Lets Build A Fundamental Strategy Together
Page 1 of 733 123 LastLast
Results 1 to 10 of 329

Thread: Lets Build A Fundamental Strategy Together

  1. #1
    I like to skim read once I read other articles so I'll cut straight to the point.

    I'll Be using the tools to make a fundamental egy:ECONOMIC CALENDAR ANNOUNCEMENTS CORRELATIONS MAINLY WITH:GOLD - POSITIVELY CORRELATED WITH: AUD, NZD, CAD OIL - POSITIVELY CORRELATED WITH CAD 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 aim with the help of make a egy That Will Enable us to trade the markets consistently as fundamental traders, I'll document my thought processes through and encourage enter whether big or small

    CURRENCIES WE WILL BE FOCUSING ON: USD, AUD, GBP, CAD, EUR, JPY, NZD, CHF

  2. #2
    Why Hassle Fast Ahead and just say when and how much...

    Hehe

  3. #3
    Quote Originally Posted by ;
    I calculate something similar but just utilizing OI and Commercial Net.However would not NET overall that I assume you want for reportable positions dependent on the cells used to figure the field function as longs of advertisements and non-commercials minus their shorts. I think what you could be looking for is an index calculated as[(current-min(x)÷(max(x)-min(x))] where x = the range of data that you want to compare the selected week. I've attached a link to the files that I uploaded on another thread. Given the date that I uploaded them it ought to be sufficient...
    I will bear this in mind when I find time for your COT report, possibly when I move into swing trading

  4. #4
    END OF MONTH FLOWS Get the highest and lowest performing inventory index from the G8 currencies Then exchange the opposite direction of the currencies functionality during the last week of the month Here is an example for this particular month, CADCHF:



    Here is the CADCHF did today



    Also, note that there were several decent fundamentals at play to give this egy an edge today.

  5. #5
    Quote Originally Posted by ;
    Regrettably, I don't have any expertise in fundamental analysis So it would be helpful to follow your topic and identify the methods by which we could benefit from the fundamental analysis
    Minokimo I expect your trading journey is going smoothly so far, if you are still delving in to the sphere of fundamental analysis I would highly recommend looking through this thread, myself and @Son85 have posted transactions on their that can help you get a good framework so that you can begin thinking more fundamentally about your transactions.

    https://www.forexsoutheast.asia/fore...ity-trade.html

  6. #6
    Great thread... Finally get some fundamental analysis going here.

    As of right now...

    Power analysis USD,JPY,CAD. USD is supported by strong expectations of more rate hikes this year relayed by strong US economic data and overheating inflation. JPY has been supported by geopolitical tensions even though BOJ said it isn't backing off its stimulus program anytime soon. Watch JPY as potential strength in coming months as Japanese economy flashing improvements and market sentiment not buying BOJ's stimulation program character. CAD being supported by strong economic information and high oil prices.

    Weakness analysis GBP, CHF, EUR, AUD, NZD. AUD NZD both reporting weak economic statistics and validated by both central banks not predicting rate climbs until next year. EUR additionally reporting weak economic information together with disappointment from ECB of a far later time program for its first rate hike. QE removal is already priced to the EUR. CHF is tied into the EUR performance still... Where ever EUR goes, does the CHF. GBP reporting weak economic information also, market showing signs of slow down.

    Trades
    Extended USD against all majors except for JPY CAD.

  7. #7
    Regrettably, I have no Expertise in fundamental analysis
    So it would be good to follow your Subject and identify the ways in which we Could benefit from the fundamental analysis

  8. #8
    I calculate something similar but just using OI and industrial Net.However wouldn't NET complete which I presume you need for reportable positions dependent on the cells used to calculate the area be the longs of advertisements and non-commercials with no shorts.
    I think what you could be looking for is an index calculated as[(current-min(x)÷(max(x)-min(x))] where x = the range of data that you want to compare the chosen week.

    I have attached a link to the files I uploaded on another thread. Given the date that I uploaded them it should be enough to refresh the query on the Weekly worksheet then click the button below the table. Then extend the tables. Scroll to the right do on the data.
    https://www.forexsoutheast.asia/cryp...ea-search.html

  9. #9
    Quote Originally Posted by ;
    quote I too have an excel doc with all the COT data but I really don't know the logic behind your calculation for NETOverall The two NonComm and Comm because it seems to be the basis for your pivot charts and tables. You've got it setup so that it is the internet of Non Commercials minus the net position of Commercials divided by open curiosity of the week. Would not it make more sense to convert that minus to a plus or relatively use the long and short areas for complete reportable positions to compute this instead?
    Hi MoshiM,

    I'm aware that there's part of my own COT excel spreadsheet that doesn't make sense since I had mixed the CME and ICE exchanges collectively in the screener tab, which makes the results INCORRECT FOR THE COT SPREADSHEET for a number of the screener pairs. (that I will aim to fix if I find an appliion for the COT again in the long run ).

    However the logic behind the NETOverall Calculation is correct to the best of my knowledge, I simply wanted to create one moving average which encompases both participants for simplicity of analysis so I chose the internet non-commercial and without that in the net commercials, I then divided that by the open curiosity to get a percent so I can have an oscillator kind indior for the COT rather than having absolute values

  10. #10
    Dear all I've not updated this thread for Some Time simply because I've been figuring out ways to use the tools Which I had Recorded in my first post which are: ECONOMIC CALENDAR ANNOUNCEMENTS CORRELATIONS MAINLY WITH:GOLD - POSITIVELY CORRELATED WITH: AUD, NZD, CAD OIL - POSITIVELY CORRELATED WITH CAD 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
    The ones highlighted in green are the resources I've currently discovered success in having to help me with my own fundamental analysis:The economic calendar I use to scalp The inverse correlations with gold and USD/JPY can help you gauge the risk sentiment of these markets Bond yields when reaching extreme levels can provide an extra drive for its currency like has been lately seen together with the US T_110 bonds That Have bben increasing along with also the Bunds and Gilts That Have led to a decrease in the GBP and the EUR in the time of writing Forex volatility autochartist.com has been helpful for helping me to gauge the maximum TP I can reasonably aim for when my trade really starts to eliminate
    If You'd like to follow my progress along with other fundamental traders I've started to place my trades with this thread: https://www.forexsoutheast.asia/cryp...-smi-indi.html

    In case You've Got additional questions/inputs/advice please Don't Hesitate to talk about

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
  •  
This website uses cookies
We use cookies to store session information to facilitate remembering your login information, to allow you to save website preferences, to personalise content and ads, to provide social media features and to analyse our traffic. We also share information about your use of our site with our social media, advertising and analytics partners.