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- 12 Results (1 Thread , 11 Replies )

- ForexQuant replied Jan 6, 2012
Run the script and switch to experts tab to see the printed results.

- Broker Tick Change Distribution
I have created an indicator to study the distribution of tick change for MT4 brokers. It is quite ...

- ForexQuant replied Sep 19, 2011
Today is your lucky day. — Try mine. Remember to unzip the sound files into the sounds folder.

- ForexQuant replied Feb 19, 2011
I just did a quick check on your spreadsheet and I found a flaw. The excel formula in your asset column indicated that you make 100% if you win and lose 50% if you lose. By nature it is already a profitable system because the profit factor is 2. So ...

- ForexQuant replied Dec 21, 2010
I just made a Monte Carlo simulation for this scenario. Have fun!

- ForexQuant replied Nov 1, 2010
I'm using C# for tick data backtest and I have slightly modified the condition for my other project to mimic Tony's idea for London open. However I only tested the summer period 2010 because I didnt include DST in my code. Although my backtest ...

- ForexQuant replied Aug 5, 2010
I have expanded your spreadsheet to 2000 steps and correct a minor calculation error. Anyway guys, there is one fact that we can concluded from the spreadsheet, which is the profit factor is always one no matter how you manipulate your TP/SL. Base ...

- ForexQuant replied Aug 4, 2010
hi 1i (Guess who!), The previous excel sheet is for that particular case (6R to -2R) because I only calculate the probability of 100 steps since the probability of every single node above 100 steps is too small for that case and can be ignored. In ...

- ForexQuant replied Aug 3, 2010
With fixed TP and SL and assuming random walk, the winning probability is easy to calculate by using pascal triangle. The real challenge is trailing stop if it is taking into consideration. Here is my excel sheet. Have a look! Btw if anyone have an ...

- ForexQuant replied Jun 8, 2010
Bleed or Blowup? Why Do We Prefer Asymmetric Payoffs? — Here is another journal from Taleb pertaining to the skewness.

- ForexQuant replied Apr 4, 2010
Thanks for your VBA code. Here is my excelsheet for pascal triangle model. Have fun!

- ForexQuant replied Apr 3, 2010
I just made a simple montecarlo simulation and the binomial distribution chart in excel. Have a look!

- Posts by Member Search: 'ForexQuant'