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VantagePoint discussion thread

Quoting cp_trader
I've been following the threads involving Vantage Point and have been testing it myself unfortunately without very much success. I have been doing more backtesting than forward testing though. I have come up with something however that shows what looks like something that could be promising.

I was thinking about the 70-80% accuracy claims by vantage point and what that data is really telling us. It's saying that 70-80% of the time, it is able to predict about where the moving average will be either 2 days or 4 days into the future. Well, if this is the case, then we can use that data to tell us where the close would need to be on a given day to reach that prediction. And if we know this, then we should have a pretty clear indication of which way the market is predicted to go.

So, using the 5-day Predicted MA, at the end of the day if we take the last 4 closing prices and add them up, and then using yesterdays predicted 5 day MA, we can figure out the closing price needed to reach that prediction tomorrow using the following equation:

(Sum-of-last-4-closing-prices + X)/5 = Pred 5-day MA of Yesterday

Solve for X

If X is > the last closing price, then it is predicting a buy day, and if it is lower then it is predicting a sell day.

I backtested this on the EUR/USD using the opening price as the entry price. Using no Stop loss and closing at the close price at the end of the day, I got a result of a little over 5000 pips over 4 years. Using a stop loss of 25 pips past the PHigh or PLow I got a reasult of over 5800 pips in 4 years. I'm going to continue working on this and see if I can get better results and will post if I find any. But I thought I would share it to see what you guys think. I've attatched my results. Let me know what you guys think. Thanks.
Hello CP......

Thanks for the post. I'll take alook at what you have done and comment here.
Alright, I got good results using either the 5-day or 10-day predicted moving average but nothing spectacular. However when I combined the 2 so that it only said to trade when both indicators agreed on the predicted direction, I got very good results. I seem to be having trouble uploading the file. So, I'm providing it through the link below. It has results for all 12 currency pairs that I have with Vantage Point. I got the best results using no stop loss and all the formulas are visible which weren't in my first file because I had copied the data to a new file to make it neater and more friendly to the eye. I made sure that they were there this time though. Also, the number that is underneath the Total is the total after the spread has been subtracted from all the trades based on FXCM's spread prices. You can change it to your own brokers spreads if you want. I think this strategy has lots of potential and I'm going to test it on a demo for a month and let you know my results.

http://www.savefile.com/files.php?fid=5606561
Making my living one pip at a time.....
Quoting cp_trader
Alright, I got good results using either the 5-day or 10-day predicted moving average but nothing spectacular. However when I combined the 2 so that it only said to trade when both indicators agreed on the predicted direction, I got very good results. I seem to be having trouble uploading the file. So, I'm providing it through the link below. It has results for all 12 currency pairs that I have with Vantage Point. I got the best results using no stop loss and all the formulas are visible which weren't in my first file because I had copied the data to a new file to make it neater and more friendly to the eye. I made sure that they were there this time though. Also, the number that is underneath the Total is the total after the spread has been subtracted from all the trades based on FXCM's spread prices. You can change it to your own brokers spreads if you want. I think this strategy has lots of potential and I'm going to test it on a demo for a month and let you know my results.

http://www.savefile.com/files.php?fid=5606561
Thanks CP........I downloaded the file, will take a look and post comments.
Quoting cp_trader
Alright, I got good results using either the 5-day or 10-day predicted moving average but nothing spectacular. However when I combined the 2 so that it only said to trade when both indicators agreed on the predicted direction, I got very good results. I seem to be having trouble uploading the file. So, I'm providing it through the link below. It has results for all 12 currency pairs that I have with Vantage Point. I got the best results using no stop loss and all the formulas are visible which weren't in my first file because I had copied the data to a new file to make it neater and more friendly to the eye. I made sure that they were there this time though. Also, the number that is underneath the Total is the total after the spread has been subtracted from all the trades based on FXCM's spread prices. You can change it to your own brokers spreads if you want. I think this strategy has lots of potential and I'm going to test it on a demo for a month and let you know my results.

http://www.savefile.com/files.php?fid=5606561
I took a real quick look at your spreadsheet, the results look good. However, I want to tell you about a trap I fell into in back testing VP data, it looks like your logic may have fallen into the same trap. Your logic compares your entry price, which occurs at the close of the day, to the same days data. For example if you get a signal to go long EURUSD on April 23, 2002 (line 23 in spreadsheet), are you comparing it to the actual market data on April 24, 2002?

I could be way off here, and it was just a quick look. I just fell into the same situation with a 10 pip system that had a 96% win ratio. Well the system was still good when I fixed the logic, but it was only 80% win ratio and required wide (100 pip) stops, so losing days were to hard on the system.

Thanks for your work, if you would like to see any of my old spreadsheet just PM.
Quoting wpoolejr
I took a real quick look at your spreadsheet, the results look good. However, I want to tell you about a trap I fell into in back testing VP data, it looks like your logic may have fallen into the same trap. Your logic compares your entry price, which occurs at the close of the day, to the same days data. For example if you get a signal to go long EURUSD on April 23, 2002 (line 23 in spreadsheet), are you comparing it to the actual market data on April 24, 2002?

I could be way off here, and it was just a quick look. I just fell into the same situation with a 10 pip system that had a 96% win ratio. Well the system was still good when I fixed the logic, but it was only 80% win ratio and required wide (100 pip) stops, so losing days were to hard on the system.

Thanks for your work, if you would like to see any of my old spreadsheet just PM.
Hi, I know what you're saying but you're misreading the spreadsheet. However, I almost thought it fell into a trap similar to this. I've had another strategy that had results even better than this one, but it ended up having a wrong character in the formula. I forgot to put the letter before the number to tell it which cell to reference. Anyway, I've gone over my formula very carefully to make sure there aren't any mistakes with it and that it wasn't falling into those types of traps.

Alright, so that you're correctly reading the spreadsheet, the BUY or SELL signal is the signal for that day. So on line 23, it's on the date April 23rd, 2002. And the BUY signal is for April 23rd, 2002. If you look at the how the buy signal was achieved, the predicted closes had to be above the close on April 22nd, 2002. That means that right after the close on the 22nd, you calculate the predicted direction, and then buy at the opening price since the next day starts right away. I hope that I explained it clearly. Thank you for your concern about it though. And I'm testing it on a demo account now for a month to make sure it is legit. I'll post my results here to let you know if it works out. Thanks again for taking a look at it.
Making my living one pip at a time.....
Quoting cp_trader
Hi, I know what you're saying but you're misreading the spreadsheet. However, I almost thought it fell into a trap similar to this. I've had another strategy that had results even better than this one, but it ended up having a wrong character in the formula. I forgot to put the letter before the number to tell it which cell to reference. Anyway, I've gone over my formula very carefully to make sure there aren't any mistakes with it and that it wasn't falling into those types of traps.

Alright, so that you're correctly reading the spreadsheet, the BUY or SELL signal is the signal for that day. So on line 23, it's on the date April 23rd, 2002. And the BUY signal is for April 23rd, 2002. If you look at the how the buy signal was achieved, the predicted closes had to be above the close on April 22nd, 2002. That means that right after the close on the 22nd, you calculate the predicted direction, and then buy at the opening price since the next day starts right away. I hope that I explained it clearly. Thank you for your concern about it though. And I'm testing it on a demo account now for a month to make sure it is legit. I'll post my results here to let you know if it works out. Thanks again for taking a look at it.
Most interesting, cp. I'm very keen to use VP to its maximum potential and I'm testing your formula and method right now. BTW, EURUSD gave a BUY but SL hit at 10 pts below PLo-- I guess your 25 pt SL is required? The others are O.K. so far. Thanks for your hard work.

Trinity
Okay, for anyone that's interested in testing this strategy themselves, I've created an easy to use excel file that will calculate the signal for you.

Alright, here's how to use it: At or shortly after 5:00 pm EST. Download the data for Vantage Point. Open Vantage Point with the market you want the signal for. View the history page. Export the data for the past 9 days. When exporting: select RAW ASCII and Points ^ Ticks. Open the file you just exported and the signal file. Copy the exported data into the signal file and if it says BUY or SELL, then enter the trades into your trading platform, if it says NO TRADE, then don't trade that market that day.

Here's the link to the file:
http://www.savefile.com/files/6703942

I put in all 12 currencies that I have in Vantage Point in the file, but you could techically use 1 worksheet to calculate the signal for all your trades. I just put them in for organizational purposes. I've also protected each of the worksheets so you can only edit the price data from Vantage Point so that you don't accidentally change or delete the formula.

Quote
Most interesting, cp. I'm very keen to use VP to its maximum potential and I'm testing your formula and method right now. BTW, EURUSD gave a BUY but SL hit at 10 pts below PLo-- I guess your 25 pt SL is required? The others are O.K. so far. Thanks for your hard work.

Trinity

Which file do you have? I got a no trade signal for EUR/USD today. Also, I got the best results using no stop loss.
Making my living one pip at a time.....
QUote:
Which file do you have? I got a no trade signal for EUR/USD today. Also, I got the best results using no stop loss.

Sorry that should have been EURJPY, wiith 5 day PMA 143.49; last close 143.94, and x= 147.95. Is that correct? Data is from CSI.

I shall try to work with your sheet.
Quoting Trinity
QUote:
Which file do you have? I got a no trade signal for EUR/USD today. Also, I got the best results using no stop loss.

Sorry that should have been EURJPY, wiith 5 day PMA 143.49; last close 143.94, and x= 147.95. Is that correct? Data is from CSI.

I shall try to work with your sheet.
You're using the wrong 5 day PMA, you have to use the one before that, the 142.85. The reason being is that the 5 day PMA is a prediction for 2 days into the future. x=142.25
Then you have to figure it out using the 10 day PMA from 4 days ago, or the one on March 30th: 142.02 because it's a prediction for 4 days into the future. x=142.21.

Since both x's are less than the close of 143.94, you should have gotten a SELL signal. Hope this clears it up for you. You shouldn't have any problems if you use the signal file I created. However, I thought I should clear it up for you so you understand exactly what to calculate.
Making my living one pip at a time.....
Quoting cp_trader
You're using the wrong 5 day PMA, you have to use the one before that, the 142.85. The reason being is that the 5 day PMA is a prediction for 2 days into the future. x=142.25
Then you have to figure it out using the 10 day PMA from 4 days ago, or the one on March 30th: 142.02 because it's a prediction for 4 days into the future. x=142.21.

Since both x's are less than the close of 143.94, you should have gotten a SELL signal. Hope this clears it up for you. You shouldn't have any problems if you use the signal file I created. However, I thought I should clear it up for you so you understand exactly what to calculate.
Thanks for the explanation (xplanation?). I'll look at this.
cp_trader

Thanks for posting your most recent comments!

I have put together a VP "set & forget" strategy that works very well when I can accurately determine the short term trend. Your methodology may be the last piece of the puzzle I need.
Quoting BeachBum
cp_trader

Thanks for posting your most recent comments!

I have put together a VP "set & forget" strategy that works very well when I can accurately determine the short term trend. Your methodology may be the last piece of the puzzle I need.
BB, looking forward to your posting "the best system so far", are you testing the strat #4 with a variation combining PST PMT or PMA?

regards
Rocket
Quoting Rocket
BB, looking forward to your posting "the best system so far", are you testing the strat #4 with a variation combining PST PMT or PMA?

regards
Rocket
Hello Rocket.....

I have been working on a reliable trend filter for weeks and I'm close. PST, PMT & PMA may help with this. The more I learn, the more I appreciate Fiji was right way back when he said the best trades are with the trend. And I really want this to be a true "set & forget" system, at least for a 12 hour period, but 24 if possible. More later!
Quoting BeachBum
Hello Rocket.....

I have been working on a reliable trend filter for weeks and I'm close. PST, PMT & PMA may help with this. The more I learn, the more I appreciate Fiji was right way back when he said the best trades are with the trend. And I really want this to be a true "set & forget" system, at least for a 12 hour period, but 24 if possible. More later!
Hello. I am new here. I have been using VantagePoint since 2003, and I am watching this thread very very closely. I was also wondering if anyone has a VP swing trading strategy the uses StochK and MACD as confimations?? Or does it not make sense at all to use "lagging" indicators to confim a "leading" indicator.

I would like to extend a special thank you to "Dial" for working on my behalf to get me finally able to post in this awesome forum.

Bernadette
Quoting Rocket
BB, looking forward to your posting "the best system so far", are you testing the strat #4 with a variation combining PST PMT or PMA?

regards
Rocket
Where can I find the details for "strat #4" please?? Thanks
Quoting bernadette
Where can I find the details for "strat #4" please?? Thanks

Under the Fiji Reports .. the thread is

"Forward Testing Results Only"

Strat #4 seems to be working out the best and BB is tweaking that further .. stay tuned ..

Rocket
Quoting Rocket
Under the Fiji Reports .. the thread is

"Forward Testing Results Only"

Strat #4 seems to be working out the best and BB is tweaking that further .. stay tuned ..

Rocket
Thanks, much. I found it.
Quoting bernadette
Hello. I am new here. I have been using VantagePoint since 2003, and I am watching this thread very very closely. I was also wondering if anyone has a VP swing trading strategy the uses StochK and MACD as confimations?? Or does it not make sense at all to use "lagging" indicators to confim a "leading" indicator.

I would like to extend a special thank you to "Dial" for working on my behalf to get me finally able to post in this awesome forum.

Bernadette
Hi bernadette and welcome to FF.........

Your question about MACD and Sto indicators is valid. I have been working with a Sto indicator for a while and will have some thoughts on this soon.

In the meantime, what can YOU tell US about using VP? Any experiences, observations or comments to share? The more info shared here will result in a better trading system for all of us!
[quote=cp_trader]Okay, for anyone that's interested in testing this strategy themselves, I've created an easy to use excel file that will calculate the signal for you.

Alright, here's how to use it: At or shortly after 5:00 pm EST. Download the data for Vantage Point. Open Vantage Point with the market you want the signal for. View the history page. Export the data for the past 9 days. When exporting: select RAW ASCII and Points ^ Ticks. Open the file you just exported and the signal file. Copy the exported data into the signal file and if it says BUY or SELL, then enter the trades into your trading platform, if it says NO TRADE, then don't trade that market that day.

Here's the link to the file:
http://www.savefile.com/files/6703942

I put in all 12 currencies that I have in Vantage Point in the file, but you could techically use 1 worksheet to calculate the signal for all your trades. I just put them in for organizational purposes. I've also protected each of the worksheets so you can only edit the price data from Vantage Point so that you don't accidentally change or delete the formula.

QUOTE]

cp

I exported 9 days from the VP history as per your instructions, but when this is copied into the signal file using my data file and opening it with Excel (below the existing data) it includes neural index and strength, no open high low close (which are in the daily report, and no signals.

As I don't work with Excel (and perhaps others are in a similar position), would you be kind enough to explain step by step what to do to achieve the production of the signals.

So how is it done? Thanks.
[quote=Trinity]
Quoting cp_trader
Okay, for anyone that's interested in testing this strategy themselves, I've created an easy to use excel file that will calculate the signal for you.

Alright, here's how to use it: At or shortly after 5:00 pm EST. Download the data for Vantage Point. Open Vantage Point with the market you want the signal for. View the history page. Export the data for the past 9 days. When exporting: select RAW ASCII and Points ^ Ticks. Open the file you just exported and the signal file. Copy the exported data into the signal file and if it says BUY or SELL, then enter the trades into your trading platform, if it says NO TRADE, then don't trade that market that day.

Here's the link to the file:
http://www.savefile.com/files/6703942

I put in all 12 currencies that I have in Vantage Point in the file, but you could techically use 1 worksheet to calculate the signal for all your trades. I just put them in for organizational purposes. I've also protected each of the worksheets so you can only edit the price data from Vantage Point so that you don't accidentally change or delete the formula.

QUOTE]

cp

I exported 9 days from the VP history as per your instructions, but when this is copied into the signal file using my data file and opening it with Excel (below the existing data) it includes neural index and strength, no open high low close (which are in the daily report, and no signals.

As I don't work with Excel (and perhaps others are in a similar position), would you be kind enough to explain step by step what to do to achieve the production of the signals.

So how is it done? Thanks.
Sorry, I forgot to mention that in the history, to only have it display the close, 5 day predicted moving average, and the 10 day predicted moving average. After you have exported the history, highlight and copy the data only from the exported data(don't copy the header that says date, close....), and then paste it over the old data in the signal file. After you do that, it will tell you todays signal for whatever markets data you pasted in. It will either say BUY, SELL, or NO TRADE. I hope that makes it clear.
If you're still confused about how to use it, I can make a PDF file that will use screenshots that will show you how to do it.
Making my living one pip at a time.....
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