SharePosts by Raiden
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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.
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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.
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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.
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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.
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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 in
1. 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, ther......
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Paul's quote is particularly apt in this case. Hope you've placed a protective stop, or at least a stoploss.
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[quote]
xbaz posted:
yes i was looking for abt 15-20% per month with risking 10-15%
[/quote]
15-20% per month would be 435-792% per annum.
The risks would realistically be more than 10-15%.
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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......
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Before I go into a critique of the Sharpe Ratio as a measure, I'm compelled to correct some misunderstandings here.
[quote]
OnTheEdge posted:
Although many comments seem to be dancing very close to the real problem with the Sharpe Ratio, In laymen terms it is not possible to use the Sharpe Ratio in the Forex market (even though it's being used).
[/quote]
The Sharpe Ratio is simply the average of the risk-adjusted returns divided by their standard deviation.
We'll be referring to Sharpe's own writings on the matter.
http://www.stanford.edu/~wfsharpe/art/sr/sr.htm
It is supposed to allo......
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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.
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