ganthiraj

i have checked some candle pattern formulas and sone does not work, there come a message "formula error" or after Test formula comes a message "value false" These formulas doesnt work: Engulfing (O1>C1)AND(C>O)AND(C>=O1)AND(C1>=O)AND((C-L)/(.001+(H-L))>0.6)AND(ABS(O1-C1)<ABS(C-O)*.5) *Sort in ascending order* Hammer/Dragonfly Doji (H-L)>(3*abs(O-C))AND((C-L)/(.001+(H-L))>0.8)AND(O-L)/((.001+(H-L))>0.8) *Sort in ascending order* Harami Cross ABS(C1-O1)>(H1-L1)*0.50 AND C1<O1 AND H<O1 AND L>C1 AND (((C+O)/2)-L) > (H-L)*0.40 AND (((C+O)/2)-L) < (H-L)*0.60 AND ABS(C-O) < (H-L)*0.20 *Sort in ascending order* Dark Cloud Cover ABS(C1-O1)>(H1-L1)*0.50 AND C1>O1 AND O>H1 AND C<((C1+O1)/2) AND C>O1 ABS(C1-O1)>(H-L)*0.50 AND C1>O1 AND C<O AND H<C1 AND L>O1 I think most of the formulas does not work. I found the formulas on the link on your prior post

Simple Stop Loss Strategies & Techniques Simple Stop Loss Strategies can be easily used with Japanese Candlestick trading. One of the most often-asked questions we receive at the Candlestick Trading Forum is how to use candlestick analysis as part of a simple stop loss strategy. The fact is, not only is candlestick analysis ideal for pinpointing the exact time the successful trader or investor should enter the trade, but it is equally valuable in stop loss strategies. The proper use of candlestick analysis provides a simple, visual representation of the exact point in time when the reason for buying or shorting no longer exists. Once you deeply, truly understand candlestick trading tactics, you will soon come to the realization that most of trading is just plain common sense. But, as I believe Mark Twain said, “Common sense is not that common”. It amazes me each and every day to see all these “brilliant” stock annotators and stock analysts attempt to explain what happened in the market that day. As if the market cared one bit about their stock market fundamental and technical analysis. But I guess these guys and gals are just trying to do their job, feeding the all-too-human need of “Having to Know Why Something Happened”. Candlestick Traders don’t need to know “why something happened”. They just look at the candlestick chart patterns and know “something happened”. In a strong reversal pattern, “something happened’ to totally change the HUMAN EMOTIONS of the HUMAN BEINGS buying or selling that stock or commodity. After all, the candlestick patterns are simply the visual representation of human psychology – of Greed and Fear. So, when using simple stop loss strategies in their overall stock trading system, the Candlestick Trader does not need to know WHY the stock is now going down after they bought it. The fact is, it IS going down. The psychology has changed. Simple Stop Loss Strategies Involve Knowing The General Market Direction. The investment psychology of the market, in general, can be easily seen in the Japanese Candlestick signals. Use that stock market information to change the makeup of your portfolio. During “iffy” periods, having long and short positions will provide better probabilities to make profits, even when the direction of the market is not clear. Stop Loss Strategies and Techniques using the candlestick method Protecting your assets - that is the main objective for putting on stop losses. The stop loss objective is to provide a point where the reason for buying or shorting becomes null and void. Many stock market strategies incorporate stop loss objectives into their trading formulas for closing a trade gone sour. Usually this is done by establishing a percentage loss as the parameter. Here is the first myth to be bashed: The candlestick method completely disregards a preset formula for stopping out. One of the major investing mistakes is using a prescribed percentage as the stop loss. Your purchase price becomes an important function of where you are to stop out. The stock market investing advice given by some investment advisors recommends three percent as the stop-out level. Others suggest eight percent. But where you buy a trade position now becomes the quantitative element of where you should place your stop. The most important factor for establishing a stop loss is very basic. What price point would indicate the established trend has been negated? This now becomes a stop loss level established based upon the trend being stalled and/or negated. As with all of candlestick analysis, this becomes a ?common sense? evaluation. If you have put on a long position based upon a bullish buy signal, where would the price have to back off to confirm that the sellers were still in control? A signal has significant meaning. Knowing that, the thought process for when to stop out of a trade becomes easy. A buy signal indicates a new trend. What would counter that ?indication?? Probabilities mean being in that trade has favorable odds for profitability, not any guarantees. Even though a majority of trades will work using the signals, some trades won?t work. Keeping that mindset in focus as well as other candlestick basics, stop loss analysis creates a format for identifying when a trade is not working and getting out of the trade as soon as possible. Establishing the stop loss point involves using the same common sense approach incorporated throughout the candlestick method and other stock investing concepts. Studying stock chart patterns will vastly improve your ability to recognize when and where a stop loss should be placed on a trade. Study candlestick chart formations with extensive downtrends. Often a fizzled buy signal can be found. Recognize what the trading candles did after the buy signal and what selling candles negated the buy signal. Keep in mind that all trades do not work. Learn to move out of those trades and move to other trades immediately.

How does the forex market differ from other markets? Unlike stocks, futures or options, currency trading does not take place on a regulated exchange. It is not controlled by any central governing body, there are no clearing houses to guarantee the trades and there is no arbitration panel to adjudicate disputes. All members trade with each other based on credit agreements. Essentially, business in the largest, most liquid market in the world depends on nothing more than a metaphorical handshake.At first glance, this ad-hoc arrangement must seem bewildering to investors who are used to structured exchanges such as the NYSE or CME. (To learn more, see Getting To Know Stock Exchanges.) However, this arrangement works exceedingly well in practice; because participants in FX must both compete and cooperate with each other, self regulation provides very effective control over the market. Furthermore, reputable retail FX dealers in the United States become members of the National Futures Association (NFA), and by doing so they agree to binding arbitration in the event of any dispute. Therefore, it is critical that any retail customer who contemplates trading currencies do so only through an NFA member firm. The FX market is different from other markets in some other key ways that are sure to raise eyebrows. Think that the EUR/USD is going to spiral downward? Feel free to short the pair at will. There is no uptick rule in FX as there is in stocks. There are also no limits on the size of your position (as there are in futures); so, in theory, you could sell $100 billion worth of currency if you had the capital to do it. If your biggest Japanese client, who also happens to golf with the governor of the Bank of Japan tells you on the golf course that BOJ is planning to raise rates at its next meeting, you could go right ahead and buy as much yen as you like. No one will ever prosecute you for insider trading should your bet pay off. There is no such thing as insider trading in FX; in fact, European economic data, such as German employment figures, are often leaked days before they are officially released. Before we leave you with the impression that FX is the Wild West of finance, we should note that this is the most liquid and fluid market in the world. It trades 24 hours a day, from 5pm EST Sunday to 4pm EST Friday, and it rarely has any gaps in price. Its sheer size and scope (from Asia to Europe to North America) makes the currency market the most accessible market in the world. Where is the commission in forex trading? Investors who trade stocks, futures or options typically use a broker, who acts as an agent in the transaction. The broker takes the order to an exchange and attempts to execute it as per the customer's instructions. For providing this service, the broker is paid a commission when the customer buys and sells the tradable instrument. (For further reading, see our Brokers And Online Trading tutorial.) The FX market does not have commissions. Unlike exchange-based markets, FX is a principals-only market. FX firms are dealers, not brokers. This is a critical distinction that all investors must understand. Unlike brokers, dealers assume market risk by serving as a counterparty to the investor's trade. They do not charge commission; instead, they make their money through the bid-ask spread. Try Currency Trading Risk-Free at FOREX.com In FX, the investor cannot attempt to buy on the bid or sell at the offer like in exchange-based markets. On the other hand, once the price clears the cost of the spread, there are no additional fees or commissions. Every single penny gain is pure profit to the investor. Nevertheless, the fact that traders must always overcome the bid/ask spread makes scalping much more difficult in FX. (To learn more, see Scalping: Small Quick Profits Can Add Up.) What is a pip? Pip stands for "percentage in point" and is the smallest increment of trade in FX. In the FX market, prices are quoted to the fourth decimal point. For example, if a bar of soap in the drugstore was priced at $1.20, in the FX market the same bar of soap would be quoted at 1.2000. The change in that fourth decimal point is called 1 pip and is typically equal to 1/100th of 1%. Among the major currencies, the only exception to that rule is the Japanese yen. One Japanese yen is now worth approximately US$0.01; so, in the USD/JPY pair, the quotation is only taken out to two decimal points (i.e. to 1/100th of yen, as opposed to 1/1000th with other major currencies). What are you really selling or buying in the currency market? The short answer is "nothing". The retail FX market is purely a speculative market. No physical exchange of currencies ever takes place. All trades exist simply as computer entries and are netted out depending on market price. For dollar-denominated accounts, all profits or losses are calculated in dollars and recorded as such on the trader's account. The primary reason the FX market exists is to facilitate the exchange of one currency into another for multinational corporations that need to trade currencies continually (for example, for payroll, payment for costs of goods and services from foreign vendors, and merger and acquisition activity). However, these day-to-day corporate needs comprise only about 20% of the market volume. Fully 80% of trades in the currency market are speculative in nature, put on by large financial institutions, multibillion dollar hedge funds and even individuals who want to express their opinions on the economic and geopolitical events of the day. Because currencies always trade in pairs, when a trader makes a trade he or she is always long one currency and short the other. For example, if a trader sells one standard lot (equivalent to 100,000 units) of EUR/USD, she would, in essence, have exchanged euros for dollars and would now be "short" euros and "long" dollars. To better understand this dynamic, let's use a concrete example. If you went into an electronics store and purchased a computer for $1,000, what would you be doing? You would be exchanging your dollars for a computer. You would basically be "short" $1,000 and "long" one computer. The store would be "long" $1,000 but now "short" one computer in its inventory. The exact same principle applies to the FX market, except that no physical exchange takes place. While all transactions are simply computer entries, the consequences are no less real. Which currencies are traded in the forex market? Although some retail dealers trade exotic currencies such as the Thai baht or the Czech koruna, the majority trade the seven most liquid currency pairs in the world, which are the four "majors": EUR/USD (euro/dollar) USD/JPY (dollar/Japanese yen) GBP/USD (British pound/dollar) USD/CHF (dollar/Swiss franc) and the three commodity pairs: AUD/USD (Australian dollar/dollar) USD/CAD (dollar/Canadian dollar) NZD/USD (New Zealand dollar/dollar) These currency pairs, along with their various combinations (such as EUR/JPY, GBP/JPY and EUR/GBP), account for more than 95% of all speculative trading in FX. Given the small number of trading instruments - only 18 pairs and crosses are actively traded - the FX market is far more concentrated than the stock market. (To read more, check out Popular Forex Currencies.) What is a currency carry trade? Carry is the most popular trade in the currency market, practiced by both the largest hedge funds and the smallest retail speculators. The carry trade rests on the fact that every currency in the world has an interest rate attached to it. These short-term interest rates are set by the central banks of these countries: the Federal Reserve in the U.S., the Bank of Japan in Japan and the Bank of England in the U.K. The idea behind the carry is quite straightforward. The trader goes long the currency with a high interest rate and finances that purchase with a currency with a low interest rate. For example, in 2005, one of the best pairings was the NZD/JPY cross. The New Zealand economy, spurred by huge commodity demand from China and a hot housing market, saw its rates rise to 7.25% and stay there, while Japanese rates remained at 0%. A trader going long the NZD/JPY could have harvested 725 basis points in yield alone. On a 10:1 leverage basis, the carry trade in NZD/JPY could have produced a 72.5% annual return from interest rate differentials, without any contribution from capital appreciation. Now you can understand why the carry trade is so popular! But before you rush out and buy the next high-yield pair, be aware that when the carry trade is unwound, the declines can be rapid and severe. This process is known as carry trade liquidation and occurs when the majority of speculators decide that the carry trade may not have future potential. With every trader seeking to exit his or her position at once, bids disappear and the profits from interest rate differentials are not nearly enough to offset the capital losses. Anticipation is the key to success: the best time to position in the carry is at the beginning of the rate-tightening cycle, allowing the trader to ride the move as interest rate differentials increase. (To learn more about this type of trade, see Currency Carry Trades 101.) Forex Market Jargon Every discipline has its own jargon, and the currency market is no different. Here are some terms to know that will make you sound like a seasoned currency trader: Cable, sterling, pound - alternative names for the GBP Greenback, buck - nicknames for the U.S. dollar Swissie - nickname for the Swiss franc Aussie - nickname for the Australian dollar Kiwi - nickname for the New Zealand dollar Loonie, the little dollar - nicknames for the Canadian dollar Figure - FX term connoting a round number like 1.2000 Yard - a billion units, as in "I sold a couple of yards of sterling."

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The amount risked per trade is high for my taste; 1.0% is my max per entry. You will miss most of the moves usually with this I think, by the time 30m ADX signals a trend do you have moves often enough to allow net profit after costs? To best capture what you can, the trailing exit is good idea - I've heard using a % open profit loss for trailing stop out, like 10% open profit lost, could be good. Or try parabolic.. Definitely program and backtest before risking money

I attempted to merge a couple strategies together to form this. It compiles, but I receive errors when trying to load the strategy. Keep in mind there may be some extra/unused code in here. Thanks for any help. using System; using System.Drawing; //using Broker.StrategyLanguage.Function; using Broker.StrategyLanguage.Function.BuiltIn; using Broker.StrategyLanguage.Indicator; using Fx2GoCommon; namespace Broker.StrategyLanguage.Strategy { public class EMACrossFullStochFilter : BaseStrategyAdvisor { public EMACrossFullStochFilter(object _ctx):base(_ctx){} //stochastic parameters private ISeries<Double> m_priceh; private ISeries<Double> m_pricel; private ISeries<Double> m_pricec; private ISeries<Double> m_price; private int m_fastlength = 4; private int m_slowlength = 100; private int m_stochlength = 14; private int m_smoothinglength1 = 3; private int m_smoothinglength2 = 3; private int m_smoothingtype = 1; private double m_oversold = 20; private double m_overbought = 80; private double m_shareorposition = 1; private double m_Stop_Amount = 110; private double m_Profit_Target_Amount = 150; private Stochastic m_stochastic1; private Function.HeikinAshi HA; private double m_value1; private SeriesVar<Double> m_ofastk; private SeriesVar<Double> m_ofastd; private SeriesVar<Double> m_oslowk; private SeriesVar<Double> m_oslowd; private SeriesVar<Double> m_fastema; private SeriesVar<Double> m_slowema; private XAverage m_average1; private XAverage m_average2; private AverageFC m_averagefc1; private AverageFC m_averagefc2; private double m_fastavg; private double m_medavg; private bool maabove; private bool mabelow; private bool crossesabove; private bool crossesbelow; private IMarketOrder m_Order1; private IMarketOrder m_Order2; private IMarketOrder m_Order3; private IMarketOrder m_Order4; private ISeries<Double> priceh{ get { return m_priceh; } } private ISeries<Double> pricel{ get { return m_pricel; } } private ISeries<Double> pricec{ get { return m_pricec; } } private ISeries<Double> price{ get { return m_price; }} public double shareorposition{ get { return m_shareorposition; } set { m_shareorposition = value; } } //inputs [input] public int fastlength{ get { return m_fastlength; } set { m_fastlength = value; } } [input] public int slowlength{ get { return m_slowlength; } set { m_slowlength = value; } } [input] public int stochlength{ get { return m_stochlength; } set { m_stochlength = value; } } [input] public int smoothinglength1{ get { return m_smoothinglength1; } set { m_smoothinglength1 = value; } } [input] public int smoothinglength2{ get { return m_smoothinglength2; } set { m_smoothinglength2 = value; } } [input] public int smoothingtype{ get { return m_smoothingtype; } set { m_smoothingtype = value; } } [input] public double oversold{ get { return m_oversold; } set { m_oversold = value; } } [input] public double overbought{ get { return m_overbought; } set { m_overbought = value; } } [input] public double Stop_Amount{ get { return m_Stop_Amount; } set { m_Stop_Amount = value; } } [input] public double Profit_Target_Amount{ get { return m_Profit_Target_Amount; } set { m_Profit_Target_Amount = value; } } protected override void Construct() { // TODO : create all members here m_average1 = new XAverage(this); m_average2 = new XAverage(this); m_fastema = new SeriesVar<Double>(this); m_slowema = new SeriesVar<Double>(this); m_stochastic1 = new Stochastic(this); m_ofastk = new SeriesVar<Double>(this); m_ofastd = new SeriesVar<Double>(this); m_oslowk = new SeriesVar<Double>(this); m_oslowd = new SeriesVar<Double>(this); m_averagefc1 = new AverageFC(this); m_averagefc2 = new AverageFC(this); m_Order1 = OrdersFactory.CreateMarketNextBar(new OrdersCreateParams(Lots.Default, "StochRun-L", OrderAction.Buy)); m_Order2 = OrdersFactory.CreateMarketNextBar(new OrdersCreateParams(Lots.Default, "StochRun-S", OrderAction.SellShort)); m_Order3 = OrdersFactory.CreateMarketNextBar(new OrdersCreateParams(Lots.Default, "StochRun-LC", OrderAction.Sell)); m_Order4 = OrdersFactory.CreateMarketNextBar(new OrdersCreateParams(Lots.Default, "StochRun-SC", OrderAction.BuyToCover)); } protected override void Initialize() { // TODO : assign inputs here m_average1.price = price; m_average2.price = price; m_average1.length = new Serie---pression<Int32>(delegate { return fastlength; }); m_average2.length = new Serie---pression<Int32>(delegate { return slowlength; }); m_priceh = Bars.High; m_pricel = Bars.Low; m_pricec = Bars.Close; m_price = Bars.Close; m_stochastic1.priceh = priceh; m_stochastic1.pricel = pricel; m_stochastic1.pricec = pricec; m_stochastic1.stochlength = new Serie---pression<Int32>(delegate { return stochlength; }); m_stochastic1.length1 = new Serie---pression<Int32>(delegate { return smoothinglength1; }); m_stochastic1.length2 = new Serie---pression<Int32>(delegate { return smoothinglength2; }); m_stochastic1.smoothingtype = new Serie---pression<Int32>(delegate { return smoothingtype; }); m_stochastic1.ofastk = m_ofastk; m_stochastic1.ofastd = m_ofastd; m_stochastic1.oslowk = m_oslowk; m_stochastic1.oslowd = m_oslowd; m_value1 = default(double); m_ofastk.DefaultValue = 0; m_ofastd.DefaultValue = 0; m_oslowk.DefaultValue = 0; m_oslowd.DefaultValue = 0; m_fastema.DefaultValue = 0; m_slowema.DefaultValue = 0; crossesabove = false; crossesbelow = false; Output.Clear(); if(fastlength > 0 && slowlength > 0){ m_averagefc1.price = price; m_averagefc1.length = new Serie---pression<Int32>(delegate { return fastlength; }); m_averagefc2.price = price; m_averagefc2.length = new Serie---pression<Int32>(delegate { return slowlength; }); m_fastavg = 0; m_medavg = 0; } } protected override void Execute(){ if(fastlength > 0 && slowlength > 0){ m_fastavg = m_averagefc1[0]; m_medavg = m_averagefc2[0]; maabove = Functions.DoubleGreater(m_fastavg, m_medavg); mabelow = Functions.DoubleGreater(m_medavg, m_fastavg); } else{ maabove = true; mabelow = true; } m_value1 = m_stochastic1[0]; m_fastema.Value = m_average1[0]; m_slowema.Value = m_average2[0]; crossesabove = (((Functions.DoubleGreater(Bars.CurrentBar, 2) && (Functions.CrossesOver(this, m_fastema, m_slowema)) && Functions.DoubleLess(m_oslowk.Value, overbought)))); if (crossesabove){ m_Order1.Generate();} crossesbelow = (((Functions.DoubleGreater(Bars.CurrentBar, 2) && (Functions.CrossesUnder(this, m_fastema, m_slowema)) && Functions.DoubleGreater(m_oslowk.Value, oversold)))); if (crossesbelow){ m_Order2.Generate();} if ((shareorposition == 1)){ CurSpecOrdersMode = SpecOrdersMode.perLot; } else{ CurSpecOrdersMode = SpecOrdersMode.perPosition; } if (Functions.DoubleGreater(Profit_Target_Amount, 0)){ GenerateProfitTarget(Profit_Target_Amount*Bars.Info.PointValue*10); } if (Functions.DoubleGreater(Stop_Amount, 0)){ GenerateStopLoss(Stop_Amount*Bars.Info.PointValue*10); } } } }

Pairs: all. Time Frame: 15 min and Higher. Tenkan Sen : gold. Kijun Sen : Red. Chikou Span (Lagging Line) : Purple. Short Entry: Condition 1: Tenkan Sen below Kijun Sen. Condition 2: Chikou Span below the Price Line. Condition 3: Current Price below the Cloud. Long Entry: Condition 1: Tenkan Sen above Kijun Sen. Condition 2: Chikou Span above the Price Line. Condition 3: Current Price above the Cloud. Exit Position: To exit, we use Chikou Span (the lagging line). Stop Loss For LONG position: The support on Chikou Span right below the price you enter is your Stop Loss level, vice versa, for Shor position. Take Profit The resistance on Chikou Span right above the price you enter is your Take Profit level, vice versa, for Short position.

Im not sure what you are looking for in a currency pair, but here are some facts that will help you get a good idea about the majors: Fast moving currency pairs: GBP/USD and USD/CAD Slow currency pairs: AUD/USD, NZD/USD and USD/JPY Moderate pairs: EUR/USD and USD/CHF Hope this helps.

Covering the foreign exchange risk is term as hedging the risk. If the company does not want to hedge , it means it is taking a view that the future movements of exchange rates will move in its favor. Even if the company wants to adopt the policy of hedging everything , still economic exposure cannot be eliminated and this give rise to “ opportunity cost” . If suppose the company hedged the exposure and if the spot rates moved in favor of the company due to shift in the economic factors between the date of invoice and conversion of currency , the company may lose out or incur and opportunity cost by hedging the exposure if the rates moved against. Corporate Managers specially companies operating in several; countries have the advantage of containing the exposures by their own management techniques by – a. Opening foreign currency accounts where there are receivables payable in the same currency (our Foreign Exchange regulations permit opening of foreign currency A/Cs in certain cases). b. Netting group exposure and reduce the risk by currency switches between asset and liabilities. c. In case of manufacturing companies , switch the base of manufacturer so that cost and revenue are in the same currency.

Monday Short- If the Monday 2:30PM CST bar closes higher than the previous close, and the 3:00PM CST bar closes higher than the 2:30PM bar, enter short at 3:30PM CST and exit at 8:00PM CST. If Monday's are up between 2 & 3 CST, they usually tumble from 4pm-7pm CST Long- If the Monday 8:00PM CST bar closes lower than the previous close, and the 8:30PM CST bar closes lower than the 8:00PM bar, enter long at 9:00PM CST and exit at 12:00AM CST Tuesday Long- If the Monday 9:00PM CST bar closes lower than it opened, and the 9:30PM CST bar closes lower than it opened, enter long at 10:00PM CST and exit at 11:00PM CST Success rate for these is in the 70's. I'm just starting to trade again since they have software programs that don't require coding to backtest strategies such as these

Triond.com works. You review the lists of article requests and write an article. But it has to be quality article. But you can earn more if you just start your own blog, write your own content and earn from it three ways: - post advertisement - through affiliate programs - aggregate your content and package it as ebook or even a book Since you'll be writing anyway - then write for yourself. Triond pays you through the advertising earned on your content, which is a 3 way division of earnings: ad network used | Triond | your percent share So eliminate Triond and use an ad network directly. This way you earn more money from your content.

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well I have opened an account there and this is one of the best forex broker these days for me as I have registered an account and verified as support really helped me in this matter, they gave me 20$ bonus for trading and I have started trading there and also they are giving free debit card too so lots of promotions and bonuses and I am just enjoying there.

Unfortunately you need to test strategies all the time - even when they are successful - constant demo trading even when you are trading live keeps your strategy up to date. I would say a strategy needs to be backtested over 2 years at least, and forward tested at least 6 months with a demo before you use it live. A lot of people have successful 3 month accounts - this is usually because their strategy fits the market profile at the time (which for whatever reason normally lasts 2-4 months per phase). Any longer than this, these super profitable strategies just fall apart. So testing over 6 months with consistently profitable months, with minimum drawdown would be reliable. Backtesting unfortunately has quite a lot of bias, as I find I move my entries 1-2 pips slightly to favour my system (cheating) because I don't want my work to go to waste - unfortunately the market is not so kind. Demo trading is good, but you need to manage it with proper SL, maximum drawdowns set, and rules followed. If you do not follow your rules for 6 months, then add another month until you are a machine at trading demo. Then move into a micro account for 6 months, then a mini account for 6 months, then start to trade lots. At that stage you should have 18-24 months forward testing experience, and your system should have 3-4 years of results which should be reliable.

I trade more than 100 trades per week. I follow daily forex tips and news. And sometimes i use forex robots. Some weeks i am so unlucky i loose some $'s.

The Best Forex Trading Hours So you already know that with the help of Forex you can trade 24/7. But, you also know about some sessions, right? So what sessions when the trading is round the clock? If you don’t know about the different time zones and Forex trading hours, read on. Forex Trading Sessions and Trading Hours There are three types of trading sessions – the European, American and Asian (for example, Forex strategy ProFx trades during European and American sessions). And four variants of Forex trading hours – New York opens its trading time at 8 am and closes at 5 pm, Tokyo is open from 7 pm to 4 am, Sydney from 5 pm to 2 am and London is up from 3 am to noon. All in EST. So what do we see? All the markets are not round-the-clock but available for us to go into different markets and trade from morning till another morning. What Forex market hours are you fitting into depends on many things like your trading style, currency pairs you are trading and so on. If you’re going into scalping, you’d better prefer Asia Sessions, but for day trading it’s surely the best to enter European and American sessions. You can work with Asia Session while Tokyo market is open, European session is open with London market, while American Session is for New York market. Asia Session can be held mainly at night in the EST time, so it’s the best time for scalping. If you’re into intra day sessions and no overnight trading required – than you should definitely choose EU and US sessions. Then More Volume then Better So, which Forex market hours you’d better choose? Of course, to get more profit, you better enter those, when trading volume is higher. These Forex trading hours are those when few countries are trading at one time. So-called overlapped Forex trading hours. That’s when the markets are active and the percent of making big money is rising on your eyes. If we make a diagram, we would certainly see, when the markets overlap and find out when it’s best to trade. So, if you’re an early bird, then from 8 am to 12 pm is your chance to gain, because it’s time when London and New York markets overlap. If you’re trading GBP/USD, EUR/USD or USD/CHF – it’s the best Forex market hours you can go into. European and American markets are active in those hours. So you can trade and gain, trade and gain! So, going on with Forex market trading hours, another overlap is from 1 am to 3 am, for those who sleep badly, you can catch both London, Tokyo and Sydney markets and raise your trades because of active work of those markets. And, Fx trading hours from 7 pm to 10 pm are special for those who work with Asian and Australian markets. Another overlap is happening in those Forex trading hours, so – another opportunity to raise your trades. So, as you can see, knowing Forex trading hours provides you the best possibilities to gain more – 24 hours a day, different currencies, different Forex market hours – one way to win.

GBP/USD today's daily forecast Today's GBP/USD Forecast RSS | The pair is trading along an uptrend.The uptrend may be expected to continue while pair is trading above support level 1.5645, which will be followed by reaching resistance level 1.5790 and then 1.5845.An downtrend will start as soon, as the pair drops below level 1.5645, which will be followed by moving down to support level 1.5560 and then to 1.5490.Resistances: 1.5790, 1.5845Supports: 1.5710, 1.5665, 1.5560, 1.5490

MT4 indicator b-clock simply tells how much time is left till the bar end. Indicator can be used on any time frame. b-clock indicator will certainly be useful to scalpers, who keep a close eye on the each bar tick. Click to Download Indicator

Forex Signal SELL AUDUSD @1.0163 Signal Time: GMT : 2012.06.21 06:00:00 (GMT) JAKARTA : 2012.06.21 13:00:00 (WIB) KUALA LUMPUR : 2012.06.21 14:00:00 (GMT+8) Trading: SELL AUDUSD @ 1.0163 SL: Stop Loss @ 1.0207 TP: Take Profit @ 1.0104 Current Trend: DOWN TREND

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