Daily EURUSD changes vs NFP Revisions and Surprises
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Trading Order Out of Chaos
This is the second article in the series of trading the Bullish and Bearish Engulfing candle stick patterns. Following on from Part I, we will actually perform some backtests using the results we found in Part I. In Part I, we split up the analysis for long and short trades separately. Here we will keep to this approach. The justification is that there need be no symmetry between the long & short approach. This is especially true for equity systems, where bear markets have distinct dynamics f… Read more
Most people are familiar with the term ORB (open range breakout). It was popularized by Toby Crabel’s book “Day Trading with Short Term Price Patterns and Opening Range Breakout”, as well as the The Logical Trader: Applying a Method to the Madness (Wiley Trading) by Mark Fisher. ORB uses the price range set at the start of a trading period to determine the future price moves, using a breakout-style approach. In this article we’re going to apply this principle to the FX market using a who… Read more
This XLS accompanies the article on Effects of Lunar Phases and Solar Eclipses on Currency Markets. It includes the relevant astronomical data as well as the currency data and the backtest so that you can experiment with the data yourself.
This is the third article in the series on trading the Bullish and Bearish Engulfing candle stick patterns. Following on from Part I and Part II, we will look at trading the short signals for AUDUSD, EURUSD, GBPUSD, USDJPY, and USDCAD. Let’s recap the results for the long side:
- We used hourly rolling bars to identify the appropriate four-hourly patterns
- Trading in the direction of the breakout was profitable
- There was a sweet-spot for holding the trade for roughly 12 hours
- After usi… Read more
EURUSD tick data for the period 6th January 2016 to 8th January 2016. Zip file contains CSV files for each day. The format of the CSV files are: Local Time, Server Time, Server Time Milliseconds, Bid, Ask. The time resolution is in seconds. This means that there can be multiple quotes per second. Local Time is GMT+0 Server Time is GMT+1
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