TraderJoeForex » 05 Oct 2016, 15:34 wrote:
Oooops... max trades per pair on the same candle should be 1 not 10 for this. Now corrected above and here:

qvintus » Thu Oct 06, 2016 12:13 pm wrote:
Hi TJF.
Thanks for your always kind sharing. I noticed in your setfile that you had set Tokyo open from 02, it´s 03 GlobalPrime time.
I also notice that you changed the CSS_Diff shift to 0 from the older setfile that had shift 1.

TraderJoeForex » Thu Oct 06, 2016 12:42 pm wrote:4th basket ... now this is getting fun. Maybe It could survive being extended to 24/5...

Gertje » Thu Oct 06, 2016 1:46 pm wrote: .
I seriously doubt that......

During the night the lot goes into huge DD, and then recovers during London/ NY session.
[Zennor file, need to check yours too]
My gut still tells me to take 1-2% during London and call it a day.

Zennor » Thu Oct 06, 2016 1:08 pm wrote:
Gertje you were not trading this during the Monday night/Tuesday morning when 5 x 1.2% baskets were closed, by far my most profitable trading period has been during the night, last night was very quite but is the reason I intend to continue to trade this 24/5. So far this week 1727 trades made, account is up 14.5%, Max DD @14%.

Tuesday London session was like last nights session where a large-ish DD was seen and it was during the night time that the account recovered..

Far too early to be making adjustments or drawing any conclusions at this stage. :hi:

TraderJoeForex » Thu Oct 06, 2016 3:07 pm wrote:I agree with both of you

All I am thinking is that with delta used alongside diff as I am doing then new positions are only opening when the slope is the right direction AND accelerating. So in theory where there is a pullback against the position no more positions are entered until it is turning back accelerating in the right direction again. So perhaps running for the second half of each session (where price often retraces) may not be a big issue in this case and any pairs where price just keeps accelerating will still provide the benefit.

I am very interested to see whether just mtf CSS cross or mtf CSS diff with delta or HGI (or both even?) proves more consistent over these next few weeks of forward testing.

I must admit I was struggling a bit with the session times so have changed my VPS and set file to GMT. I have used EUR open and close for London rather than London and this gives each session 9 hours of trading for the respective currencies instead of restricting to just 3.

... Maybe this will be too much but it solves the problem of a basket going the wrong way without new trades opening to counterbalance in the dead time between shorter trading hours.

TraderJoeForex » 06 Oct 2016 16:07 wrote:I agree with both of you

All I am thinking is that with delta used alongside diff as I am doing then new positions are only opening when the slope is the right direction AND accelerating. So in theory where there is a pullback against the position no more positions are entered until it is turning back accelerating in the right direction again. So perhaps running for the second half of each session (where price often retraces) may not be a big issue in this case and any pairs where price just keeps accelerating will still provide the benefit.

I am very interested to see whether just mtf CSS cross or mtf CSS diff with delta or HGI (or both even?) proves more consistent over these next few weeks of forward testing.

I must admit I was struggling a bit with the session times so have changed my VPS and set file to GMT. I have used EUR open and close for London rather than London and this gives each session 9 hours of trading for the respective currencies instead of restricting to just 3.

... Maybe this will be too much but it solves the problem of a basket going the wrong way without new trades opening to counterbalance in the dead time between shorter trading hours.