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Unfortunately, in the trading of stock futures stock index futures and foreign exchange
five years later, I still can not find a very reliable method of long-term stable earnings,
historical data can not be statistically large enough to ensure the stability of
non-random profits .

Preparation is the key trading system should not depend on the parameters of the
system, that is a large range of parameter changes in time should produce similar
performance. Can not yet find a trading system to meet this condition. Of course,
some research projects also in progress. I still think I'm still a novice on
foreign exchange transactions, so post only made here.

Currently in the OANDA trading foreign exchange, there is one, and I qualified the
basic equivalent traders had a similar view, but his summing up their experience and
raised one scenario, and by some other senior trader test discussion and development
has gradually become The most noticeable this year in foreign exchange trading

Most basic form of this strategy is this: for example, we do more EURUSD, but also
do more USDCHF. (To hedge to reduce the risk of a single direction)

Do more EURUSD: down 200 points at the current price range of pay for every 25
points, a cloth, each pay not set stop loss and profit target of 25 points open.

Similarly, do more USDCHF: down 200 points at the current price of cloth one every
25-point pay, each pay not set stop loss and profit target of 25 points open.

Implementation: Check every few hours a day there after the transaction closed out
profitable pay, once the benefit of a single open up, say, buying 1.2000, 1.2025 open
in profit, then opened in the pay set up a price of 1.2000 re-pay, in other words, at any
time to ensure every point has a 25 foot the bill.

Pay a price if the transactions have not yet profitable open positions, then pay the
price no longer open.

Imagine, if the EURUSD rise, so will trigger a series of pay on the profit EURUSD
open. USDCHF must also fall in the USDCHF will accumulate a number of
outstanding pay, and if the EURUSD price then dropped back, then the USDCHF will
rise, a series of profit in the USDCHF get open, and in the accumulation of a number
of open positions on EURUSD pay. If the price range of back and forth in a see-saw,
profits have continued to open and re-opening of a new single, then traded, and then
profit open.

Put forward by the MARK, author of 20 dollars for a trial introduction of capital, with
a relatively high risk of exposure, obtained 4 weeks 4 times the performance, but
weak anti-risk ability, in early June the euro fell in a series of positions in the
explosion. Since then, he used 30 U.S. dollars to re-open an account, using a
relatively conservative risk management and portfolio trading eight currency pairs so
far received nearly 80% of revenue. Other traders, especially the system of traders,
large-scale use of this method, even using API automated trading, capital investment
over most of the 10,000 U.S. dollars, earnings are very stable.
The essence of this drill rules see-saw trading price range, trading position is very
small, one thousand U.S. dollars in the account, up to 0.1 under the hand of each one
only to ensure a certain direction will not bring a large number of large linear motion
of no-ping storage losses caused by burst position.

Appendix: On the johnyj

True grid Exchange Act is not a short-term trading system. Pull larger nets, the net
price the less chance of running outside. But the short-term approach is obvious that
the establishment of the grid is helpful. Good short-term contrarian approach can
make in the direction of the list to be tangle less, and in the homeopathic use of
re-direction positions are profitable. This is the grid method can be used in the actual
transaction prerequisite. Some combination of volatility break, support resistance,
dynamic position size, multi-layer grid, following the stop, you can make money
retracement of control in a very small range. Imagine, because the expansion of the
grid in a book loss of direction of the trend is rising exponentially, so someone can
make money as a small retracement, then closed out its profit is not a very impressive
effort. Another way is JOVE regular closed grid made his way to profit or loss when
the grid to 10% on all open positions. In this way very many times he can get 10% of
profits (more than 80% because of market time in consolidation), while in other cases
only the loss of 10%. He is also worth considering in this way, in this regard the
advantages of using a grid on the other hand avoid the impact of a long trend for the
grid. But, after all, turn off the grid of indemnity, if there are ways to deal with the
impact of a long trend for the grid, then a permanent grid apparently has greater
potential for the future, never considered lost until the liquidation is a grid operating
profit law The core idea. This is just my personal guess, it is hard to say a reliable
theoretical basis. It can be envisaged, in a year later, the operation of the range to
reach a new area in this region, the operation of the monomer may be larger than a
year ago, 1 times to 2 times, this time a year ago in the most remote tangle list for
those losses of the book is not so big. Long as we can always guarantee increased
profits open the funds available, then the closer the greater the amount of the current
list, the more we have a greater impact on the account.

The risk of a purely mechanical grid is very large, it can be said almost out of
proportion to the risks and rewards, may need to prepare 100,000 of funding to ensure
that the final proceeds received 10,000.
But the grid has three main advantages of Exchange Act naturally: 1. Do not judge the
opportunity to reduce the operating pressure. All technical analysis of the timing
decision is the difficulty lies in the long run, more than 2,000 transactions, are
unlikely to beat someone to rely on market timing decision. 2. Not afraid of the
market change. Market participants, the economic environment will make the market
changes, allowing the existing trading system failure. 3. Can use the grid to any other
method. Any effective way will increase the effect of the grid. Because the absolute
strength of the three major advantages, which many people were attracted.
Exchange Act's basic definition of the grid: 8 ^ 6 O; o: C: F / F
Grid Exchange Act form the basic two-way trade with the two accounts in the same
currency, for example:
A do more EURUSD, a short EURUSD.
Position to do more practice: the current price of 20 points up and down every link a
pay, profit open goal 20 points, with no stops. If the pay of a particular open position
after closing a profit, just pay the entry price of the same size and then hung a foot the
bill. ! P2 z A! Y * `6 W & @
Short positions means: the current price up and down every 20 points hung a sell
order, profit target 20 points open, with no stops. If a profit Zhang sell orders open
after closing, and sell orders in the entry price and then sell linked to the same size as
a single.
Prices result in different exercises: * l "W, l3 S8 N; d
If the market continued upward, it will trigger a series of long positions in the
multi-single-profit open. Will also leave a short position in a string of losses in the air
show as a single book. - E4 U, Y; z (e) Z # a
If the market continued down, it will trigger a series of short position in single-profit
open space. At the same time will leave a bunch of long positions for the book
showed a loss of more than one.
If the market see-saw back and forth, it will continue to trigger more than one and one
open space, because all are re-opened after the open list, so a price can be many times
the profit open. 4 i + N! U $ d9 P * v6 o () 4 S
Accumulated losses since the book quickly, so each list must be very small
transactions to ensure that losses will not be large enough to exceed the
account's risk tolerance. As long as risk management is good, because there
are always open and there is no stop loss only profit, so never a loss, only been open
profit. # E5 l: g / T "@ / M
Transaction envisaged by the law on the grid out of the new machinery Exchange Act
of 3 n) N + g!
In the shock market, up and down correction, the intention grid Exchange Act is to
adapt its face because a lot of consolidation in the market, it is the
However, this treatment has significant risks, the first is the adequacy of risk capital;
second, a strong city with a large number of unilateral loss of a single if they could
withstand live
I would think, avoid open this shortcoming can be a improvement, can be used in the
unilateral introduction of a city (including the upper and lower) and the consolidation
of both mechanical and Exchange Act City

See, here is an example of my operation

Choose a currency pair, daily operations in strict accordance with the trend
First-hand the current price to buy
Along the two directions we can, put a single point every 40
Such as under the current price, let's sell all our hands
Above the current price, and we all let the buyer

The benefits of such an order does Yousha
1) If it is unilateral market, whether up or down, you can always accumulate along
this direction, strong enough chips, and can certainly be profitable to do the whole, be
able to flat out all the positions

2) If it is consolidating the city one day we can close out all the profits of a single, and
then turn against the direction of the cloth trade hands

3) The method has the advantage of such a transaction, market position can not pay
the price is not occupied resources, saving the cost of your position

4) This transaction can be repeated on the consolidation situation is handled

X point and we bought a hand, then if a bear market, then there is the x-40 sale hand,
x-80 sale-hand ................
In short, the short power strong enough that we can profit out of

X point and we sell hand, then if a bull market, then we have to buy hand x +40, x
+80 buy hand ................
In short, the long power strong enough that we can profit out of

If the correction, then we will deal
x +40 buy first-hand, x +80 buy hand ........
x-40 sale hand, x-80 sale-hand ..........

For example go to x +200, we can put x to x +200 buyers profit under the full level
set out, and then buried on the opposite direction over a large number of hand-selling

If we counter market that we can return a profit, if not counter back, it will not be
buried in those transactions do not take a single resource
Advantage of this mechanical trading principles, I then designed a cutting position
method, in fact, in most cases I can gain out of all

Currently I am trading the three currency pairs, a long steady income from the market
every day 100-200 points difference

But it is still very good, we can go give it a try, you may be rich after one month

At least, you will not burst positions, as long as you do on a profitable income out of
it quickly

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