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Hedge and Correlation Strategy

  • #3,621
  • Edited 6:34am Jan 19, 2012 5:35am | Edited 6:34am
Quoting fxpunk2011
Thnx again for sharing the EA Ronaldoaf I just got an idea is it possible to add option to the next version of the EA where in when the EA have a signal to order before it will execute the order ea will check the spread if the spread is higher than 3 then it wont trade. if less than 4 then excute the order One more thing can you also add an alarm when the EA execute an order? the reason for this is, so we can monitor the trade and make a decision if we want to hold or closed the trade
Yes, I will add this feature.

Quoting Jhfx
I have tested this EA less then a week but i am already seeing the patterns within the market hours.
At certain market, this EA losses all the profit that during the other market hours.

If possible, can you insert the market hour limit to the next version of the EA? I have to do more forward testing, but the results look nice after restricting the time. ( tested on gomarkets)

ps. pepperstone is still going upward while gomarkets is going down. -same setting
my assumption is that it works the best on low spread brokers -i have to test more to...
I was just thinking about it. I'll test on my real account in Exness, where the spread is variable. Sometimes the spread (GU + EU) is lower than 2 pips, other times is greater than 5 pips. The EA will be even more profitable by filtering the spread
...
The EA is becoming complex. hehehe


http://www.myfxbook.com/widget?id=22...e=2&color=gray
  • #3,622
  • Jan 19, 2012 5:35am Jan 19, 2012 5:35am
Quoting luku
Hello,
I made ​​some improvements to the indicator
- 3 methods of measurement (StdDev, MApips a Stochastic)
- alerts lines calculate automaticly by quantile
- display the state of alert
- support MinTickCount on alert lines (sometime values jump over alert limit and back bellow)
- time and spread filtration
- simulated profit calculation on close bars
In the moment working on statistics MAF/MFE for this correlation method.

Attachment
Attachment

Very nice.

Ty guy
  • #3,623
  • Edited 11:31am Jan 19, 2012 6:44am | Edited 11:31am
  •  duca
  • | Joined Dec 2011 | Status: Investing is simple, but not easy | 409 Posts
Quoting luku
Hello,
I made ​​some improvements to the indicator
- 3 methods of measurement (StdDev, MApips a Stochastic)
- alerts lines calculate automaticly by quantile
- display the state of alert
- support MinTickCount on alert lines (sometime values jump over alert limit and back bellow)
- time and spread filtration
- simulated profit calculation on close bars
In the moment working on statistics MAF/MFE for this correlation method.

Attachment
Attachment
really good
Hello, thanks
Attached Image (click to enlarge)
Click to Enlarge Name: a.png Size: 50 KB
give 1 and get 100
  • #3,624
  • Jan 19, 2012 9:48am Jan 19, 2012 9:48am
  •  duca
  • | Joined Dec 2011 | Status: Investing is simple, but not easy | 409 Posts
my hedge
Attached Image(s) (click to enlarge)
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give 1 and get 100
  • #3,625
  • Jan 19, 2012 9:54am Jan 19, 2012 9:54am
I'm long on the eurusd, it will go up to 1.2940/1.2950 before it turns around. Nothing to do with Hedge though...
Blindly following others will make you blind!
  • #3,626
  • Jan 19, 2012 10:18am Jan 19, 2012 10:18am
Quoting luku
Hello,
I made ​​some improvements to the indicator
- 3 methods of measurement (StdDev, MApips a Stochastic)
- alerts lines calculate automaticly by quantile
- display the state of alert
- support MinTickCount on alert lines (sometime values jump over alert limit and back bellow)
- time and spread filtration
- simulated profit calculation on close bars
In the moment working on statistics MAF/MFE for this correlation method.
First of all, you did great work, as far as I can judge it, it is coded nicely!

Am I wrong or is this indicator repainting? The Buy-and-Sell-dots are appearing not in real-time, which probably makes at least the simulation of profits useless?
  • #3,627
  • Jan 19, 2012 11:48am Jan 19, 2012 11:48am
Quoting leandar_
i am using correlation pairs but other EA and strategy

check myfxbook status

http://www.myfxbook.com/widget?id=22...pe=2&color=red

amazing profit. Please share with us your strategy
  • #3,628
  • Jan 19, 2012 12:39pm Jan 19, 2012 12:39pm
Quoting duca
my hedge
duca what EA are you using here? and what indicator? do you mind sharing it to us? = )
  • #3,629
  • Jan 19, 2012 12:46pm Jan 19, 2012 12:46pm
Quoting ronaldoaf
amazing profit. Please share with us your strategy
I think hes using alot of pair but one question how much drawdown does he encounter so far I see on my forward test 90pip drawdownthe drawdown is my main concern
  • #3,630
  • Jan 19, 2012 4:02pm Jan 19, 2012 4:02pm
  •  duca
  • | Joined Dec 2011 | Status: Investing is simple, but not easy | 409 Posts
Quoting luku
Hello,
I made ​​some improvements to the indicator
- 3 methods of measurement (StdDev, MApips a Stochastic)
- alerts lines calculate automaticly by quantile
- display the state of alert
- support MinTickCount on alert lines (sometime values jump over alert limit and back bellow)
- time and spread filtration
- simulated profit calculation on close bars
In the moment working on statistics MAF/MFE for this correlation method.

Attachment
Attachment
that couples use?
I at 15'
EUR / USD
GBP / USD
USD / CHF
EUR / YEN
you?
Attached Image (click to enlarge)
Click to Enlarge Name: a.png Size: 49 KB
give 1 and get 100
  • #3,631
  • Jan 20, 2012 11:07pm Jan 20, 2012 11:07pm
Quoting ronaldoaf
amazing profit. Please share with us your strategy
sure..!

Quoting fxpunk2011
I think hes using alot of pair but one question how much drawdown does he encounter so far I see on my forward test 90pip drawdownthe drawdown is my main concern
DD wont be around 1%
--------------------
  • #3,632
  • Jan 21, 2012 4:53am Jan 21, 2012 4:53am
Hello everyone. I really like this thread. This week I started my own forward test using EA ZScore. I`m using Alpari-NDD, but results not as good as on monitoring. But meanwhile they are good. Also I noticed Leandar`s monitoring and its really impressing.
Also I have a suggestion how to improve EA Zscore. I think that it would be a good idea (after opening first 2 orders) to open third-ten orders using pip difference with first two orders. For example: we open EURUSD at 1.2900 and SELL GBPUSD at 1.5500 when the Zscore difference was 1.7 (for me 1.8 is more optimal). But next orders we open when total pip difference will be 10 pips, 20 pips and so on. And we close all orders using original strategy. This numbers are only for example and may be optimised. The main purpose of this method is to avoid situations where we have 5 orders for each pair open almost at the same price.
P.S. Leandar, how to contact you?
  • #3,633
  • Edited 7:53am Jan 21, 2012 7:26am | Edited 7:53am
Quoting leandar_
sure..!



DD wont be around 1%

I read others threads and think Leandar doesn't fell like sharing, only sell his strategy.
  • #3,634
  • Jan 21, 2012 7:31am Jan 21, 2012 7:31am
Quoting owaa
Hello everyone. I really like this thread. This week I started my own forward test using EA ZScore. I`m using Alpari-NDD, but results not as good as on monitoring. But meanwhile they are good. Also I noticed Leandar`s monitoring and its really impressing.
Also I have a suggestion how to improve EA Zscore. I think that it would be a good idea (after opening first 2 orders) to open third-ten orders using pip difference with first two orders. For example: we open EURUSD at 1.2900 and SELL GBPUSD at 1.5500 when the Zscore difference was 1.7 (for me...
You're correct, it's the best to do. Other people had said that to me. I will include the strategy also.

Ty
  • #3,635
  • Jan 22, 2012 7:53pm Jan 22, 2012 7:53pm
Hello,
new version LuKu_EDiff_v14

Version 1.3 (20.1.2012)
- bugfix alert messages, painting system
- check if loaded history bars + error messages and stop the indicator message
- add MAE, MFE to file export, show and export to EA strategy
- better direction setting
- some minor changes

Version 1.4 (22.1.2012)
- better MAE a MFE calculation (optimization curve by corelation pairs)
- add choice for precize MAE a MFE calculation by lower fimeframe (requires more lowerTF bars!)
- add choice for trading only open new bar TradeOnlyOnNewBar (same as calculating simulated profit)
- complete new calculation simulated profit, MAE and MFE calculation (calculateMaeMfeProfit)
- bugfix on negative pair on stochastic mode
- change some default parameters
Attached File(s)
File Type: mq4 LuKu_EDiff_v14.mq4   49 KB | 1,649 downloads
  • #3,636
  • Edited 8:19pm Jan 22, 2012 8:07pm | Edited 8:19pm
Quoting luku
Hello,
new version LuKu_EDiff_v14

Version 1.3 (20.1.2012)
- bugfix alert messages, painting system
- check if loaded history bars + error messages and stop the indicator message
- add MAE, MFE to file export, show and export to EA strategy
- better direction setting
- some minor changes

Version 1.4 (22.1.2012)
- better MAE a MFE calculation (optimization curve by corelation pairs)
- add choice for precize MAE a MFE calculation by lower fimeframe (requires more lowerTF bars!)
- add choice for trading only open new bar TradeOnlyOnNewBar (same...
Ic this is not a EA its a indicator ? right luku? will this new indicator works for EA Zscore Diff? or u have to trade this indicator manually?
  • #3,637
  • Jan 22, 2012 8:14pm Jan 22, 2012 8:14pm
  •  duca
  • | Joined Dec 2011 | Status: Investing is simple, but not easy | 409 Posts
?
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Click to Enlarge Name: a1.png Size: 29 KB
give 1 and get 100
  • #3,638
  • Jan 22, 2012 10:46pm Jan 22, 2012 10:46pm
Quoting luku
Hello,
new version LuKu_EDiff_v14

Version 1.3 (20.1.2012)
- bugfix alert messages, painting system
- check if loaded history bars + error messages and stop the indicator message
- add MAE, MFE to file export, show and export to EA strategy
- better direction setting
- some minor changes

Version 1.4 (22.1.2012)
- better MAE a MFE calculation (optimization curve by corelation pairs)
- add choice for precize MAE a MFE calculation by lower fimeframe (requires more lowerTF bars!)
- add choice for trading only open new bar TradeOnlyOnNewBar (same...
LUKU can you explain pls how do you use your indicator? what are those red and white dot in your indiator???
  • #3,639
  • Jan 22, 2012 11:15pm Jan 22, 2012 11:15pm
Quoting duca
?
Decrease max bar
" The fool who never traded Demo "
  • #3,640
  • Jan 22, 2012 11:16pm Jan 22, 2012 11:16pm
Quoting luku
Hello,
new version LuKu_EDiff_v14
Excellent work Luku, Definitely a wonderful work
" The fool who never traded Demo "
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