Mixed (R01-R03, S01, Manual) | 2010.11.30 - present | IBFX (Od Raiden)
Użytkownik usunął ten system.
Mixed (R01-R03, S01, Manual) | 2010.11.30 - present | IBFX Omówić
Uczestnik z Nov 27, 2010
244 postów
Jan 25, 2011 at 06:25
2011-01-25 1940GMT BOE Gov King Speaks Speaks - Bad for logic. Left running to see. Limitation in v15 will prevent catastrophic failure.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Jan 26, 2011 at 08:36
(edytowane Jan 26, 2011 at 08:41)
post-2011-01-25 1940GMT Good call on event influence. Dynamic SL kicked in nicely. R 10.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
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.
Uczestnik z Nov 27, 2010
244 postów
Jan 26, 2011 at 14:58
(edytowane Jan 26, 2011 at 14:58)
Raiden posted:
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.
v15, no catastrophic failure.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Jan 27, 2011 at 00:47
post-2011-01-26 1915GMT Choppiness at 1915 as expected, volatility filters active. No trade. Separate pass/fail display for each for better analysis.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 02, 2011 at 21:38
2011-02-02 VPS down. Accounts on other VPS running posted 0.47% gain.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
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.
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.
Uczestnik z Nov 27, 2010
244 postów
Feb 04, 2011 at 01:15
post 2011-02-04 01:00 Surprisingly chill, no action all fronts.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 08, 2011 at 00:28
post 2011-02-08 window
1. v11 2nd entry better than v15. Retest with A2S logic.
2. Shift start +8min to obtain some data of bar for filter1.
3. Smart SL might be too tight. Retest with K2.
1. v11 2nd entry better than v15. Retest with A2S logic.
2. Shift start +8min to obtain some data of bar for filter1.
3. Smart SL might be too tight. Retest with K2.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 10, 2011 at 02:01
(edytowane Feb 10, 2011 at 02:01)
post 2011-02-09 window action:
1. Entry 0.85 -> 1.0
2. Exit K1 -> K2
1. Entry 0.85 -> 1.0
2. Exit K1 -> K2
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 10, 2011 at 04:36
Backtests show Entry should stay as 0.85
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 10, 2011 at 10:37
(edytowane Feb 10, 2011 at 10:46)
K2 will not catch a slow trending market in time before heavy losses incurred.
Default K2, K1 triggered by longer TF volatility
Default K2, K1 triggered by longer TF volatility
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 10, 2011 at 10:43
2011-02-10 1900GMT Federal Budget Balance - Risky
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 11, 2011 at 01:39
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 change to BK limits. Safer.
Surprisingly mellow movements, 5-7 pips
Note current Egyptian turmoil, window coincided with President Hosni Mubarak speech
No change to BK limits. Safer.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 14, 2011 at 09:16
(edytowane Feb 14, 2011 at 09:35)
2011-02-14 Working on incorporating reversal logic into smart SL
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 15, 2011 at 02:42
2011-02-14 Triggered on v11 and unlisted v15 a/c's. Write to journal/file for filter action?
Pros:
1. Have a log of why entry was/wasn't done
Cons:
1. Write per tick fail might flood log/file
2. Possible signature for blocking of trades
Pros:
1. Have a log of why entry was/wasn't done
Cons:
1. Write per tick fail might flood log/file
2. Possible signature for blocking of trades
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 15, 2011 at 21:15
Phoar... really hitting a wall here. Reversal logic itself is an entirely new EA. Going to take a month, and probably more than that. Identified at least 8 scenarios that must be pursued and tested.
Lofty goal here is to build v16 such that it will catch up and exceed v11's performance.
Lofty goal here is to build v16 such that it will catch up and exceed v11's performance.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 16, 2011 at 13:57
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.
Again these events really screw up the movements. Left on to see failure-handling.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 17, 2011 at 00:33
Post 2011-02-16 1900 GMT Movements fairly chill.
Didn't take early sell. Took later buy, 3.5 pips. Retest AType. Re-do display with multiplier factored in.
Didn't take early sell. Took later buy, 3.5 pips. Retest AType. Re-do display with multiplier factored in.
Consistency above all.
Uczestnik z Nov 27, 2010
244 postów
Feb 23, 2011 at 14:30
2011-02-21 Loss due to slippage in fast market, test with BiK=2
Consistency above all.
