Hedge trading spieler system derived from futures spread trading

1,6095 need the turbo NOWWWWWWWWWWWW

LOL..we need the NITRO!!!!

if we can break 1,0170 on usd/chf the profit is gonna be very good

Can someone please tell me where I can get the +/- .25, .5% etc? Can I use CNBC values? I do not have Prorealtime because I have to pay.

Thanks Spieler for sharing your system with us. I think this hedge system would be great for me because I find that the market just waits for me to enter a trade and immediately turns and go the other way, lol.

I am amazed at your question, there is an indicator on this tread that will show the figures, please read the posts in the tread.

Closed today positions at +0.25% for 10 pips profit
Re-enter again short at +0.25% :

shor EURUSD @ 1.5835
short USDCHF @ 1.0164

I like it !
Thx Spieler !

Are you talking about Spielershedge DivergenceStdDev_v3? If so, is there a certain setting I have to set it because the values I am getting do not correspond with others. Right now, 2:41pm est, it is showing -.68%, is this correct?

Sorry, my apologies, I had it on the wrong chart. Pays to be a pro in demo before going live!

close 1/2 of my trade at -.41 (entry @ -.66 + .25 = .41 all base don Mon's numbers) or looking at today's numbers @ +.22

Total profit on that half of trade is $151.08

Hi Spieler,

With this system it seems you would have to spend many hours in front of your PC.

Waiting to enter a trade..... manage the trade.... and exit the trade.
Am I missing something?

~Mike

Hi,

I'm posting a screenshot of the trade I entered today. If someone could comment on this I would appreciate it.

I placed the trade when the EA_v2.4 indicated that the spread was .25% and it alerted to enter short.

It's nearly zero now (0.02%) and the whole time since entry it has been unprofitable. I am using the default settings in the EA. I haven't made many trades with this, but all of them have ended being losers slightly by the time the correlation has gone back to zero.

Can someone suggest what I'm doing wrong here?

Thanks,
PD

Hi...


I think everyones concern is when this happens again....and looking at the daily charts on screen....it would have happened a few times this year already.....the question is ..what if it had moved down for one more day.


I think that there has to be a way to let a trade run if you are in the right direction going into a trend....this hard and fixed rule about closing a trade where we except it may run further against us on entries....we have fixed one side while the other is variable.

For this down trend.....we were in the right direction in the previous trade but we exit because of a number...no other reason...and so had to trade against a trend move...instead of going with it..

Have been reading along since the beginning. I have thought that deviations on a single regression channel may be used as a trigger to buy/sell the hedge. The target would be the median line, or an excursion of one deviation interval rather than any set retracement percentage. For example sell hedge at .75 standard deviations above the median line. Target is the median line. If price of EUR/CHF continues to move against position and reaches 1.5 sds above median line sell hedge again. First target is .75 sds above median line, second is median line. If price continues to move against position and reaches 2.25 sds above median line. Correct!! Sell hedge again. First target is 1.5 sds above the mean, second is .75 standard deviations above the mean, third is median line, etc., etc. A capitulation value may be established at some interval where one has simply taken too much heat for comfort, and the dreaded (large scale) paradigm shift is suspected. Remember, it is tricky to understand regression channel data, because the regression channel is always in process, that is, continously being drawn (repainting), and price values had different positions relative to the median line in the past than they have at the moment the chart/channel is being observed. Any thoughts...? J'attends avidement vos reponses. P

hi..


well one thing I like about this idea is that it is simple....I dont want to add any indicators....I would maybe like to use price chg to retain the main simple system.

Hi All,
Im new to this thread,
Thank you Spieler for bringing this thread.
As a new comer, I just like to contribute my simple indicator,
it will take 2 input ( daysback & noSundayBar )

let say you have opened positions from yesterday, and yesterday closed at -0.63%, and today is +0.26 %, then the total % is= -0.37%
for this situation, just set daysback = 1
if your position started from 3 days ago, then set daysback = 3

interbank platform has sunday bar, if you dont want to include that bar on your calculation, then set noSundayBar=true

"I think everyones concern is when this happens again....and looking at the daily charts on screen....it would have happened a few times this year already.....the question is ..what if it had moved down for one more day."

It had moved down an other day or an other couple of days no problem we would have work th eposition the way we did and generate some profits the time correlatrion is back.

So far i am green on this trade i cut yesterday second one at +0,25 before going to bed.
I should have wait 0,34% as announced but as i missed the 3rd trade having been away i find it confortable to cut this one with a small profit.

I was +5k at one moment, thi smorning i am even again.
It happens sometimes that we have to keep a position several days it represents perhaps 20% of the case maximum.
usualy it is more a long then a short then a long........

pippototamus.

You are perfectly right and what you wrote is what i do.

About repainting in my first post i said that the correlation is always changing of barycentre.
So you dont have to say was X 1 month ago so going to get back to X that is why i work my position otherwise i should have just to wait after having taken a position.

"Waiting to enter a trade..... manage the trade.... and exit the trade.
Am I missing something?"

yu missed the point that trading is my full time business.
before spreading i was scalping ( first on equities doing several markets) then futures doing the same working 15 hours per day because i wanted to get an hedge over other traders.
With spread i can miss a trade no problem i can leave hours like yesterday i know that usually th eposition is not supposed to be a huge looser during that time because of correlation.
If it goes against a lot i will put an other one when back.
Of course i have to monitor but not being concentrated like when you scalp for pips all the day long doing hundreds of trades.

And the stress i svery low for me with this system i built

SAPIEMAS

your formula is good but does not take into account the deviation of the correlation which does not remain the same.
eur/chf worth X today in 1 week it will worth Y and Y will be my new zero standard.
The only case i take into account days before today is when there is a big trend like 2 days ago .

I just see that 2 hours ago the hedge was good for us i was up 7K too bad to sleep

pistol

i cannot download your file i dont know why.
It is not possible to go from +0,25% to zero without a profit or you have 20 pips spread on your paires
are you sure you go long/long or short/short andnot a mixl ong/short?

And dont forget patience .
dont get an idea and judge the system within 2 days of trading.
What you can see is even when the trend is against us we were abble to get even at least , profitable if you took the trade i gave the entry point yesterday hours before it occured.
Think about it
The trend will not be ever against us and you will see days with 2 /3 trades long then short etc with very good profit.
It is only on forum that 100% of the trades are winners buying on the low of the day and selling at the top