Looks as though there is a problem with E/J, and U/J in the indicator you posted. Separation anxiety??
Vincit qui se vincit.
scooby-doo BOJ JPY pairs trading robot
- #3,441
- Nov 26, 2009 10:20am Nov 26, 2009 10:20am
- Joined Apr 2007 | Status: vincit qui se vincit | 6,251 Posts
Vincit qui se vincit.
- #3,444
- Nov 26, 2009 10:28am Nov 26, 2009 10:28am
- Joined Oct 2008 | Status: Sailing for pips | 2,099 Posts
NO.
We should not go down the divergence route on this thread.
It's becoming confusing enough for some and is near its final conclusion.
- #3,445
- Nov 26, 2009 10:29am Nov 26, 2009 10:29am
I can't believe the GBP has gone from 148.118 to 142.711 against the JPY in less than a week. 5,407 points!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
I said it before and I say it again.....UKPLC is fcuked.
Are we seeing the last roll of the dice before the GBP is forced to join the EUR maybe ?
- #3,448
- Nov 26, 2009 10:43am Nov 26, 2009 10:43am
- | Commercial User | Joined Apr 2007 | 8,331 Posts
We should only hedge the biggest loser in a loop starting with a 1/10th the original lot size for that trade.
Unless someone has a better plan ?
- dd hits 10%: gj is biggest loser, so hedge 10% of the original.
- x ticks later, EJ is the biggest loser, so hedge 10% of the original
- x tickes later, gj is the biggest loser again, so hedge a further 10%
and so on?
Sounds like a good plan to me.
- #3,449
- Nov 26, 2009 10:45am Nov 26, 2009 10:45am
- | Commercial User | Joined Apr 2007 | 8,331 Posts
>> steve
Is not the correct digit detection is :
if (dig == 3 || dig == 5)
I am not sure but it's generally coded like that.
- #3,451
- Nov 26, 2009 11:01am Nov 26, 2009 11:01am
- | Commercial User | Joined Apr 2007 | 8,331 Posts
I am also surprised with :
extern string st="Use format yyyy.mm.dd h:mm";
extern datetime NoTradeUntil = D'22.11.2009 22:00';
have we to input 2009.11.22 rather than 22.11.2009 ??
Later it's correct
extern string newi="Use format yyyy.mm.dd h:mm";
extern datetime NextPublicHoliday = D'2009.12.22 22:00';
- #3,452
- Nov 26, 2009 11:07am Nov 26, 2009 11:07am
- Joined Jul 2009 | Status: Trader | 2,158 Posts
The next 5 years are going to be critical for GBP. I am not shaw where the wealth will re-emerge from, the tax base will shrink, financial institutions will go overseas taking their top people with them, imports will go up, exports will go down, taxes will rise and the IMF will blacklist the UK.
...
... - #3,454
- Edited 12:08pm Nov 26, 2009 11:08am | Edited 12:08pm
- Joined Jul 2009 | Status: Trader | 2,158 Posts
Like this:
- dd hits 10%: gj is biggest loser, so hedge 10% of the original.
- x ticks later, EJ is the biggest loser, so hedge 10% of the original
- x tickes later, gj is the biggest loser again, so hedge a further 10%
and so on?
Sounds like a good plan to me.
But thinking about it then I think it should start to kick in at 5% and not wait for 10%.
Also,
If we are getting the base lot size by AccountBalance() / 20000 then we should use a 20th of the original lotsize.
- #3,456
- Edited 11:21am Nov 26, 2009 11:08am | Edited 11:21am
- Joined Jul 2009 | Status: Trader | 2,158 Posts
- #3,457
- Nov 26, 2009 11:20am Nov 26, 2009 11:20am
Possibly, although we would fail ALL the input tests/requirements.
The next 5 years are going to be critical for GBP. I am not shaw where the wealth will re-emerge from, the tax base will shrink, financial institutions will go overseas taking their top people with them, imports will go up, exports will go down, taxes will rise and the IMF will blacklist the UK.
When historians look back at the demise of the UK, they will probably put it down to the 'special relationship' with Uncle Sam.
T'is a done deal now ....
- #3,458
- Nov 26, 2009 11:24am Nov 26, 2009 11:24am
- Joined Jul 2009 | Status: Trader | 2,158 Posts
Sadly, can't help but agree.
When historians look back at the demise of the UK, they will probably put it down to the 'special relationship' with Uncle Sam.
T'is a done deal now ....
Whoops, wrong thread.
