Thursday, November 1, 2012

Why Forex Automated Trading Systems Have No Chance For Success

It would be nice to buy an automated Forex trading system that lives up to the billing.

Trades for you, makes money, while you go to the beach!

My estimate is that 90 to 99% of these systems fail which is interesting because 90-95% of people who trade Forex fail. If you have bought an automated trading system you are undoubtedly shaking your head now in agreement. The questions is, Why do they fail?

There are many reasons but the simplest is this: they compete against each other creating "price noise" creating uncertain price movements.

It doesn't take much to make currency markets jump up and down. Traders like to call this noise. What they are describing is the jittery price action that happens every day. Price suddenly jumps in one direction, then back. This can happen all day and often does leading to many small losses or in some cases larger ones depending on the trading method. This is why Forex Brokers must market on a consistent basis for new traders and one of the easiest way for new traders to get into trading Forex without knowing anything is an automated trading system.

As of 2007 the Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity reported that the daily turnover in the foreign exchange market was $3.2 trillion dollars. That is larger than the equity markets in the U.S. by about 10 times and is an extremely large amount of money. The GDP of the U.S. is $14 trillion so it takes slightly less than 5 days for the Forex market to turnover that amount of money.

But how does that number break down and how does work against automated trading systems?

The number of spot transactions which occur each day are about $1.005 trillion in U.S. Dollars. Spot transactions are trades in which one party promises to pay another. This is where day traders trade the market.

If you follow the thinking of Richard Olsen of Olsen Ltd. (PhD, in economics) $1.005 Trillion turnover per day translates to $41.9 Billion/hour; $697 Million/minute; $11.6 Million/second which is the noise level of prices. Noise in prices is a second by second occurrence.

This is the amount of dollars turning over per second for all currency pairs in the foreign exchange market.

What if your automated system is trading the EURUSD which has the largest share of trades at roughly 30% per day" It means that as little as $3.5 million is changing hands per second.

The problem with automated trading systems is that an extremely small number of trades or traders can create spikes in the currency markets at any moment.

As Olsen says, "Small orders have impact."

As little as $5 million is needed in equity among a group of traders to move the EURUSD!

That is only 250 traders around the world with $10,000 accounts!

Olsen further points out that because such a small amount can move the market, there is no certainty of the next price move.

You can see than how difficult it would be for an automated system to work in such a market in particular if hundreds of systems were competing against each other!

There is only one way to trade in the currency markets and make money.

1. Educate yourself. 2. Find or develop a system that looks for "edges" or weaknesses in the market 3. Use Statistical data to back up your entries and exits

There are no shortcuts to making money. Automated trading systems, no matter how sophisticated they might seem, cannot survive the constant price fluctuations and uncertainty of the markets. Develop a sound trading system and you will succeed in Forex.


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