stevehopwoodforex.com • Basket Trading BALUDA'S CSS Crossovers

Author:

Boulder [ Thu Oct 13, 2016 10:18 pm ]

Post subject:

Basket Trading BALUDA'S CSS Crossovers

The_Snowman » Thu Oct 13, 2016 11:16 pm wrote:Aram,

Although I am not presently using this EA, I was interested in the Volatility Chart idea as I believe ADR is very important to consider when trading.

With my broker at least, I see that around the cut-off of 8 pairs, there is much scope for these to either be in or out, did you consider that?

Also, you excluded GBPJPY, was that a misprint or am I missing the concept altogether?

Here are my results and the settings I used.

Thanks, John

Hi John,

Oh yeah I should've clarified the way I picked these 8 pairs and also made a mistake during the pair selection! GBPJPY should indeed not be the pair to exclude during the first round. Here are 2 annotated images that should clarify things:

First round.png

Second round.png

Thus the 8 pairs to exclude are:
EURCHF,AUDNZD,CADJPY,GBPUSD,CADCHF,AUDUSD,EURGBP,NZDJPY

I see there seem to be quite a few differences due to our brokers presumably. The overall list more or less looks the same though. I'm at Global Prime here btw.

The point is John this particular way of picking out pairs was to keep an overall equilibrium in terms of the weight/exposure we give to a particular currency. After round one (and the exclusion of those first 4 pairs), you'd be left with 24 pairs and would be trading every currency exactly 6 times. After the 2nd round, you'd be left with 20 pairs and would be trading every currency exactly 5 times. If you were to exclude those 8 pairs with the lowest daily ATR values (i.e. the ones you indicated), then you'd be excluding 5 CHF pairs leaving you exposed to CHF only through CHFJPY and GBPCHF - in other words you'd be heavily underinvested in CHF. Taking the other currencies of those 8 pairs into consideration now (which are only EUR,AUD,CAD and NZD), you're set of remaining 20 symbols is actually heavily skewed towards the currencies GBP and JPY.

Now this does by no measure whatsoever mean that it is 100% correct what I'm doing.. It merely is from my point of view the most logical way of thinking.

Cheers,

Aram

BTW: the settings seem stable as I'm experiencing no rapid opens and closures anymore!

I'm going to correct my pairs to exclude and fire up new instances. Now waiting only for Mathias to implement the balance thingy and we just might get somewhere..

stevehopwoodforex.com https://www.stevehopwoodforex.com/phpBB3/ Print view

Basket Trading BALUDA'S CSS Crossovers https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=4910	Page 36 of 67

Author:	MathiasJ [ Thu Oct 13, 2016 5:35 pm ]
Post subject:	Basket Trading BALUDA'S CSS Crossovers
fire580 » 13 Oct 2016 19:30 wrote:Can someone tell me where 5.17 is located for down load ? Thanks Try here: http://www.stevehopwoodforex.com/phpBB3 ... 93#p145281

Author:	fire580 [ Thu Oct 13, 2016 5:38 pm ]
Post subject:	Basket Trading BALUDA'S CSS Crossovers
Thanks for that fast response

Author:	The_Snowman [ Thu Oct 13, 2016 9:16 pm ]
Post subject:	Basket Trading BALUDA'S CSS Crossovers
Boulder » Fri Oct 14, 2016 2:27 am wrote: That being said, I ordered all 28 pairs according to their Daily 125-period ATRs and picked out the lowest values of pairs to be excluded. First set of 4 pairs to exclude with the lowest 125-period daily ATR: EURCHF,AUDNZD,USDCAD,GBPJPY Second set of 4 pairs to exclude: CADCHF,AUDUSD,EURGBP,NZDJPY So ultimately you'd have the 20 most volatile pairs to trade and be equally invested (to keep the balance) in all 8 currencies. Cheers Aram Aram, Although I am not presently using this EA, I was interested in the Volatility Chart idea as I believe ADR is very important to consider when trading. With my broker at least, I see that around the cut-off of 8 pairs, there is much scope for these to either be in or out, did you consider that? Also, you excluded GBPJPY, was that a misprint or am I missing the concept altogether? Here are my results and the settings I used. Thanks, John 2016-10-14_7-02-00.png 2016-10-14_7-06-27.png

Author:	TraderJoeForex [ Thu Oct 13, 2016 10:05 pm ]
Post subject:	Basket Trading BALUDA'S CSS Crossovers
saintalan » Thu Oct 13, 2016 3:27 pm wrote: TraderJoeForex » Thu Oct 13, 2016 3:20 pm wrote: Yes.. latest version.. and here is my template (with the latest SS) showing the same visually in case it's useful... Hi Joe, tried your H1D1 today and had a NZDJPY trade this afternoon which I would have thought Out of Session. Thanks Alan Check the session times in your EA settings, your PC or VPS time needs to be set to GMT and then as you say there should not be any NZD AUD or JPY trade opened after 8am GMT unless crossed with GBP,EUR,USD,CAD,CHF.

Author:	The_Snowman [ Thu Oct 13, 2016 10:37 pm ]
Post subject:	Basket Trading BALUDA'S CSS Crossovers
Boulder » Fri Oct 14, 2016 8:18 am wrote: Hi John, Oh yeah I should've clarified the way I picked these 8 pairs and also made a mistake during the pair selection! GBPJPY should indeed not be the pair to exclude during the first round. Thanks for quick response, makes total sense now, glad I was able to help with the GBPJPY

Author:	Boulder [ Thu Oct 13, 2016 10:40 pm ]
Post subject:	Basket Trading BALUDA'S CSS Crossovers
I've reduced the Diff_Min for both SuperCSS{H4}'s entry and exit from 1.0 to 0.8 and also corrected the pairs-to-exclude parameter. For those interested to tag along and experiment, I'm adding the set file.

Author:	Zennor [ Thu Oct 13, 2016 10:59 pm ]
Post subject:	Basket Trading BALUDA'S CSS Crossovers
patmontes » Thu Oct 13, 2016 4:32 pm wrote: Nice! How's 5.16 going? As I previously reported after 8 days trading and one 25% SL hit account is up 10%. I think that if and when Mathias changes the EA to allow fast exists but keeping the original Basket closure I will move over to that, however in the meantime I will continue on another account with reduced pairs traded which I am trying at the moment with a Daily filter on the 1H charts. Nothing definitive to report on that one at the moment..

Author:	Zennor [ Thu Oct 13, 2016 11:15 pm ]
Post subject:	Basket Trading BALUDA'S CSS Crossovers
Boulder » Thu Oct 13, 2016 11:40 pm wrote:I've reduced the Diff_Min for both SuperCSS{H4}'s entry and exit from 1.0 to 0.8 and also corrected the pairs-to-exclude parameter. For those interested to tag along and experiment, I'm adding the set file. Aram some very interesting ideas here. I look forward to seeing how this goes for you. :hi:

Author:	Boulder [ Thu Oct 13, 2016 11:39 pm ]
Post subject:	Basket Trading BALUDA'S CSS Crossovers
Zennor » Fri Oct 14, 2016 1:15 am wrote: Boulder » Thu Oct 13, 2016 11:40 pm wrote:I've reduced the Diff_Min for both SuperCSS{H4}'s entry and exit from 1.0 to 0.8 and also corrected the pairs-to-exclude parameter. For those interested to tag along and experiment, I'm adding the set file. Aram some very interesting ideas here. I look forward to seeing how this goes for you. :hi: Cheers sir Zennor!

All times are UTC	Page 36 of 67
Powered by phpBB® Forum Software © phpBB Limited