FOREX - Trends, forecasts and implications 2015 - page 1961
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You can't be, you're young and can't swear like HE...
what are the euro-collectors putocollecting?
http://www.forexpf.ru/news/2015/07/01/awpo-klyuchevye-valyutnye-optsiony-s-ekspiratsiej-segodnya.html
The most interesting options expiring today at 17:00 Moscow time.http://www.forexpf.ru/news/2015/07/01/awpo-klyuchevye-valyutnye-optsiony-s-ekspiratsiej-segodnya.html
The most interesting options expiring today at 17:00 Moscow time.foreshadowing the trend
foreshadowing the trend...
Katz McCormick's book "Encyclopaedia of Trading Strategies" analysed the phases of the moon and the market shows the correlation ....
http://www.earnforex.com/ru/%D0%BA%D0%BD%D0%B8%D0%B3%D0%B8-forex/%D0%94.%D0%9A%D0%B0%D1%82%D1%81.%D0%94.%D0%9C%D0%B0%D0%BA%D0%BA%D0%BE%D1%80%D0%BC%D0%B8%D0%BA.%D0%AD%D0%BD%D1%86%D0%B8%D0%BA%D0%BB%D0%BE%D0%BF%D0%B5%D0%B4%D0%B8%D1%8F-%D1%82%D0%BE%D1%80%D0%B3%D0%BE%D0%B2%D1%8B%D1%85-%D1%81%D1%82%D1%80%D0%B0%D1%82%D0%B5%D0%B3%D0%B8%D0%B9.pdf
p222
CONCLUSION For whole portfolios, models based on lunar rhythms show less convincing results than seasonal models. The low performance of lunar models contradicts our past evidence (Katz and McCormick, June 1997). The differences can be explained by two factors: input and output models. In these tests the models were optimised on the whole portfolio, which may be inappropriate with respect to the lunar rhythm (the model used before entered the market a certain number of days after the full moon). The methods used in this chapter have been modified from earlier approaches as optimisations had to be made using the same parameters for different markets. With the old model we would have had to enter the market on a fixed day after a full moon or a new moon, regardless of the market. This would have been wrong, because according to our first study, lunar cycles affect different markets differently. Thus, we had to make the model self-adaptive, i.e. the ability to choose the time of entry based on the analysis of the previous lunar cycles. Another possible reason for the inconsistent results could be the interaction between entry and exit types. Lunar and possibly seasonal models do tend to find tradeable highs and lows but only in a certain percentage of cases. Such systems work well with closely spaced protective stops, which quickly stop losses if the prediction fails but allow profits to accrue if the market moves in the predicted direction. In general the lunar models have performed poorly, but some markets have shown promising and consistent results, which are all the more impressive as the model has not been specifically tailored to specific markets. This suggests that the use of specialised outputs can produce remarkable results. For instance, in our first study the lunar model worked well in the silver market, but now the silver market was little sensitive to cycles. In portfolio trading, the lunar models were loss-making, but they lost much less on each trade than, for example, most oscillator and moving average models. SOLAR ACTIVITY AND TRADING A previous study (Katz, McCormick, September
what happened to the euro ? why the jump up ?
http://www.gazeta.ru/business/news/2015/07/01/n_7338065.shtml
If there had been a cycle, lunar or otherwise, Fourier would have pulled it out and sucked it out in no time.
The euro is tearing up the stops, it's not going anywhere.
If there had been a cycle, lunar or otherwise, Fourier would have pulled it out and sucked it out in no time.
The euro is tearing up the stops, it's not going anywhere.