Basket Trading BALUDA'S CSS Crossovers

[syberiapoya]

I just wanted to say thanks to TJF...

The new M5H1D1 set made 7.5% last week. In comparison, the old H1D1 set (without GMT) made 10.5% but had a higher drawdown.

[lionsden]

Sure Diego,

I need to update anyway.

Since my post Friday (closed 6 baskets)--I have closed another 3--total 9. Balance from $7728.48 to 7812.99 ($84.51). 9 baskets in 6 trading days—still maintain target of 1.5 per day. Aim after 9 baskets to be on $7787.84—so $7812.99 still ahead of the curve. I have changed my basket TP % to 1.5%...so the spreadsheet calculation below from basket 10 onwards is 1.5%.

I have been stuck in this basket since yesterday morning 04h57 and has been down to -$700 which has dropped the draw down to 9%. I’m waiting for the EA to trade its way out of this scenario.

Baskets Balance x 1%
1 7191.94 71.92
2 7263.86 72.64
3 7336.50 73.36
4 7409.86 74.10
5 7483.96 74.84
6 7558.80 75.59
7 7634.39 76.34
8 7710.73 77.11
9 7787.84 77.88
10 7865.72 x1.5% 117.99
11 7983.70 119.76
12 8103.46 121.55
13 8225.01 123.38
14 8348.39 125.23
15 8473.61 127.10
16 8600.72 129.01
17 8729.73 130.95
18 8860.67 132.91
19 8993.58 134.90
20 9128.49 136.93
21 9265.42 138.98
22 9404.40 141.07
23 9545.46 143.18
24 9688.64 145.33

Diego,

Open trades as requested. Account not $9k yet—that’s the aim after 16 trading days. But this should give you an accurate idea of lot sizes with an account size of $7813.

Symbol Action Lots
EURJPY Buy 0.18
AUDCAD Sell 0.23
EURAUD Buy 0.13
CADJPY Buy 0.2
AUDUSD Sell 0.26
CADJPY Buy 0.2
EURCAD Sell 0.14
EURJPY Buy 0.18
AUDCAD Sell 0.23
AUDCAD Sell 0.23
EURAUD Buy 0.13
GBPCAD Sell 0.09
AUDJPY Buy 0.19
GBPCAD Sell 0.09

Thanks for sharing this information. I am in the same trades from the same timeframe of entry you stated. Only difference is all my trades are fixed at .01 lot size as per the original set file i believe.

Lionsden

[lionsden]

Update:

That basket closed. New one opened!

Wow!

[TraderJoeForex]

I just wanted to say thanks to TFJ...

The new M5H1D1 set made 7.5% last week. In comparison, the old H1D1 set (without GMT) made 10.5% but had a higher drawdown.

... you are welcome and great to see all the positive results

[lionsden]

I just wanted to say thanks to TFJ...

The new M5H1D1 set made 7.5% last week. In comparison, the old H1D1 set (without GMT) made 10.5% but had a higher drawdown.

... you are welcome and great to see all the positive results

I agree. Thanks TraderJoeForex! your research and testing have paved the way with MathiasJ's coding. All the comments from the rest of the folks in this thread as well have been much appreciated. And lets not forget Steve for giving us a home to put it all!

Thanks to All whom have contributed!

Lionsden

[lionsden]

Update:

That basket closed. New one opened!

Wow!

Update Again: New one closed also!

and another open.

Rinse and repeat!

thanks

[toc17]

I agree. Thanks TraderJoeForex! your research and testing have paved the way with MathiasJ's coding. All the comments from the rest of the folks in this thread as well have been much appreciated. And lets not forget Steve for giving us a home to put it all!

Thanks to All whom have contributed!

Lionsden

Yes! Impressive work guys!!

I have some tests running based on TradeJoe's sets, and all of them are making approx 0.5%-1% x day. So the system is very solid, we can play with it without broke it!!

Can I suggest a new option for calculate lot sizes?

Because:
- We are trading baskets for profit in cash
- And Mathias's EA normalize Lots for pips (option Lot based on ATR, Factor and Balance)

I mean, 1 pip made in an ***USD pair
- is less cash than 1 pip made in an ***GBP pair,
- and more cash than 1 pip made in an ***CAD or ***AUD pair, for example

The option I suggest is to normalize also for cash, so, for example:
- Now EURGBP lot size is around 0.12 for 11000 in Balance
- Cash normalized lot size will be 0.12 / Ask(GBPUSD), around 0,12 / 1,24 = 0.09

Mathias, please find attached the routine I use for this, I think it works as intended

Thanks!! :hi:
Jose
[Edited to change calc_lot_size.mq4, because the old had a bug]

[MathiasJ]

I agree. Thanks TraderJoeForex! your research and testing have paved the way with MathiasJ's coding. All the comments from the rest of the folks in this thread as well have been much appreciated. And lets not forget Steve for giving us a home to put it all!

Thanks to All whom have contributed!

Lionsden

Yes! Impressive work guys!!

I have some tests running based on TradeJoe's sets, and all of them are making approx 0.5%-1% x day. So the system is very solid, we can play with it without broke it!!

Can I suggest a new option for calculate lot sizes?

Because:
- We are trading baskets for profit in cash
- And Mathias's EA normalize Lots for pips (option Lot based on ATR, Factor and Balance)

I mean, 1 pip made in an ***USD pair
- is less cash than 1 pip made in an ***GBP pair,
- and more cash than 1 pip made in an ***CAD or ***AUD pair, for example

The option I suggest is to normalize also for cash, so, for example:
- Now EURGBP lot size is around 0.12 for 11000 in Balance
- Cash normalized lot size will be 0.12 / Ask(GBPUSD), around 0,12 / 1,24 = 0.09

Mathias, please find attached the routine I use for this, I think it works as intended

Thanks!! :hi:
Jose

Hi Jose!
I note down your suggestion.
I plan to implement it later.
BR
Mathias

[MathiasJ]

Hi!
New Draft 5.28
Enabled use of exotic symbols with CSS if WeighAllSymbols=false

This is interesting news for those who want to trade USDSEK or other exotic symbols with CSS!

http://www.stevehopwoodforex.com/phpBB3 ... 31#p149931

Enjoy!
Mathias

[krzysiekqq2]

Hi All,

I want to share my results after almost 2 months playing with MHC. This is first week where EA did not gave away gains in second half of the week. Previous weeks were neutral at the end. It is too early in days, but direction in set up development is progressing well.

I had 2 sets with MN 23524 having only 1 trade per symbol and 23528 having 2 trades per symbol. Even I trade basket closure, I have exit condition on D1 Diff as you noticed. I also close profitable trades 15 min before news automaticly. This worked nicely this week. I trade 15 pair excluding NZD and CHF. Also my account is ECN and min lot is 0.1, thus I have factor of 0.15 when calculating actual lot based on equity.

I wanted to thanks to all for their inputs in last 2 months, partularly Mathias for great EA, Zenor for starting basket trading and TJF giving strong analyses to his set ups.

Many pips to all.
Krzysiek