Hedge trading spieler system derived from futures spread trading

Exactly.

i gave the lots position with 10k of K
i am sure you can do the maths depending on your personal margin at your broker

leg think :
Be carefull be very carefull......
That is not the way it works there is a trick to avoid a big loss in case......
patience i said is 50% of your work if no more.

Hi
Just to make sure that it is ok to use 10% of the margin to start your trades . Bad money managment burnt me severly and it is still hurting

in your case I would start with 500$ postions. so 2x 500= 1000$ for the first positions. So you are able to open at least 5 more positions.
better would be a 25k account and 1k positions.

just my 2 cents.

#Am I right that the ratio of the size for the two positions should be
1 :1,6 in these days?#

No 1 / 1.5 maximum and 1.4 very soon

ok. then I have a little mistake in the logic of calculation.
Can you explain the calculation if you don't mind.

I thougth we have to look at the EUR/CHF which price is 1,6xxx
--> 1:1,6

You must look at the base currencies you are going to trade, which are EURUSD and USDCHF. So 1 EUR against 1 USD. To determine the lots you have to look at the value of the EURUSD pair.
So EUR:USD which now is near 1 : 1.4727.

Ok I see. Your help is appreciated. Thank you.

need to be market neutral in usd as close at possible

ok.

decorelation at the moment around -0,19% / -0,20% on my setup.
What is your system showing Spieler?

btw: are you from Germany? I am from Munich.

systeme is -0.25% but i have to wait more because i have 1/2lot long at 1.6190
if no position entry possible
i am not german despite my pseudo

we are close to a long entry

I am long 1 pos. from 1.6173. Will buy again at 1.6150.

161.65 was the entry and why 161.50???

long 1.6150 1 lot

Just a small contrib. A bit of effort could come up with something way more useful than this but here are a few little script I whipped up to play with this system.

Up : Open a pair of positions. You would use Up when the Spillman indicator is negative. Up simply means you wan to profit when it goes... up.

Down : ...well down.

Each script encodes the comment field with a letter. First trade you place will open two legs with A, next trade two with B etc. This is to allow other scripts indicators and EA's to easily find the pairing information.

Close : This script will close all trades with a certain comment, for example A. When you drag this one to the window you have to place something in the input field. The case must be exact, just to make sure you are doing what you expect. You might have to Go Tools>>Options\Expert advisor's and Enable The EA's in order for this to work.

I use a modified version of these against oil contracts on a live account mostly to reduce the amount the market moves between opening and closing the legs. These scripts are not elegant but they have not cause any problems for me yet. Test them in demo first an use them at your own risk.

Long at 1.6162

EU @ 1.4716
UC @ 1.0984

I closed my shorts from yesterday and I start anew Long / Long (merry-go-round !).

Thks a lot Mister Spieler !

Spieler, Often my entry/TP levels are different from daily excursions +-.25% entry/TP levels. Sometimes they are the same. Usually pretty close. I bought 1st pos. at 1.6173 which was -2 standard deviations on H1 120 period linear regression channel. Pos. 1/1.47 lots. 1.6150 corresponds to -3 standard deviations, the level at which I add second position, which will be 2/2.94 lots. Total after second entry will be 3/4.41 lots. Before I was making 1st entry at +-1 standard deviation, but I think +-2 standard deviations is better, safer. Pippo ps. for some reason my order to buy at 1.6150 has not been filled yet, but according to chart it should have been. We have so many things against us in this business. P