Basket Trading BALUDA'S CSS Crossovers

[TraderJoeForex]

It's indeed an interesting indicator, been watching it like you mentioned. Do you know what it's based on...i.e. how does it measure each pair and then come to a final curve?

Cheers

You'd have to ask Baluda this one.. worth a pm to him I'd say. I'm sure he'll be pleased to see his work of art being appreciated here again and may well have deeper insights with this that we are yet to discover.

[acostafulano]

Joe, you've posted many many setups along the thread.

Could you give tell us which ones have you taken down and which ones are still going?

I'm ditching everything and just focusig on CSSDif and CSSDelta, H1/H4/D1, in many variations and with different TP's and SL's

Thanks for your comments

Diego

[TraderJoeForex]

Joe, you've posted many many setups along the thread.

Could you give tell us which ones have you taken down and which ones are still going?

I'm ditching everything and just focusing on CSSDif and CSSDelta, H1/H4/D1, in many variations and with different TP's and SL's

Thanks for your comments

Diego

I have limited VPS for testing so each week has seen small changes and refinements based on the week before. The most recent set files I posted for M5H1 and H1D1 were tested end of last week into this week and I am now tweaking these further. My approach isn't particularly scientific as would need many weeks of parallel testing for that .. I make my changes more on gut feel for what is working and what is not and if new changes disappoint I will revert back to previous but for now I feel each change has been a step forwards.

What I am looking at currently is the min and max diff values for H1 and D1 and for example using a minimum of +4 on D1 which means only trading on the pairs with a serious trend and then perhaps I can get away with -4 to +4 as the range in which to look to enter on H1 (with a positive delta of course).

GTF seems to be doing the do with delta >0.04 on H1 limiting trades nicely to the times when the whole market is moving in favour.

Wil post updated set files end of this week again

[rollbahn]

Hi Mathias,
I switched to v23 draft from v23 GMT and it seems to have fixed some issues but not all of them. I had a couple of crosses close properly but a couple of others left open and in large DD.

Let me know if you need any further info.

Thanks for your help
Jason

[rollbahn]

Hi Mathias,
I am testing a few setfiles this week to hopefully maximise profits and reduce losses.

I have a H4 MA 40 line which I use for direction and only take H1 trades once price is below or above the line. So if a long MA cross happens and it is above the H4 line then it gets triggered but when price is ranging and a short is triggered then a long then a short again it only takes the long which saves two potential short losses.

I am testing ATR-based TP's and also basket closures but am having the issue where on the TP tests the TP is taken but then of course the MA signal is still valid so on the next candle the same trade is taken again but by that time price may be starting to turn and I end up with an overall loss.

The screenshot I have attached is an extreme example but if there was a way not to trigger the same trade after a TP or basket closure (eg any trade closure) then I would have had the TP profit and no loss rather than a TP profit followed by a huge loss.

I imagine the option would be something like "Don't take same trade after trade closure". I realise this might not be for everyone but anyone basket trading or taking TP with crosses might benefit from it.

Thanks
Jason

[MathiasJ]

Hi Mathias,
I switched to v23 draft from v23 GMT and it seems to have fixed some issues but not all of them. I had a couple of crosses close properly but a couple of others left open and in large DD.

Let me know if you need any further info.

Thanks for your help
Jason

Can you check your setting for ExitCheckDelay?
Can it be that it was not testing the cross by that time for the second trade?
I have really checked the code and buy and sell checks really seem to be correct.
Any log item in expert log at that time?

[MathiasJ]

Hi Mathias,
I am testing a few setfiles this week to hopefully maximise profits and reduce losses.

I have a H4 MA 40 line which I use for direction and only take H1 trades once price is below or above the line. So if a long MA cross happens and it is above the H4 line then it gets triggered but when price is ranging and a short is triggered then a long then a short again it only takes the long which saves two potential short losses.

I am testing ATR-based TP's and also basket closures but am having the issue where on the TP tests the TP is taken but then of course the MA signal is still valid so on the next candle the same trade is taken again but by that time price may be starting to turn and I end up with an overall loss.

The screenshot I have attached is an extreme example but if there was a way not to trigger the same trade after a TP or basket closure (eg any trade closure) then I would have had the TP profit and no loss rather than a TP profit followed by a huge loss.

I imagine the option would be something like "Don't take same trade after trade closure". I realise this might not be for everyone but anyone basket trading or taking TP with crosses might benefit from it.

Thanks
Jason

It is there.
Have a look at TimeBetweenTrades as that will force a wait since last trade of same symbol.

[rollbahn]

Can you check your setting for ExitCheckDelay?
Can it be that it was not testing the cross by that time for the second trade?
I have really checked the code and buy and sell checks really seem to be correct.
Any log item in expert log at that time?

Thanks Mathias - I just realised I have posted in the wrong thread - sorry about that.

My exit check delay is set to 300 but it has been like that since draft 16 or so and there were no real issues before. 5 minutes wouldn't make any difference I would have thought as these examples are hours apart.

Thanks
Jason

[rollbahn]

It is there.
Have a look at TimeBetweenTrades as that will force a wait since last trade of same symbol.

I use 3600 as my TimeBetweenTrades already to try and avoid whipsawing. I am not sure how that can help with what I mentioned above as the time until the next cross could be 1 hour or it could be 48 hours.

I was proposing that the EA knows it has taken a long trade for example and subsequently closed the trade at TP or a basket TP that it then doesn't allow any trades at all on the same symbol or symbols until it has recrossed.

Maybe I am missing something?

Thanks
Jason

[MathiasJ]

It is there.
Have a look at TimeBetweenTrades as that will force a wait since last trade of same symbol.

I use 3600 as my TimeBetweenTrades already to try and avoid whipsawing. I am not sure how that can help with what I mentioned above as the time until the next cross could be 1 hour or it could be 48 hours.

I was proposing that the EA knows it has taken a long trade for example and subsequently closed the trade at TP or a basket TP that it then doesn't allow any trades at all on the same symbol or symbols until it has recrossed.

Maybe I am missing something?

Thanks
Jason

Before answering I need to know if you use MACross or MAStack as the trigger.
Because if you use MACross then it should already work or?
You can actually use both MAStack and MACross as triggers that must agree.
This is also depending on what values you use for Shift and Candles.

Or do you mean that you under no circumstances want to take another buy trade for a symbol after a closed buy trade, and same for sell?

And I agree, next time we take discussions like this in the EA thread