I should say in a basket system this might be similar to what T101 does... basically saying if the anchor gets dislodged and the lowest prev position replaces it... its time to buy the basket and vice versa... this is applying background and might or might not work consistently.
Someone here used only 3 pairs and traded any pairs that had positive phantoms and all real trades of those pairs were always in profit.... that might follow more of a true hedge since you most likely will complete the hedge in real trades... whereas with it now you most likely won't since we have 6 out of 14 pairs and the chances of those 6 being the biggest winners in the same ratio to create the hedge during whipsaw is alot smaller than just having 3 symbols.
Ofcourse the drawback is only have 3 is not spreading out your eggs enough and could lead you to a quicker path to failure. (local optimum in genetics algorithm optimization) which means you have a solution that works locally... but is still a failure globally.
Too much testing lol... I think we have to figure out a way to port it to Java for Dukascopy platform.
Someone here used only 3 pairs and traded any pairs that had positive phantoms and all real trades of those pairs were always in profit.... that might follow more of a true hedge since you most likely will complete the hedge in real trades... whereas with it now you most likely won't since we have 6 out of 14 pairs and the chances of those 6 being the biggest winners in the same ratio to create the hedge during whipsaw is alot smaller than just having 3 symbols.
Ofcourse the drawback is only have 3 is not spreading out your eggs enough and could lead you to a quicker path to failure. (local optimum in genetics algorithm optimization) which means you have a solution that works locally... but is still a failure globally.
Too much testing lol... I think we have to figure out a way to port it to Java for Dukascopy platform.