Basket Trading BALUDA'S CSS Crossovers

Post by **Zennor** » Sun Oct 02, 2016 1:27 pm

MathiasJ » Sun Oct 02, 2016 2:15 pm wrote:
I try to use currency for like GBP or USD and symbol for GBPUSD.
I have had inconsistency in AvoidNews and have therefore changed the naming so that it is now consistent.
If there are more inconsistencies then I hope to correct that as well as it is two different things.

Mathias yours is a huge project and a few inconsistencies here and there are to be expected at this early stage of development.

I think we are slowly but surely getting in sync with the capabilities of this great EA and the huge potential that it has opened up for us to explore.

I think that I speak for all of us when I say that your work is very much appreciated.. :hi:

MathiasJ · Post by **MathiasJ** » Sun Oct 02, 2016 10:41 pm

Zennor » 02 Oct 2016 15:27 wrote:
Mathias yours is a huge project and a few inconsistencies here and there are to be expected at this early stage of development.

I think we are slowly but surely getting in sync with the capabilities of this great EA and the huge potential that it has opened up for us to explore.

I think that I speak for all of us when I say that your work is very much appreciated.. :hi:

Thanks!
Yes, the combinations are already unlimited so please explore the good ones.

And even more will come later...

BR
Mathias

KeithM · Post by **KeithM** » Mon Oct 03, 2016 6:06 am

Is there a way to configure the EA so it does the following:

- Trade H1 CSS crosses if H4 CSS is in alignment
- Then continue to open a trade in the direction of H1 CSS at the end of each H1 candle?

I am looking to test a variance of Zennor's original suggested strategy but only trade an H1 cross if H4 agrees. Then keep trading in the direction of CSS on the hour. I will only start hedging a pair if the CSS reverses for both H1 and H4.

I have attached a chart which may explain it better. In the example the blue box illustrates the London session. I would only have started trading this pair after the cross.

As I understand it, if I use CSSDiff then it would have started trading every candle from the beginning. If I use CSSCross it would only place a single trade at the end of the 5th candle.

MathiasJ · Post by **MathiasJ** » Mon Oct 03, 2016 6:42 am

KeithM » 03 Oct 2016 08:06 wrote:Is there a way to configure the EA so it does the following:

- Trade H1 CSS crosses if H4 CSS is in alignment
- Then continue to open a trade in the direction of H1 CSS at the end of each H1 candle?

I am looking to test a variance of Zennor's original suggested strategy but only trade an H1 cross if H4 agrees. Then keep trading in the direction of CSS on the hour. I will only start hedging a pair if the CSS reverses for both H1 and H4.

I have attached a chart which may explain it better. In the example the blue box illustrates the London session. I would only have started trading this pair after the cross.

As I understand it, if I use CSSDiff then it would have started trading every candle from the beginning. If I use CSSCross it would only place a single trade at the end of the 5th candle.

Hi Keith!
What you explain is something that I plan to support in next Round after this version is baselined.
Because I need to do some refactoring of the code before I can support it in an easy way.
In a coming version it will be possible to specify what indicators that must be aligned for 2+ trades.
In that way we can wait for the Cross as a start and then just look for Diff h1 and diff h4 every new your.
So just give me some more time

Again, the reason is that I try to create rules that are generic so that we can reuse it in different setups.
BR
Mathias

KeithM · Post by **KeithM** » Mon Oct 03, 2016 6:53 am

MathiasJ » Mon Oct 03, 2016 4:42 pm wrote:
Hi Keith!
What you explain is something that I plan to support in next Round after this version is baselined.
Because I need to do some refactoring of the code before I can support it in an easy way.
In a coming version it will be possible to specify what indicators that must be aligned for 2+ trades.
In that way we can wait for the Cross as a start and then just look for Diff h1 and diff h4 every new your.
So just give me some more time
Again, the reason is that I try to create rules that are generic so that we can reuse it in different setups.
BR
Mathias

Hi Mathias

Thanks! I wasn't sure if there was a way of doing it currently. You are doing an amazing job. For now I will use CSSDiff H1 and H4 and see how it performs in a basket at LO.

:hi:

KeithM · Post by **KeithM** » Mon Oct 03, 2016 10:43 am

CSSDiff H1 and H4 hit target this evening on the 3rd H1 candle. I had a few issues. Firstly, my "Max one open trade per Candle in timeframe" was set to current and I had my EA on a Daily chart.

The second issue was that it didn't close the basket at 1.5% the first time round (on the first candle). Not sure if this was because it only briefly went above 1.5% before dropping. I am currently on a very slow ADSL line which could also be the cause. I used MPBM to close out the basket second time round. It took so long that I was up 6% by the time it closed

I will move onto my VPS and try again tomorrow. If someone who has successfully used baskets with this EA wouldn't mind checking my set file and let me know if it looks correct. I am also interested in what happens once the basket is closed. Does the EA continue to trade? Can it be set to disable trading?

Thanks

Keith

MathiasJ · Post by **MathiasJ** » Mon Oct 03, 2016 11:00 am

KeithM » 03 Oct 2016 12:43 wrote:CSSDiff H1 and H4 hit target this evening on the 3rd H1 candle. I had a few issues. Firstly, my "Max one open trade per Candle in timeframe" was set to current and I had my EA on a Daily chart.

The second issue was that it didn't close the basket at 1.5% the first time round (on the first candle). Not sure if this was because it only briefly went above 1.5% before dropping. I am currently on a very slow ADSL line which could also be the cause. I used MPBM to close out the basket second time round. It took so long that I was up 6% by the time it closed

I will move onto my VPS and try again tomorrow. If someone who has successfully used baskets with this EA wouldn't mind checking my set file and let me know if it looks correct. I am also interested in what happens once the basket is closed. Does the EA continue to trade? Can it be set to disable trading?

Thanks

Keith

Have a lok at the setting MaxBasketsPerDay

KeithM · Post by **KeithM** » Mon Oct 03, 2016 11:12 am

MathiasJ » Mon Oct 03, 2016 9:00 pm wrote:
Have a lok at the setting MaxBasketsPerDay

Found it!

Post by **Zennor** » Tue Oct 04, 2016 9:08 am

Early days but this week has gotten off to a storming start.. Only changes from my original system is trading 24/5 and utilising the 4H filter with an emergency stop loss of 25% just so that I can monitor it to see how it performs. So far max DD is a little over 4%..TP is also amended to 1.2% due to high frequency of trading..

Kudos to Mathias the EA is performing flawlessly.. :hi:

one.jpg

Post by **Zennor** » Tue Oct 04, 2016 9:23 am

Another 1.2% basket just closed...