Thread: Lets Build A Fundamental Strategy Together

Originally Posted by ;

quote I use the raw data from https://www.cftc.gov/MarketReports/C...ders/index.htm and set it into an excel spreadsheet to make percentile sense of the data, here is my most recent sheet file

I too have a glow doc with the COT data but I don't understand the logic behind your calculation for NETOverall The two NonComm and Comm since it seems to be the foundation for your pivot charts and tables. You've got it set up so that it's the internet of Non Commercials minus the net position of Commercials split by open curiosity of the week. Would not it make more sense to convert that minus to a plus or comparatively use the long and short areas for total reportable positions to calculate this instead?

Hi Forexin101,

Thank you for the great thread. I am learning a lot of fundamental trading in you. Please keep updating!

Lots of green pips,
Neo

UPDATE

That is an update for historical/journalistic purposes; right now my significance trading plan is taking shape, after coming across some information kindly provided by means of anforexsoutheast.asiamember.

Changes made to the significance:A politically correct term'statistical arbitrage' is used to scam the egy Tables on CME group will be used for the http://www.cmegroup.com/tools-inform...t-profile.html and Shttp://www.cmegroup.com/tools-inform...ted-range.html to Provide an edge for determining a direction from the markets and plot SR lines Trading View provides a perfect way to correlate many fundamentally linked pairs (explained below) on one chart concurrently, there is also the Recent Power Indior which has potential to perform exactly the same job In terms of TA for entrances and exits (after establishing an inefficient mispricing), I will be using the following: market profile, quantity, RSI, one MA and price action, it's not yet 100% clear how these will be used Right Now
DETERMINING RELATIVE VALUE FOR EACH CURRENCY Based on fundamental wisdom theoretically, the currencies listed below must correlate well with their counterparts, even in case there appears to be a mispricing, through statistical arbitrage I would like to take advantage of this mispricing based on the knowledge that the correlation will resumeUSXAU (inverse) EUR (inverse) EURXAU USD (inverse) GBPUSD (inverse), EUR JPYUSD (inverse) CADXAU, Oil (and Natural Gas) AUDXAU China's stock indices (CN50) NZDXAU, Cattle, Dairy China's stock indices (CN50) CHFXAU EUR (inverse) *Countires with XAU will possess these currencies assessed: AUD, NZD, CHF, EUR, CAD, USD
*For OIL (CAD)
*Also included for each country will be stock indices and bond yields

Right now I'm looking to get 25 delta risk reversal data, rather in chart pattern formation to further add a border to this egy, or even found I'm sticking to that loed on the https://www.tradingfloor.com/tools/2...risk-reversals

Questions and most important pieces of advice is most welcome

Originally Posted by ;

quote Can you possibly undergo your methodology behind how you intend for a move days beforehand? Off the top of my head together with the weekly (possibly monthly) in addition to checking the predictions for the economic news releases may give an indiion into in which the central bank and various interested parties believe the currency in question is heading. Additionally, I am discovering the use of treasury bond yield curves could play an important role in gauging in which the market is going

https://www.forexsoutheast.asia/cryp...-saitquot.html
I follow more straightforward ways. Nothing special.

Originally Posted by ;

quote Ideal is to program how the probable reaction of news will be in 15 days before.

Could you possibly undergo your egy behind how you intend for a move days in advance?

Off the top of my mind together with the weekly (maybe monthly) as well as checking the forecasts for its economic news releases provides an indiion into in which the central bank and various interested parties think the currency in question is going. Additionally, I'm discovering the use of treasury bond yield curves can play an important role in estimating in which the market is heading

Originally Posted by ;

Fantastic thread! Do you have”live” risk reversals? Are you an intraday trader?

Thank you!

And no only risk reversal data I could get hold of was from https://www.tradingfloor.com/tools/f...reversals-risk so that I am really restricted when it comes to how I will use it to generate fundamental signals, I am thinking of combining it with another fundamental tool but for this week I'll be mostly focusing on news, significance pairs along with COT since they're great as a stand-alone tool independently.

And I am an intraday/swing trader, I would like to be primarily an intraday trader, but the way these methods are starting to develop I see myself becoming a swing trader at the remote future

Fantastic thread!
Would you have”live” risk reversals?
Are you currently an intraday trader?

Originally Posted by ;

I like to skim read once I read other posts so I'll cut right to the point. I'll be using these tools to create a fundamental egy: ECONOMIC CALENDAR ANNOUNCEMENTS CORRELATIONS MAINLY WITH: GOLD - POSITIVELY CORRELATED WITH: AUD, NZD, CAD OIL - POSITIVELY CORRELATED WITH USD DOW ( VE) AND NIKKEI (-VE) CORRELATION WITH USDJPY BOND YIELDS CARRY TRADES MACROECONOMIC NEWS FOREX VOLATILITY 25-DELTA RISK REVERSAL COMMITMENT OF TRADERS REPORT OPTION EXPIRIES ORDER BOARD MONTH END ORDER FLOWS I goal with the help of create a egy which will...

A trader who understands the behavior of pairs by watching screen for two to three years develops a sense of using fundamental triggers and news profitably for quick returns.

Ideal is to plan how the probable reaction of news will be in 15 times before.

Assume there are eight te using 28 stage artists performing a e display daily.

Instance: Aud: search for all the known economic events related to AUD and NZD. On a monthly basis. Plan in advance how the AUD will move and what type of market sound will be generated (of course by large market makers) to confound traders. And try to comprehend their motive.

Most of the statistics are known in advance. In journalistic jargon it's called embargoed news. Occasionally embargo is put a couple of days before or a few hours before on precisely the exact same day. In journalism and public relations, a news embargo or press embargo is a request or need by a resource which the advice or news supplied by that source not be published until a particular date or specific conditions are fulfilled.

Market makers map a egy about how best to create sound and how to trade. It is your task to guess and forecast on a daily basis which egory and which symbols will be up or down or consolidate.

I attempt to concentrate on only two families and four symbols and map out what I feel is going to happen before the news event happens 2 weeks in advance, and only ahead of the day that the event happens and only after it.

AUD and NZD play hot potato party game and the news events play music.

You need to research probabilities and ideal guessing game. The less the symbols you concentrate on and prevent market sound distraction you are going to begin enjoying the game By regularly practising this technique, a stage will come if your attack rate goes around 90%.

Political events could be considered Black Swan occasions but not the economic releases occasions. You can't deal with surprises brought on by political events.

Originally Posted by ;

quote @: Where do you get the COT data from? Best wishes, renko

I use the raw information out of https://www.cftc.gov/MarketReports/C...ders/index.htm and set it into an excel spreadsheet to produce percentile awareness of the information, here is my latest sheet

https://www.forexsoutheast.asia/atta...1872533052.zip

Originally Posted by ;

1st WEEK REVIEW I have never been able to go through all the fundamental egies from the very first article, but for the week beginning I will be focusing on significance, economic calendar, COT and overall macroeconomic news to guide my trades. Reason being is that I feel these have the potential to be immediately turned in to profitable trading egies as a stand-alone whilst the other indiors need o be blended with other indiors to make them profitable. ECONOMIC NEWS That is a big week for your calendar and I will be hoping to post some examples...

@forexin101: Where do you get the COT info from?
Regards,
renko