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Hedge trading spieler system derived from futures spread trading

  • #1,181
  • Aug 15, 2008 10:18pm Aug 15, 2008 10:18pm
spieler-

Question on ratios. If the ratio changes during a series of enrties made to build a position do we use differant ratios for each entry as it changes or stick with ratio used on the first entry ? Thanks
  • #1,182
  • Aug 15, 2008 11:07pm Aug 15, 2008 11:07pm
Quoting spieler
you guys have only 2 or 3 lots and you are already playing panic on board

The more you loose the more you gonna win with this system.

So far my potential lost represents 0.75% of the capital ( without taking into account that this position already gave me 80 pips profits) .

Next step waiting -0.25% under friday or sunday close or 0.50%.
I dont know yet because i have 2.5lots ( error from me i should have cut this one in profit easy ).

So everything normal so far , we cannot make only a lot and get out with average profit we need big ones sometimes and big ones start with average loss with this system.

Your attitude is normal because lack of confidence because lack of practice on the system.
That s why you have to practice 3 months demo before jumping real , You have time dont rush.
So dont try to invent new rules like waiting mm or stos or i dont know why..........

we will see if there is an other drop of 100 pips as suggered in a post, No problem having 200 pips against us ,
So far i have only 27 pips lost on the 2 last ones and more on the half position.
trade safe and have a great week end
spieler-

How only 27 pips DD so far on last 2 entries?

Entry made at 1.6150 must have DD of over 50 pips at the moment?
  • #1,183
  • Aug 16, 2008 1:45am Aug 16, 2008 1:45am
Maths speak :

1 lot 161.50
1lot 161.10 ( -0.25%)

average 161.30
closed 161.03

average loss 27 pips on 2 lots that is nothing
  • #1,184
  • Edited 2:18am Aug 16, 2008 1:56am | Edited 2:18am
Quoting spieler
Maths speak :

1 lot 161.50
1lot 161.10 ( -0.25%)

average 161.30
closed 161.03

average loss 27 pips on 2 lots that is nothing
Ah..average loss. That's a good way to calculate it on all entries and totaly correct.

So now if more entries made to build this position will you keep the same ratio as Lot1 or adjust on each new entry?

Also the rule of always cutting shorts after max 10 days. If you can't close the first half lot entered to build this position after 10 days will you just close that one or all lots in the position and start building new position again?
  • #1,185
  • Aug 16, 2008 3:03am Aug 16, 2008 3:03am
positions always the same

I am long not short so i get interests swap .
  • #1,186
  • Aug 16, 2008 4:53am Aug 16, 2008 4:53am
Yesterday i entry at 1,6103 eurchf -0,57%

+0,3 lots usdchf = 1,0972
+0,2 lots eurusd = 1,4678

I hope a good correction ...
  • #1,187
  • Aug 16, 2008 6:57am Aug 16, 2008 6:57am
Quoting spieler
positions always the same

I am long not short so i get interests swap .
spieler-

Of course, we are long so the rule does not apply but when we do need to apply it, do we close ALL entries in the position or just the one that is more than 10 days old?
  • #1,188
  • Aug 17, 2008 5:51am Aug 17, 2008 5:51am
Spieler,

Is there a connection between the speed of the decorrelation and the speed of the recorrelation? For example, on Friday we had a relatively quick decorrelation. Do you now expect that the recorrelation will be equally quick?
  • #1,189
  • Aug 17, 2008 9:09am Aug 17, 2008 9:09am
spieler-

Sorry, another question which I forgot to add to my earlier post.

Can you please clarify the rule about waiting for interday moves before making your next entry.

You have always said '0,25 and then 0,50 but that is for an intraday trade.
Imagine you are in long at -0,25% we close at -0,40% the ea will tell you tomorrow to get in at -0,10 ( -0,50 from the first entry) but me I say NO enter at -0,25 again to secure your trade in case of a decorrelation becoming bad.

but you have also said 'if the price moves +/-0.50% from my last position I will always add another lot' This was when I asked you what we should do if there is no single interday move of 0.25 just smaller daily moves but over several days these smaller moves then add up to +/-0.50.

Can you please clarify. Thanks

  • #1,190
  • Aug 17, 2008 6:40pm Aug 17, 2008 6:40pm
"Of course, we are long so the rule does not apply but when we do need to apply it, do we close ALL entries in the position or just the one that is more than 10 days old?"



Usualy all
  • #1,191
  • Aug 17, 2008 6:41pm Aug 17, 2008 6:41pm
#Is there a connection between the speed of the decorrelation and the speed of the recorrelation? For example, on Friday we had a relatively quick decorrelation. Do you now expect that the recorrelation will be equally quick?#



NO
  • #1,192
  • Aug 17, 2008 6:44pm Aug 17, 2008 6:44pm
#You have always said '0,25 and then 0,50 but that is for an intraday trade.
Imagine you are in long at -0,25% we close at -0,40% the ea will tell you tomorrow to get in at -0,10 ( -0,50 from the first entry) but me I say NO enter at -0,25 again to secure your trade in case of a decorrelation becoming bad.

but you have also said 'if the price moves +/-0.50% from my last position I will always add another lot' This was when I asked you what we should do if there is no single interday move of 0.25 just smaller daily moves but over several days these smaller moves then add up to +/-0.50#

This is not contradictory 2nd rule applies but it is not 0.50% In every case of course can be 1% depending on how many lots we already get.
  • #1,193
  • Aug 18, 2008 1:59am Aug 18, 2008 1:59am
Quoting spieler
#You have always said '0,25 and then 0,50 but that is for an intraday trade.
Imagine you are in long at -0,25% we close at -0,40% the ea will tell you tomorrow to get in at -0,10 ( -0,50 from the first entry) but me I say NO enter at -0,25 again to secure your trade in case of a decorrelation becoming bad.

but you have also said 'if the price moves +/-0.50% from my last position I will always add another lot' This was when I asked you what we should do if there is no single interday move of 0.25 just smaller daily moves but over several days these smaller moves then add up to +/-0.50#

This is not contradictory 2nd rule applies but it is not 0.50% In every case of course can be 1% depending on how many lots we already get.
OK, think I understand. In the 1% zone with just 1lot opened, when we are waiting for interday move of 0.25, we could enter next lot on a total of smaller movements making 0.50. But when in 2% zone with say 2/3lots opened, when we are waiting for interday move of 0.50, we could enter next lot on a total of smaller movements making 1.0. And if waiting for interday move of 1.0 in next zone enter on total smaller moves of 2%.

Is that what you mean?
  • #1,194
  • Aug 18, 2008 2:07am Aug 18, 2008 2:07am
Spieler, thanks for your reply.

If it goes down today, are you going to add one more lot at -0.25% from Friday close?
  • #1,195
  • Aug 18, 2008 2:13am Aug 18, 2008 2:13am
Dont use this 0.50% rule .
i dont ever use it not bringing much to the system ( very sharp fine tuning sometimes add more pain than profit)

161.37 now position better than friday no ?
161.40 thehigh of today so far

news on chf in 3 minutes let see
not supposed to make a big moove but we never know in case of a big surprise
  • #1,196
  • Aug 18, 2008 2:20am Aug 18, 2008 2:20am
pipsalot

sorry to say that at this moment of the threat you have to answer to this question by yourself
  • #1,197
  • Aug 18, 2008 2:23am Aug 18, 2008 2:23am
We currently hold 2 lot on long,shall we make short entry at today -0.25?
  • #1,198
  • Aug 18, 2008 2:24am Aug 18, 2008 2:24am
Quoting spieler
pipsalot

sorry to say that at this moment of the threat you have to answer to this question by yourself

LOL, just wanted to double check, but that's ok

Total position now shows some profit
  • #1,199
  • Aug 18, 2008 2:27am Aug 18, 2008 2:27am
Just now i out 1 lot at 1.6146 .That today +0.25.
  • #1,200
  • Aug 18, 2008 2:28am Aug 18, 2008 2:28am
Quoting spieler
Dont use this 0.50% rule .
i dont ever use it not bringing much to the system ( very sharp fine tuning sometimes add more pain than profit)

161.37 now position better than friday no ?
161.40 thehigh of today so far

news on chf in 3 minutes let see
not supposed to make a big moove but we never know in case of a big surprise
spieler-

Thanks, understood.
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