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Attachments: Zeusjoes Market-Neutral Hedge Strategy
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Zeusjoes Market-Neutral Hedge Strategy

  • #421
  • Jul 27, 2008 3:47pm Jul 27, 2008 3:47pm
Hi,

I am struggling with this system at the moment, I understand how we are suppose to trade this system with price deivation from a pair that is not 'synched'.

Can someone please outline the indicators to use and how to use them?

Thanks,
Vip
  • #422
  • Jul 27, 2008 3:54pm Jul 27, 2008 3:54pm
Quoting guess121
Hi,

I am struggling with this system at the moment, I understand how we are suppose to trade this system with price deivation from a pair that is not 'synched'.

Can someone please outline the indicators to use and how to use them?

Thanks,
Vip
SwingMan is the only one with full knowledge of the indicators.
The system has never been finalized. It's still being developed.
  • #423
  • Jul 27, 2008 4:14pm Jul 27, 2008 4:14pm
Quoting billbss
SwingMan is the only one with full knowledge of the indicators.
The system has never been finalized. It's still being developed.
1. you are wrong
2. you are right

1. I think the only one who applied the indicators is Andrew.

I have bought the Ehrman book earlier, and today because I had nothing to do , I programmed the oscillator and the RSI for the oscillator.
I have only briefly tested visualy from M1 until H1. It seems that for some trades one must entry 2 or 3 trades in the same direction (like SpielersHedge).

2. This is a completely new concept, and maybe we can find reasonable rules for trading.
  • #424
  • Jul 28, 2008 11:14am Jul 28, 2008 11:14am
I took a trade last night and liquidated it this morning based on SwingMan's NeutralHedge oLogPriceDiff.ex4 and closed it too early but made $464 (demo). Looks very promising.

If you look at my chart I drew vertical red lines where I entered and closed. The SynchBar didn't really help me, unless I'm using it wrong.

How does this look to you guys, SwingMan and mrkam?

--Mike
Attached Image (click to enlarge)
Click to Enlarge Name: HedgeTrade_7-28-08.gif Size: 57 KB
  • #425
  • Jul 28, 2008 12:50pm Jul 28, 2008 12:50pm
Spikey,

next time you make 500$ live !

Only a point about your chart: the indicator NH v4.4 repaints, and you can see red and blue histogram lines in the same level. For time to time refresh the indicator, and you become a correct image.
  • #426
  • Jul 28, 2008 3:24pm Jul 28, 2008 3:24pm
Quoting SwingMan
Thanks Andrew for your note !

I have programmed the normalized divergence (with Bollinger Band 20, 2), and the RSI for this oscillator.
You can try this tools. I think that the trading informations are very good.
For oscillator values above 2-3 StdDev, crossing the BB, and RSI under 30 or 50, the long signals are very clear (maybe clearer as from the nacked price differences).
.
Many thanks to SwingMan for laser sharp entry/exit in NeutralPrice Oscillartor_v1 which is my top choice for trading the correlation pair of EURUSD/USDCHF working in all time frames from M5 to H4. Even better and very appreciated is to have two alarms with turning on/off options one for entry and one for exit in two different or distinctive sounds.

Cheers
  • #427
  • Jul 28, 2008 3:33pm Jul 28, 2008 3:33pm
Hi Swingman,

What are the parameters

MaxBars = Max bars to calculate?
Open close differences = not too sure?

Can we have a time to start calculating attached to this, indy rather than date and time?

Thanks,
Vip





MaxBars
Quoting SwingMan
Please check this indicator, I think is not identical with magictrader calculations...
.
  • #428
  • Jul 28, 2008 3:49pm Jul 28, 2008 3:49pm
Quoting pseudoforex
laser sharp entry/exit in NeutralPrice Oscillartor_v1 which is my top choice for trading the correlation pair of EURUSD/USDCHF working in all time frames.
I think so , we must only be careful not to cut finger!

For alarms please remmber me in the next days, but I don't know which are for you the entry/exit points.
I must SEE trades from you or other members.
  • #429
  • Jul 28, 2008 3:53pm Jul 28, 2008 3:53pm
Quoting guess121
What are the parameters

MaxBars = Max bars to calculate?
Open close differences = not too sure?

Can we have a time to start calculating attached to this, indy rather than date and time?
I must change a little the indicator in the next days.
MaxBars is the period of calculation, but is better to take a start time.
  • #430
  • Jul 28, 2008 3:57pm Jul 28, 2008 3:57pm
Yes I am lookling at the day deviation from 00:00 and see how volatile a pair can be on any time frame.

Quoting SwingMan
I must change a little the indicator in the next days.
MaxBars is the period of calculation, but is better to take a start time.
  • #431
  • Jul 28, 2008 4:02pm Jul 28, 2008 4:02pm
Today I've made for this positions 109 pips, but drawdown was over 150 pips. It was because I was enter with threshold about 12 pips when HedgeRange was about 30 pips. Next time I need to wait for larger threshold.
Attached Image (click to enlarge)
Click to Enlarge Name: EU_GU1.JPG Size: 203 KB
  • #432
  • Jul 28, 2008 4:39pm Jul 28, 2008 4:39pm
Quoting magictrader
Next time I need to wait for larger threshold.
I think so.
But, you must try to use the other indicators, maybe help you (logDiff and the last two "laser" indicators NeutralPrice and RSI).
  • #433
  • Jul 28, 2008 7:27pm Jul 28, 2008 7:27pm
Quoting SwingMan
I think so.
But, you must try to use the other indicators, maybe help you (logDiff and the last two "laser" indicators NeutralPrice and RSI).
SwingMan:

What indicators (and versions of them) do you recommend be on our charts? Can you post a template with a setup that you recommend?

We do need to come up with some thresholds to trigger trades and set alarms (with email alerts).

Thanks again SwingMan!

-
  • #434
  • Jul 29, 2008 1:10am Jul 29, 2008 1:10am
Quoting Spikey
What indicators (and versions of them) do you recommend be on our charts? Can you post a template with a setup that you recommend?

We do need to come up with some thresholds to trigger trades and set alarms (with email alerts).
In my post #417 is the chart with the NeutralPrice indicators. You must try if they are OK for your trading or not (I'm only programmer and haven't time to trade...).
For alerts can you or other members tell me when you need alerts (cross of the Bands? cross of the zero line?, RSI below 30 or above 70?). They are many possibilitys.
  • #435
  • Jul 29, 2008 1:36am Jul 29, 2008 1:36am
i see Markam has been banned

How useful is that?

Just when things were getting going
  • #436
  • Jul 29, 2008 2:57am Jul 29, 2008 2:57am
Hello, anyone try chart overlay build in DealBook? This function was all the time in GFT's platform but I never use it.

I'll test it.
Attached Image (click to enlarge)
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  • #437
  • Jul 29, 2008 3:48am Jul 29, 2008 3:48am
Actually, I'm using with success chart overlay in FXCM, it's default, like in Dealbook 360. This one I'm using it's pretty accurate, I don't know about Dealbook, you have to try....If the hedge positions are reaching profit, then I think it must be ok!
Ex. yesterday I have maked over 1,000 USD in a 5,000 USD acct, only with EU/GU....
I don't say
  • #438
  • Jul 29, 2008 4:10am Jul 29, 2008 4:10am
Quoting dragosd1
Actually, I'm using with success chart overlay in FXCM, it's default, like in Dealbook 360. This one I'm using it's pretty accurate, I don't know about Dealbook, you have to try....If the hedge positions are reaching profit, then I think it must be ok!
Ex. yesterday I have maked over 1,000 USD in a 5,000 USD acct, only with EU/GU....
Way to go dragosd!

Would you be so kind as to put up your charts for the period and explain your entry/exit points?

Many thanks & keep up the good work!

David
  • #439
  • Jul 29, 2008 6:19am Jul 29, 2008 6:19am
Quoting billbss
Zeusjoes' method of trading this may be the simplest and best way. He told how he did it in his first two or three posts.

He opened up a long G/J and a short EJ on a demo platform and kept them open..

He watched the "Profit" column to judge when they were out of correlation and traded accordingly.

That's about as simple and direct as you can get. Maybe an indicator that could give a graphic picture of that profit or loss. There would be no repainting. It would be possible to go back historically and determine thresholds.
can not agree more..

btw, i use daily percentage change rather than open demo account..If the difference is too much between EUR/USD and GBP/USD, ill enter the market...so far its doing good..
  • #440
  • Jul 29, 2008 6:44am Jul 29, 2008 6:44am
What percent change do you use for entering ?
How do you tell buy or sell the pair ?
are you using some type of percent indicator ?

Quoting Andrie
can not agree more..

btw, i use daily percentage change rather than open demo account..If the difference is too much between EUR/USD and GBP/USD, ill enter the market...so far its doing good..
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