you can compare your areas of support and resistance with my suggestions in this article. I think that this is a nice way to practice the method and gain the needed experience.
In each currency pair I will introduce three charts. The first chart is the daily chart. It is zoomed out to show at least one year of recent price movements. The second chart includes green v-shape and red upside-down-v-shape markings. They represent key support a
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geula4x avatar
geula4x 18 Jan.

@ilonalt Thank you :-) Best of luck to you too, and happy trading :-)

WallStreetBlog avatar

Thank you very much!!!

geula4x avatar
geula4x 25 Jan.

@WallStreetBlog My pleasure! :-) Happy trading this coming week :-)

jezz avatar
jezz 26 Jan.

Well written, good examples with a good following text. Really nice!

geula4x avatar
geula4x 27 Jan.

@jezz Thank you for your kind words! :-) Happy trading and good luck :-)

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19/40
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In their “Monetary policy assessment of 14 March 2013”, the Swiss National Bank (SNB) decided to leave the exchange rate of CHF 1.20 per euro unchanged. The SNB said that “the minimum exchange rate is an important instrument in avoiding an undesirable tightening of monetary conditions. The SNB will therefore enforce this minimum rate with the utmost determination and, if necessary, is prepared to buy foreign currency in unlimited quantities for this purpose.” Last summer the SNB was a key mover of the global forex market. It was known to be buying tens of billions of euros each month, hoping to keep the franc weak to protect its exporters in the face of inflows from spooked overseas investors at the height of the eurozone crisis in May. Rumors abounded among forex investors that the SNB was buying Swedish krona and the Australian dollar. Bankers said there had been days when the SNB was the biggest single buyer of Australian debt. Figures released by the SNB later in the year confirmed the rumors; the proportion of “other” currencies on its balance sheet – the Australian dollar, Swedish krona, Danish krone, Singapore dollar and Korean won – rose. The IMF is considering switching CA…
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Arenoosh avatar
Arenoosh 25 Mar.

thank you for your feedback

Efegen avatar
Efegen 28 Mar.

You were right and you are goin to be right.

Arenoosh avatar
Arenoosh 28 Mar.

@Efegen when I published this article the usd/chf rate was arround 0.9380. If someone went long on this pair after reading my article, now he would have +160 pips and I think by the end of the contest might be +200 pips.

Arenoosh avatar
Arenoosh 28 Mar.

Now I have one more reason to be long USA. Even if, this year, we didn't had a spectacular oil prices evolution we do have something: the gap betwen WTI and BRENT is reducing and that means investors are working with the assumption of a better performance in relative terms of US economy because we all know that WTI is a benchmark for the US while BRENT is a benchmark for Europe and Asia. For 2013 I would be long US stocks, and usd vs G7/G20 currencies.

SpecialFX avatar
SpecialFX 29 Mar.

Very detailed article mixing a lot of different types of analysis, I liked it a lot :)

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62/94
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CURRENT TECHNICAL LEVELS AND SWING TRADES IN FOREX MARKET.( Part 3 of 4 )This article will focus a bit more on the current technical levels within the forex market, with highlighted opportunities that can be made by observing a 1 day time frame. In my other two articles there was a focus mainly on the economic data points that surrounds the movement of currency prices in general, but in this article more emphasis will be placed on exact technical levels.Every once in a while we must pay attention to the key psychological levels that are present in the marketplace (even from a long term view) as the composition of the markets include fund managers who trade psychologically, and sometimes without good fundamental reason.We will not however abandon our completely our economic eye, as this too will prove reckless especially in these uncertain times of a global market recovery.Without further ado, the following pairs have been highlighted.(1) USD / CHF : Can we still go higher ?If we have been following the story over the last couple of weeks we already know that the Swiss central bank backing of its currency "seems" real. How real ? Well lets follow the charts. The last retracement in …
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Livornese avatar
Livornese 24 Sep.

Like your style of trading! Very sound!

doctortyby avatar
doctortyby 25 Sep.

Good analysis... +1 and keep writing

ritesh avatar
ritesh 27 Sep.

Great article and last week of competition, so best of luck buddy +1

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51/94
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FOREX ECONOMIC REVIEW - part 2 of 4 ( September ) In this article I will follow up on the issues that are current and most relevant that inspires fundamentally sound trades in the FOREX market. The most relevant issues will be mentioned and exact trades that money managers around the world may be looking at. THE UNCERTAINTY IN THE SWISS FRANC ! The Swiss Franc Trade has developed uncertainty over the last couple of weeks and is due mainly to the central bank intervention and the rhetoric from the Swiss that they will back the devaluation of the "ever strengthening" currency by printing unlimited amount of money. Last week I was all for the retest of the lows on the USD/CHF for a double dip on a daily chart, but this outlook has obviously changed as positions were stopped out due to the unannounced intervention and price spike (of approximately 700 pips) on the 6th of September 2011. What's next for the SWISS franc? Due to this aggressive move the game has now  become a wait and see for the following two reasons. (1) Large money managers would not necessarily want to get in the way of a central bank intervention, because of the large cash positions that they would have to take…
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doctortyby avatar
doctortyby 13 Sep.

Good Luck to you Friend, +1

Livornese avatar
Livornese 13 Sep.

I like your trading advices! Really! Thumb up!

DaddyPapi avatar
DaddyPapi 14 Sep.

Nice article..I see the same thing for the EURO USD..perhaps flight to safety moving from CHF to USD.

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