Hi...
A question about article #6....seems to me from the chart posted that a brief entry would have occurred a number of hours prior to the lengthy entry..thus giving you a loss...?
Hi...
A question about article #6....seems to me from the chart posted that a brief entry would have occurred a number of hours prior to the lengthy entry..thus giving you a loss...?
Well, the account is completely free, so you have got nothing to lose. In addition, I have the indior :
https://www.cliqforex.com/trading-sy...ne-dollar.html
so that you can give it a shot. . I would love to reproduce exactly the same situation as me.
hehee. .
If it is possible to be profitable on MT4 and not on VT, that might be a trip too!
I exchange the 1H like I exchange the 4H. -2,-1,0,1,2
as a 5 bar pattern place where 0 is the greatest high or lowest low relative to the two on the right and left.
As scared as I am to answer the question because I know somebody is going to ask me to describe it. .
I exchange a heavily modified mouteki setup. I seem profoundly at mouteki parabolic breaks that have a very very large probability.
So far by hand, I'm profitable 100 percent on VT..
Which are Mouteki Parabolics? I utilize the Mouteki comparative highs and lows, and unite them together with Larry William style 1,2,3's of alteration, including quality testing.
On what we call: Do Mi Re's, I wait for a pullback test in the middle. On Re Mi Do's, I do not.
(Do Re Mi like from the audio Do Re Mi. . As in Do a deer a female deer. .)
If all this sounds greek to you, then you are trading the wrong tool, Options should seem greek, not Forex! (OK, monetary instrument comedy there).
I've noticed that Larry Willi talks about what I now refer to as the accordion impact of the market. Why mouteki gets thrashed about is either a failed TP, or the accordion effect upon the entry point. .
The accordion impact as I define it
The market scrunches and consolidated while it compresses; it breaks , then it scrunches, then it breaks out. Larry Willi includes a half a chapter dedied to this.
Too much to sort, and way too much to describe. .
Hi Dorothy,
Statistical theory says, it doesn't matter. In the long term, the amount of trades you miss because you used bid instead of ask, is going to be just like the amount of trades you get because you used bid instead of ask.
The key is CONSISTENCY. As soon as you pick one, you stick to it.
It should be Tools System Builder Import, although I am not facing my windows computer at this time.
That is it.
Hi TwoBlink,
For the transactions you submitted in VT, they appear to be winner too if you take them in MT4.
Could you post charts from VT and MT4 to the Exact Same period? So we can see whether the losing setup in MT4 will look in VT and what's why you didn't take them in VT?