Due to some personal issues, I had suspended trading for the last few weeks. I've returned with slightly new entries and exits.
Can't log in to OANDA at the location I'm at... will update with recent numbers ASAP.
December 23, 2005 Account Balance: $99,980 Unrealized P&L: $234 Net Asset Value: $100,214 Leverage: 0.72 USD/CHF: Long 1 unit. USD/JPY:...
December 22, 2005 Account Balance: $99,966 Unrealized P&L: $328 Net Asset Value: $100,294 Leverage: 0.72 USD/CHF: Long 1 unit. USD/JPY:...
December 21, 2005 Account Balance: $100,260 Unrealized P&L: $640 Net Asset Value: $100,900 Leverage: 1.27 GBP/CHF: Long 1 unit. USD/CHF:...
December 20, 2005 Account Balance: $100,240 Unrealized P&L: $460 Net Asset Value: $100,700 Leverage: 1.28 GBP/CHF: Long 1 unit. USD/CHF:...
December 19, 2005 Account Balance: $100,542 Unrealized P&L: -$260 Net Asset Value: $100,282 Leverage: 0.98 NZD/USD: Long 1 unit....
December 16, 2005 Account Balance: $100,516 Unrealized P&L: $0 Net Asset Value: $100,516 Leverage: 0.00 Nothing to say with no positions on.
Paper you may be interested in... http://www.business.uiuc.edu/poteshma/WorkingPapers/NiPearsonPoteshman.Jan2005.pdf Abstract: This paper...
December 15, 2005 Account Balance: $100,508 Unrealized P&L: $0 Net Asset Value: $100,508 Leverage: 0.00 I'm out! Completely! Bit...
December 14, 2005 Account Balance: $100,808 Unrealized P&L: $62 Net Asset Value: $100,870 Leverage: 0.36 NZD/USD: Long 1 unit. The...
December 12, 2005 Account Balance: $98,068 Unrealized P&L: $5,814 Net Asset Value: $103,830 Leverage: 4.25 AUD/JPY: Long 3 units....
December 12, 2005 Account Balance: $98,010 Unrealized P&L: $6,332 Net Asset Value: $104,343 Leverage: 4.25 AUD/JPY: Long 3 units....
December 9, 2005 Account Balance: $98,460 Unrealized P&L: $5,622 Net Asset Value: $104,082 Margin %: 41% AUD/JPY: Long 2 units. GBP/JPY:...
For the initial question, I would certainly risk it. 50/50 chance of getting 32,000 or 125,000 = expectancy of 78.5 > 64.
Currently with 5 units I have 88% of my margin available and my margin percent is 40% (at 20:1, default OANDA). I'm not entirely sure what these...
December 8, 2005 Account Balance: $98,460 Unrealized P&L: $4,900 Net Asset Value: $103,360 AUD/JPY: Long 2 units. GBP/JPY: Long 2 units....
Almost forgot - In terms of backtesting, long term I've run this through Excel and obtained good results but it's a crude approximation. I...
Perhaps I'm using the wrong terminology - a whipsaw to me is something that just barely took out my stop, or hit my stop in an extremely sudden...
December 7, 2005 Account Balance: $98,124 Unrealized P&L: $5,734 Net Asset Value: $103,858 AUD/JPY: Long 4 units. CAD/JPY: Long 1 unit....
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