v11f USD 100 (retired) (By Raiden)

The user has deleted this system.

v11f USD 100 (retired) Discussion

Nov 27, 2010 at 09:08
1,924 Views
20 Replies
Member Since Nov 27, 2010   244 posts
Nov 30, 2010 at 17:38
2010-11-29 2000GMT Fed Chairman Bernanke Speaks - Crash logic? Left running to see.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Dec 01, 2010 at 09:40
post-2010-11-29 2000GMT apparently not. :)

Regardless, USDJPY exposure lowered to minimum.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Jan 25, 2011 at 04:30
2011-01-25 1940GMT BOE Gov King Speaks Speaks - Bad for logic. Left running to see. Expect large DD before recovery or even catastrophic failure.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Jan 26, 2011 at 08:44 (edited Jan 26, 2011 at 08:48)
post-2011-01-25 1940GMT Good call on event influence. Lucked out on profit exit.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Jan 26, 2011 at 09:30
2011-01-26 1915GMT FOMC Statement; Fed Fund Rate - Bad for logic. Left running to see. Expect craziness. Quick profit from choppiness possible or volatility filters might catch movement. Or catastrophic failure.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Jan 27, 2011 at 00:44
post-2011-01-26 1915GMT Choppiness at 1915 as expected, quick profit taken.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Feb 02, 2011 at 21:36
2011-02-02 VPS down. Accounts on other VPS posted 0.47% gain.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Feb 03, 2011 at 18:46
2011-02-03 17:30 Fed Chairman Bernanke Speaks
2011-02-04 01:00 FOMC Member Kocherlakota Speaks
and
skewing due to unusually large movement earlier from
10:00 EUR Retail Sales m/m
12:45 EUR Bid Rate
13:30 EUR ECB Press Conference
13:30 USD Unemployment Claims
13:30 USD Prelim Nonfarm Productivity q/q
13:30 USD Prelim Unit Labor Costs q/q
15:00 USD ISM Non-Manufacturing PMI
15:00 USD Factory Orders m/m

Unwise to trade, left on for failure-handling analysis.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Feb 04, 2011 at 01:14
post 2011-02-04 01:00 Surprisingly chill, no action all fronts.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Feb 10, 2011 at 10:47
2011-02-10 1900GMT Federal Budget Balance - Risky
Consistency above all.
Member Since Nov 27, 2010   244 posts
Feb 11, 2011 at 01:41
post 2011-02-10 1900 GMT Federal Budget Balance Actual -49.8B Forecast -69.5B, and
Surprisingly mellow movements, 5-7 pips

Note current Egyptian turmoil, window coincided with President Hosni Mubarak speech

No BK logic, skirting on thin ice. Drop just at exit.
Consistency above all.
Member Since Feb 16, 2010   1332 posts
Feb 15, 2011 at 22:11
Why don't you trade real account?
"In trading, winning is frequently a question of luck, but losing is always a matter of skill."
Member Since Nov 27, 2010   244 posts
Feb 16, 2011 at 14:07 (edited Feb 16, 2011 at 14:07)
forexma posted:
    Why don't you trade real account?
I use v15 on real accounts, definitely not v11. I have manual oversight for certain events and while the trades are in play. With certain movements I can decide to lax the dynamic SL logic, something I'm working on now for the next iteration. Proving to be more difficult than anticipated but I'll plug at it until I get there.

The demos here I just let them run purely on the logic to see how they would perform by themselves.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Feb 16, 2011 at 14:07
2011-02-16 1900 GMT FOMC Meeting Minutes, Treasury Sec Geithner Speaks

Again these events really screw up the movements. Left on to see failure-handling.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Feb 17, 2011 at 00:19
Post 2011-02-16 1900 GMT Movements fairly chill.

Took early sell, solid 8.2 pips. Didn't take later buy. Retest AType.
Consistency above all.
Member Since Feb 20, 2010   152 posts
Mar 05, 2011 at 06:14
Nice looking charts Raiden,

Would you care to share anything about the strategy or logic you are using? Scalping? Short term profit, etc.?

Curious why you trade USD/Yen I can't get much action out of this pair technically.

 Have you looked into Euro Yen? I see a lot of traders have luck with the pair as i do. It correlates well with 15 min time frame in terms of certain technical indicators, and if using a momentum system as i do the moves are usually extended enough to get in and get some profit before things turn. Just curious about your thoughts here.

GL with trading and development.

Wayne
A strategy must significantly profit in a 10 year backtest to have a chance in Live trading - Mine Does!
Member Since Nov 27, 2010   244 posts
Mar 05, 2011 at 17:28
Hi Wayne,

PM for you. :)
Consistency above all.
Member Since Nov 27, 2010   244 posts
Mar 11, 2011 at 10:18 (edited Mar 11, 2011 at 10:20)
2011-03-11 'Black Swan' event, massive 8.9 Richter scale earthquake hits Japan about 3.5 hours back.(0630 GMT) JPY strengthened across the board insanely. Had it happened in trading window, v16 smart SL logic would not have caught it. Test to failure for this. Implement 3rd layer hard SL logic.
Consistency above all.
Member Since Nov 27, 2010   244 posts
Mar 12, 2011 at 05:34
2011-03-12 Coming out of the trading week and programming mindset, it just hit me that the comment above comes off as rather mercenary in light of the tragedy and loss of life. One can sometimes get too entrenched in work.

Sentiments aside, look for infrastructure plays. Steel and sand probably. Going to hell one trade at a time. Sigh...
Consistency above all.
Member Since Nov 27, 2010   244 posts
Mar 16, 2011 at 22:18 (edited Mar 16, 2011 at 22:28)
2011-03-16 (1715 EST, 2115 GMT)

INSANE movements.
GBPJPY -530 pips
EURJPY -430 pips
AUDJPY -390 pips
USDJPY -320 pips
CADJPY -330 pips
CHFJPY -220 pips

USDCHF -170 pips
GBPCHF -310 pips
EURCHF -200 pips

AUDUSD -100 pips
GBPAUD +130 pips
EURAUD +170 pips
AUDNZD +160 pips
AUDCAD -120 pips

Another 'Black Swan' in a week, and this time smack in the middle of window plus after trades opened. Great data obtained. USDJPY hit fixed SL. EURGBP got out in profit. Velocity filters prevented recoveries and re-entries. System quite robust as is.
Add another current bar velocity filter to be safer.
Consistency above all.
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