Basket Trading BALUDA'S CSS Crossovers

desi · Post by **desi** » Tue Oct 18, 2016 11:40 pm

MathiasJ » Oct 18th, '16, 18:59 wrote:
Can you send me the setfile?

Here you go.

Post by **Boulder** » Tue Oct 18, 2016 11:42 pm

MathiasJ » Wed Oct 19, 2016 1:09 am wrote:
Hi Aram!
You really give us a lot to digest!
To your response now: Something happens after second basket. You have a big loss there.
Could it be that one or more trades are closed by ExitCriteria and that actually was the only trades opened in that basket?
In that case you actually had four baskets but basket number 3 was closed at a loss due to ExitCriteria and maybe News settings. After that a new basket was started and finished.
Can you confirm if my analysis is correct?

Edit: Another verification: Is this the only EA running on that account?
BR
Mathias

Hi!

Here's some confirmation:

Basket.png

This is also the only EA that is running on this account as I believe it is not really wise to run this in combination with any other EA whatsoever.

Thanks Mathias

Aram

Post by **Boulder** » Tue Oct 18, 2016 11:53 pm

Also I checked the numbers and indeed:

Balance 2.png

MathiasJ · Post by **MathiasJ** » Wed Oct 19, 2016 6:24 am

Boulder » 19 Oct 2016 01:42 wrote:
Hi!

Here's some confirmation:

This is also the only EA that is running on this account as I believe it is not really wise to run this in combination with any other EA whatsoever.

Thanks Mathias

Aram

Thanks for that.
It seems like the saving of start balance is not working for you.
For me it works, but I will skip saving that to file and instead use GlobalVariables for storing in next version.
It should work better.
Until then it is based on currentbalance.

And I agree on the thinking on having only one EA per account.
I do have some demo accounts with some EAs working at the same time, but will never have it live.

BR
Mathias

Post by **acostafulano** » Wed Oct 19, 2016 10:51 am

Hello Boulder,

Unfortunately I don't have too much testing capacity so I need to be very selective with what I choose.

Iv'e decided to stick with SUPER CSS + WeighAll=False based on the feedback and my initial results (which seem alright!)

I'm going to set up a couple of extra demos now (5 total) and share myfxbook links/setfiles in a bit

Diego

Boulder » Mon Oct 17, 2016 1:05 pm wrote:
Hey Don Diego

Good question there! Would you be able (if you have enough capacity of course!) to add 3 more instances with exactly the same set files but this time the standard CSS instead of SuperCSS? Would be cool to see which outperforms which. My feel at the moment is that the SuperCSS is more suited for basket-trading as it is a more reactive/sensitive indicator than the standardCSS. This especially allows for timely individual trade exits, but is also more prone for getting chopped out. I sadly haven't got much capacity left to set up these equivalent standardCSS instances. Here's to SuperCSS working out! :youknow:

Cheers,

Aram

Post by **TraderJoeForex** » Wed Oct 19, 2016 11:33 am

TraderJoeForex » Mon Oct 17, 2016 10:37 pm wrote:
... +5% today for my set without early exit

+16% for this week now .. but got that midweek stuck basket feeling since yesterday

At least I can see all open trades are still aligned with D1 direction so that helps me be patient.

Trading 24/5 I think there is going to be a point every week where after a number of successful baskets things just get stuck as if there is a global retrace across all pairs which is just part of the ebb and flow.

The icing on the cake with this strategy would be if there was a way of not building any more baskets when the global price action has started turning. This got me thinking back to Baluda's Global Market trend indicator based on the original CSS and wondering whether it can help here. Maybe just for manual guidance for now when to trade, when to continue with more baskets, when to stop etc. Going to watch this alongside for the rest of this week and see what comes up: http://www.stevehopwoodforex.com/phpBB3 ... f=88&t=629

Post by **TraderJoeForex** » Wed Oct 19, 2016 12:41 pm

Here is what I see to start with.. Where the H1 global market trend was sharply decreasing recently (from trend back to ranging) correlates with where my baskets got stuck this week and last week. I have added a red line to highlight these days. So what I am thinking is to only build baskets when the H1 global market trend is turning up from the bottom and make it the last basket as it levels out at the top. Have no idea whether this will keep corrlelating but just an idea I am going to play with....

MathiasJ · Post by **MathiasJ** » Wed Oct 19, 2016 1:38 pm

TraderJoeForex » 19 Oct 2016 14:41 wrote:Here is what I see to start with.. Where the H1 global market trend was sharply decreasing recently (from trend back to ranging) correlates with where my baskets got stuck this week and last week. I have added a red line to highlight these days. So what I am thinking is to only build baskets when the H1 global market trend is turning up from the bottom and make it the last basket as it levels out at the top. Have no idea whether this will keep corrlelating but just an idea I am going to play with....

Good that you evaluate this.
If it is good then I can add it as a filter.
BR
Mathias

Post by **TraderJoeForex** » Wed Oct 19, 2016 3:24 pm

Now look at this afternoon.. H1 Global Market Trend curving nicely back up towards D1 and cha ching.. my basket closes followed by another 8 in quick succession taking me to + 24% this week.

Now the drawdown did get a bit heavy on that last basket this morning so if I had used the Global Market Trend indi yesterday perhaps I could have avoided the drawdown.

Will see if I can gauge when to stop before the next turn. I will make this new current basket my last (after all 9 baskets in a day is pretty good going!) and see what happens next. Now If this works then coding the delta of Global Market Trend as an option could just be an awesome filter....

Post by **Boulder** » Wed Oct 19, 2016 5:06 pm

TraderJoeForex » Wed Oct 19, 2016 5:24 pm wrote:Now look at this afternoon.. H1 Global Market Trend curving nicely back up towards D1 and cha ching.. my basket closes followed by another 8 in quick succession taking me to + 24% this week.

Now the drawdown did get a bit heavy on that last basket this morning so if I had used the Global Market Trend indi yesterday perhaps I could have avoided the drawdown.

Will see if I can gauge when to stop before the next turn. I will make this new current basket my last (after all 9 baskets in a day is pretty good going!) and see what happens next. Now If this works then coding the delta of Global Market Trend as an option could just be an awesome filter....

Very nice Joe! I'll have to have a look at that one too. Seems to be a great filter indeed.

Things from my end are super steady.. Here are some more thoughts:

exposure 1.png

Exposure 2.png

Exposure 3.png

Exposure 4.png

Exposure 5.png

Would this be much of a hassle to implement Mathias? I promise after this my money & risk management ideas are getting compeltely depleted and I won't ask for more

Cheers guys

Aram