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-1

Regarding risk reward ratio, there is no magic about the number 2. However, demanding a ratio of 2 does make practical sense. We may look at it in two-folds: From behavioural finance point of view, investors generally demand more (2 dollars) profits for certain amount (one dollar) of loss. This skewed heuristic of decision making has been explained well in ...


-1

You need to know, if any of these indicators worked, everyone would use it, until the advantage is gone. The only way to survive Forex markets is News trading on margin, in my opinion. Otherwise, all information is already priced and you cannot gain from just buying it.


1

You want something like the Gain GTX FIX API


2

The exchanges I want to connect to will mostly provide json feeds to their orderbooks & fees. Not so sure if you'll find anything designed for JSON feeds, most markets use FIX or a native binary API. Speed of lookup & update Speed of crunching large numbers and combinations I don't need to use charts too much, so to increase ...


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If you are specifically looking to analyze the US dollar, you can use the US dollar index $USDX (or dollar spot index DXY). There are many additional "baskets" for this and other currencies, such as Markit iBoxxFX Trade-Weighted Indices, based on central banks’ basket exchange rates, which track the performance of a currency against a defined basket of ...


0

Some retail forex brokers (e.g. Dukascopy and FXCM) provide this information. But note that the former seems to indicate number of transactions, and the latter only counts transactions involving its own customers. Since you were asking for estimates, perhaps these will do? HTH


-1

Both ways are equivalent (assuming we are talking about net returns, and not forgetting any kind of transaction cost). Remember that returns are percentages: they are calculated as $$ \frac{P_1 - P_0}{P_0}\times 100$$ [where $P_0$ is the price at the beginning of the period and $P_1$ is the price at the end] so it does not matter what currency you quote the ...


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You are working with a time series $x(t)$ which has been re-denominated at times $t_1$ and $t_2$. You want to rescale the time series for all times $t < t_2$. First, do you know what the rescaling factors ($k$) should be (e.g. did 1000 units turn into one unit)? If not, I would set $k_2:= t_2^+ / t_2^-$, where $t_2^-$ is the last currency rate before the ...


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How is this different than a reverse stock split? If you just want the same scale for all the data, you'd just have to update the historic data using the reverse split ratio.


0

why not run the same time series 3 times, once for each data set?


0

It's also necessary to look into technical indicators and filters. Technically analysis are often widely employed by finance practitioners and can apply to any sort of timeframe whether that's intra-day or EODs. Since ANNs are able to fit complex non-linear inputs, it would not hurt to add many of those indicators into the mix



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