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Basket Trading BALUDA'S CSS Crossovers
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Author:  TraderJoeForex [ Sun Oct 16, 2016 9:51 pm ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

Boulder » Sun Oct 16, 2016 7:01 pm wrote:

I've indicated GBPJPY and EURJPY there, let's concentrate on them for a second.



I haven't been able to be in front of my computerscreen and follow this up closely, but it seems a bit weird that both the entry conditon and exit condition happen so quickly, one right after another.. It may really be that SuperCSSDiff{H4} is much more reactive than I suspected and thus that Min_SuperCSSDiff{H4} = 0.8 as a constraint for both entry and exit is simply too weak. Therefore I'm going to up this to 1.3 for both and hope that it holds. Can anybody confirm that he/she has seen superCSS{H4} being volatile enough to swing from positive to negative values in relatively short periods of time?
Perhaps the easiest way to see the volatility expressed by the settings of this indi is to put a 7LWMA on the chart and I would expect to see a lot of whipsaw in those sections of chart you have highlighted.

The 7LWMA is not exactly the same since the CSS is based on TMA slope as far as I am aware but looking back with the 7LWMA is as close as we can get visually without filming the TMA in real time.

When there is a CSS cross on the current candle then I think price is crossing the MA essentially and we know there are plenty of ocassions with plenty of whipsaw where price is trying to pick a side. Even though you are not using 0 point as price approaches it is the same deal. I am not sure what the solution to this will be although using a closed candle for exits (shift 1) may help?
Author:  Boulder [ Mon Oct 17, 2016 12:10 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

TraderJoeForex » Sun Oct 16, 2016 11:51 pm wrote: Perhaps the easiest way to see the volatility expressed by the settings of this indi is to put a 7LWMA on the chart and I would expect to see a lot of whipsaw in those sections of chart you have highlighted.

The 7LWMA is not exactly the same since the CSS is based on TMA slope as far as I am aware but looking back with the 7LWMA is as close as we can get visually without filming the TMA in real time.

When there is a CSS cross on the current candle then I think price is crossing the MA essentially and we know there are plenty of ocassions with plenty of whipsaw where price is trying to pick a side. Even though you are not using 0 point as price approaches it is the same deal. I am not sure what the solution to this will be although using a closed candle for exits (shift 1) may help?
Well here are 2 I caught in live action:
GBPJPY.png
NZDUSD.png
Since SuperCSSDiff{H4} is the only exit mechanism, then there seems to be something wrong as there is truly no reason for those 2 trades to exit there. So good thing and relief is though that the SuperCSS on the H4 is not as sensitive as I feared it to be and therefore the current candle can luckily be used for both entry and exit. The trouble with shift=1 for H4 is that we'll have to wait for potentially 4 hours before we can take an action - which is really a loooong time since we know that markets can move substantially quite quickly. Remember that TMA's, CSS's and HGI's power rather lies in displaying "the here and the now".

Just to make sure again Mathias these are should be correct right?
Entry 1.png
Entry 2.png
Exit 1.png
Exit 2.png
Cheers,

Aram
Author:  rapple [ Mon Oct 17, 2016 12:17 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

Hi Aram

Not sure if this helps but if you have both the CSS H4 Diff Entry and Exit min set to 1.3 would that not cause the open and close to happen simultaneously?

Cheers Richard
Author:  MathiasJ [ Mon Oct 17, 2016 12:29 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

We found an annoying bug in 5.19 so now Draft 5.20 can be found in the other thread:
http://www.stevehopwoodforex.com/phpBB3 ... 64#p148164

If you downloaded 5.19 last Friday then you should download this 5.20 instead.
BR
Mathias
Author:  Boulder [ Mon Oct 17, 2016 12:31 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

rapple » Mon Oct 17, 2016 2:17 am wrote:Hi Aram

Not sure if this helps but if you have both the CSS H4 Diff Entry and Exit min set to 1.3 would that not cause the open and close to happen simultaneously?

Cheers Richard
Hi Richard,

Well that's what I tried at first but received lots of those errors nonetheless. I then asked Mathias' help and he wrote me this:
MathiasJ wrote: Have you tried Exit Diff with Min 2?
It is a bit tricky to explain the exit functionality but in this case having Min 2 it means that it must pass 2 on the other side.
Let me explain:
In normal Diff and Min=2 then if Currency1 - Currency2 > 2 it means a Buy.
In corresponding Exit Diff and Min=2 if Currency2-Currency1>2 it means CloseBuy.

I may rethink the meaning of the configuration if it is not logical to grasp.
Maybe I should change it to your thinking that in case of a Buy if it reverse to -2 then it should Close then it would be natural with Min=-2
If I understood you right then you have a good point and I will consider changing the meaning.
Maybe I'm something missing in the other settings??

Here's another one I caught:
NZDCHF.png
Cheers,

Aram
Author:  Boulder [ Mon Oct 17, 2016 12:33 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

MathiasJ » Mon Oct 17, 2016 2:29 am wrote:We found an annoying bug in 5.19 so now Draft 5.20 can be found in the other thread:
http://www.stevehopwoodforex.com/phpBB3 ... 64#p148164

If you downloaded 5.19 last Friday then you should download this 5.20 instead.
BR
Mathias
Hoora! Gracias Mathias :clap: :clap: :clap:
Author:  rapple [ Mon Oct 17, 2016 12:40 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

Boulder wrote: Hi Richard,

Well that's what I tried at first but received lots of those errors nonetheless. I then asked Mathias' help and he wrote me this:
MathiasJ wrote: In normal Diff and Min=2 then if Currency1 - Currency2 > 2 it means a Buy.
In corresponding Exit Diff and Min=2 if Currency2-Currency1>2 it means CloseBuy.
Maybe I'm something missing in the other settings??

Cheers,

Aram
[/quote]
Thanks Aram...I also thought that it maybe setup as Mathias described above (sorry missed that post). Hope Mathias and you can work it out

ps. really enjoy experimenting with this bot Mathias...hope I can add some value with some demo accounts I am running :clap: :clap:
Author:  Boulder [ Mon Oct 17, 2016 1:24 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

rapple » Mon Oct 17, 2016 2:40 am wrote: Thanks Aram...I also thought that it maybe setup as Mathias described above (sorry missed that post). Hope Mathias and you can work it out

ps. really enjoy experimenting with this bot Mathias...hope I can add some value with some demo accounts I am running :clap: :clap:
Good stuff Richard :good: :good:

Mathias I've just detected another such closure:
NZDCHF.png
Have you reversed the logic perhaps?

Cheers guys and thanks for your magnificent work Mathias! :party: :party:

Aram
Author:  MathiasJ [ Mon Oct 17, 2016 7:26 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

Boulder » 17 Oct 2016 03:24 wrote: Good stuff Richard :good: :good:

Mathias I've just detected another such closure:

Have you reversed the logic perhaps?

Cheers guys and thanks for your magnificent work Mathias! :party: :party:

Aram
Hi!
No logic is changed in that area.
What did you expect to happen?
I think I need the setfile in order to fully understand.
There might be combinations that are not compatible eg. if using OPERATION_Opposite together with corresponding Exit indicator but need more information before I can tell in this situation.

BR
Mathias
Author:  Zennor [ Mon Oct 17, 2016 9:01 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

Boulder » Mon Oct 17, 2016 2:24 am wrote: Good stuff Richard :good: :good:

Mathias I've just detected another such closure:


Aram
Aram try setting Diff 1 and 2 to

Diff 1 min 0.1
Diff 1 max 99.0

This is what I am using for my settings and the trades will only get triggered on absolute changes.

Zennor
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