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Basket Trading BALUDA'S CSS Crossovers
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Author:  KeithM [ Mon Oct 17, 2016 9:07 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

Zennor » Mon Oct 17, 2016 7:01 pm wrote: 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
Zennor, how are your tests tracking?

Cheers

Keith
Author:  Zennor [ Mon Oct 17, 2016 9:12 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

KeithM » Mon Oct 17, 2016 10:07 am wrote:
Zennor, how are your tests tracking?

Cheers

Keith
Keith account took a 25% SL hit but still showing a 14.8% profit after 10 trading days. Gertje is also trading the setfile and did not have a SL set and he recovered the DD to close a basket so I'd say overall pretty good at the moment.
Author:  KeithM [ Mon Oct 17, 2016 9:44 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

Zennor » Mon Oct 17, 2016 7:12 pm wrote:
Keith account took a 25% SL hit but still showing a 14.8% profit after 10 trading days. Gertje is also trading the setfile and did not have a SL set and he recovered the DD to close a basket so I'd say overall pretty good at the moment.
Nice work guys. Are you still using your original set file? My account is up 31% but a lot of that is to do with the GBP spike the week before last and my lot sizes being too big. I have brought the sizing right down to try and get this wild horse under control ;)
Author:  Zennor [ Mon Oct 17, 2016 9:56 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

KeithM » Mon Oct 17, 2016 10:44 am wrote:
Nice work guys. Are you still using your original set file? My account is up 31% but a lot of that is to do with the GBP spike the week before last and my lot sizes being too big. I have brought the sizing right down to try and get this wild horse under control ;)
Gertje is trading the original so there was little point in both of us trading the same set file so I changed just one thing, dropped the 4H confirmation and started trading the D1 confirmation, other than that the setfile is the same.
Author:  TraderJoeForex [ Mon Oct 17, 2016 11:45 am ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

TraderJoeForex » Fri Oct 14, 2016 2:26 pm wrote:
Tuesday basket closed earlier for me too finally in profit 3days later with the settings I updated yesterday as well as a couple of additional manual recovery trades to speed things along. It looks like allowing more than 1 trade per pair may be the way to go. With D1 as the filter the trade numbers were still sensible although drawdown did double to just over 16% this morning so I am glad I didn't keep the basket SL at -15% with the extra trades. All the same quite happy with + 11% for the week in the end.

The demo account with my original set file but unrestricted max trades (1 every M15) hit a margin call this morning so we do need to be careful with this. I think I will stick with 3 as a sensible maximum per pair for me.

Preparing now for next week I have put together what I think I have learned this week into a new set file using M5 H1 D1 delta and diff:

I now think daily direction is more important than H4 when looking at the week ahead and if a basket does take more than a day or so to close we have more chance of price eventually going our way. I was looking at some charts and I think restricting the Diff to >2 is too much with delta too so I have relaxed this to 0.02. This means D1 can still be ranging rather than breaking out. Coupled with H1 and M5 diff and delta should still ensure accurate entries.

I see no reason to include HGI now as diff and delta came out on top for entries compared with trend arrow with my little mini test mid week

Adding Boulders idea of early exit for trades definately going the wrong way I have put an exit if H1 diff crosses 0 against the trade.

Max trades 3 means every M5 candle that there is a fresh signal so either stacking or averaging into a trade to build the position either way

Since risk is limited to one H1 market cycle I have adjusted risk to 1% per H1 ATR which also gives more equal bias across the pairs with my small account. I have not added a basket SL for now.

This set file is not a trading tart. I have only had a handful of positons open on demo since this morning so I will keep all pairs in this for now. Every SL hit will probably need a whole basket TP to balance out. Hopefully we'll have more baskets than SL .... although I am not sure so this will be demo only for me next week.

Have a great weekend everyone.
Had quite a few H1 early exits last night bringing a 5% loss to start the week.. same set file without the H1 exit has closed a few baskets already without any loss so I am thinking the early exit with this M5 H1 D1 set file may not be what I need or perhaps H4 exits like Boulder will give better room for the trades to breathe...
Author:  acostafulano [ Mon Oct 17, 2016 5:01 pm ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

Question for the experts:

I'm running:
3 x tests:

CsDiff >2 in H1, H4 and D1
New trades spaced between every hour as long as there is valid entry signal
0.01 Lots

Exit ONLY via Basket SL or Basket TP...

Test 1: TP US$6 / SL $120
Test 2: TP US$12 / SL $150
Test 3: TP US$20 / SL $200

My question is:

Would you reccomend using WEIGHallsymbols=TRUE or FALSE???

Opinions welcome :D

Diego
Author:  MathiasJ [ Mon Oct 17, 2016 5:12 pm ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

acostafulano » 17 Oct 2016 19:01 wrote:Question for the experts:

I'm running:
3 x tests:

CsDiff >2 in H1, H4 and D1
New trades spaced between every hour as long as there is valid entry signal
0.01 Lots

Exit ONLY via Basket SL or Basket TP...

Test 1: TP US$6 / SL $120
Test 2: TP US$12 / SL $150
Test 3: TP US$20 / SL $200

My question is:

Would you reccomend using WEIGHallsymbols=TRUE or FALSE???

Opinions welcome :D

Diego
Hi!
You don't state if the CSSDiff is with CSS_Super or CSS_Standard.
Historically it is more common to use CSSDiff CSS_Standard with WeighAllSymbols=true
and then use CSSDiff CSS_Super with WeighAllSymbols=false.

But as your Min value seem to be as high as 2 then I assume it is CSS_Super.

But the more uncommon combinations are maybe yet to be investigated! :)
Author:  acostafulano [ Mon Oct 17, 2016 5:41 pm ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

THanks!

I'm using super. Judging by the name, i'm assuming it's better than the non-super, amirite? :smile:

Thanks for the feedback. Right now demos are sitting at -100 DD, no TP hits closed (2 days trading).

Maybe i just need some trend to kick in. Too early to know.

Diego
Author:  Boulder [ Mon Oct 17, 2016 6:05 pm ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

acostafulano » Mon Oct 17, 2016 7:01 pm wrote:Question for the experts:

I'm running:
3 x tests:

CsDiff >2 in H1, H4 and D1
New trades spaced between every hour as long as there is valid entry signal
0.01 Lots

Exit ONLY via Basket SL or Basket TP...

Test 1: TP US$6 / SL $120
Test 2: TP US$12 / SL $150
Test 3: TP US$20 / SL $200

My question is:

Would you reccomend using WEIGHallsymbols=TRUE or FALSE???

Opinions welcome :D

Diego
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
Author:  TraderJoeForex [ Mon Oct 17, 2016 8:40 pm ]
Post subject:  Basket Trading BALUDA'S CSS Crossovers

Boulder » Mon Oct 17, 2016 6:05 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
Yes this would be really interesting... :)
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