Basket Trading BALUDA'S CSS Crossovers

The forum for stuff related to this method of trading. Baluda coded the indi. Bob devised the trading method.
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illiquid
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Joined: Fri Mar 04, 2016 7:51 am

Basket Trading BALUDA'S CSS Crossovers

Post by illiquid »

Thanks for the update, TJF!

I am testing some setfiles without basket exit and there are the same problems: lots of small losses and some bigger winners. Many times the basket is up 20% and more, but I didn't find a way to bank in the gains. With exits like HGI or Didi it's nice that the losses are small, but also I give back too many pips. Well, that's the basic problem with trend following. Maybe the ATR-based tightening stop feature is a way to go, but I need more time and tweaking for this approach.
Looking at the equity curves it seems the best way would be some trailing stop for the whole basket. Something like the ATR-based tightening stop, but instead of ATR% using basketgain%. What do you think about this?

A HAPPY NEW YEAR TO ALL MEMBERS!!!

Illiquid
MathiasJ
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Posts: 146
Joined: Thu Mar 17, 2016 9:39 pm
Location: Sweden

Basket Trading BALUDA'S CSS Crossovers

Post by MathiasJ »

illiquid » 31 Dec 2016 10:50 wrote:Thanks for the update, TJF!

I am testing some setfiles without basket exit and there are the same problems: lots of small losses and some bigger winners. Many times the basket is up 20% and more, but I didn't find a way to bank in the gains. With exits like HGI or Didi it's nice that the losses are small, but also I give back too many pips. Well, that's the basic problem with trend following. Maybe the ATR-based tightening stop feature is a way to go, but I need more time and tweaking for this approach.
Looking at the equity curves it seems the best way would be some trailing stop for the whole basket. Something like the ATR-based tightening stop, but instead of ATR% using basketgain%. What do you think about this?

A HAPPY NEW YEAR TO ALL MEMBERS!!!

Illiquid
Hi!
Trailing for baskets is on its way :)
BR
Mathias
Raj4x

Basket Trading BALUDA'S CSS Crossovers

Post by Raj4x »

MathiasJ wrote:Hi!
Trailing for baskets is on its way :)
BR
Mathias
Happy 2017 everyone! :) :cheer:

Thanks Mathias, that feature will be very interesting to play with and maximize profits.

Cheers :xm:
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TraderJoeForex
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Joined: Fri Mar 08, 2013 10:29 pm
Location: South London

Basket Trading BALUDA'S CSS Crossovers

Post by TraderJoeForex »

TraderJoeForex » Fri Dec 30, 2016 11:49 pm wrote:
Quick update ahead of next week ... In my continued testing to address some of the weaknesses from my M5H1D1 set the one with most potential also seems to be the one of the most simple.

Here instead of using three timeframes for diff and delta I just use the most important one .. D1.
I still keep the Global Trend Filter on H1 too. This seems to get into trades a bit quicker and close baskets a bit quicker on average so far.

I tried this setup with a non basket approach some time ago (http://www.stevehopwoodforex.com/phpBB3 ... 03#p149403) but lots of small losses wipe out the bigger gains. I am still experimenting with this non basket set using H1 HGI trend arrows for entry and M15 for exit to refine further but have not really made a great deal of progress no thanks to the sleepy market at this time of year. So I also decided to try a less is more approach with a basket too and here is this new set below:

In the past 10 days it has banked a fair bit more than M5H1D1 +8.2% magic 3 vs +5.3% magic 1 (...although drawdown has been proportionately higher too so it's not a clear advantage yet).

I am attaching here for those that may wish to test .. I would like to see what happens with different Global Trend Filter delta settings since this is something I have not really got as far as tweaking yet.

This is definitely NOT for a live account yet. Just because it has shown promise for me in the past 10days is no indication of how it will perform once some volatility comes back into play in January. Hopefully very well but we need to test more and see.

:arrrg: sorry.. just realized I still had the GTF exit activated on this set file. The 5 peeps that already downloaded will need to turn that off or use this one. Now corrected in original post too.
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TraderJoeForex
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Joined: Fri Mar 08, 2013 10:29 pm
Location: South London

Basket Trading BALUDA'S CSS Crossovers

Post by TraderJoeForex »

illiquid » Sat Dec 31, 2016 8:50 am wrote:Thanks for the update, TJF!

I am testing some setfiles without basket exit and there are the same problems: lots of small losses and some bigger winners. Many times the basket is up 20% and more, but I didn't find a way to bank in the gains. With exits like HGI or Didi it's nice that the losses are small, but also I give back too many pips. Well, that's the basic problem with trend following. Maybe the ATR-based tightening stop feature is a way to go, but I need more time and tweaking for this approach.
Looking at the equity curves it seems the best way would be some trailing stop for the whole basket. Something like the ATR-based tightening stop, but instead of ATR% using basketgain%. What do you think about this?

A HAPPY NEW YEAR TO ALL MEMBERS!!!

Illiquid
Yes true so trailing basket stop will be interesting to test for sure .. thanks Mathias!

...I am also looking at a new method of pair selection to be included each day based on D1 chart potential swing turning points. The idea being that signals following this point in price action will have highest probability of success and the furthest to run. Will post more on this if it works out in the weeks ahead.
MathiasJ
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Joined: Thu Mar 17, 2016 9:39 pm
Location: Sweden

Basket Trading BALUDA'S CSS Crossovers

Post by MathiasJ »

Hi All!
Now it is time for a New Stable version and that is 5.30

This version is considered stable enough although there are still things to improve.
I am aware that I still have some work to do on the Helpfile but I don't want to wait with the publishing of the latest version.

I will continue doing updates of my EA along the way.

If you use Global Market Trend in any previous version then make sure you save your settings and then add it again to the new version as the parameters have changed names due to the renaming.

Trailing Baskets didn't make it to this stable release but I will add it to coming drafts.

Follow this link for more info:
http://www.stevehopwoodforex.com/phpBB3 ... 97#p150897

Enjoy!
Mathias
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WorldsEnd
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Basket Trading BALUDA'S CSS Crossovers

Post by WorldsEnd »

TraderJoeForex » 02 Jan 2017, 09:25 wrote:
:arrrg: sorry.. just realized I still had the GTF exit activated on this set file. The 5 peeps that already downloaded will need to turn that off or use this one. Now corrected in original post too.
TJ, thanks a lot for the .set file! Are you still using Mathias simplified version of his dashboard EA? Or are you back to the normal one?
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TraderJoeForex
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Basket Trading BALUDA'S CSS Crossovers

Post by TraderJoeForex »

WorldsEnd » Mon Jan 02, 2017 7:53 pm wrote:
TJ, thanks a lot for the .set file! Are you still using Mathias simplified version of his dashboard EA? Or are you back to the normal one?
ahh yes.. this set was made using the 5.28 full version. It should load into the new one ok too.. just need to check the GTF is enabled correctly.
lionsden
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Joined: Mon Dec 05, 2011 2:04 pm

Basket Trading BALUDA'S CSS Crossovers

Post by lionsden »

Hey guys been pretty quiet out here. Are we all having great success? I hope so and wish many green pips for the new Years!

Ciao
Lionsden
KeithM
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Location: Noosa

Basket Trading BALUDA'S CSS Crossovers

Post by KeithM »

Going well on my end. These are my results on a $5,000 AUD live account trading from mid-November
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