VantagePoint discussion thread

Quoting Dave1

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Hi BB, what have the weeks prior to last week been like, have they been profitable using the 24 and/or 12 hour 'set and forget' system.

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Quoting BeachBum

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Last week the 24 hour version of our "set & forget" system yielded a 298 pip profit.

If you manage your trades, like I do, your results were better.

(as a side note, I am suspending my trading of nzd/usd with this system; the past ten weeks have shown this currency does not fit this strategy)

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Quoting Dream Dog

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BB, thanks for all of the great work around this system. Are you going to add a different pair after dropping nzd/usd?

Dream Dog

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Quoting Dave1

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Thx BB, should have done that in the first place. While we are still waiting for Rockett to present his data feed comparisons, I'll sign up to CSI for another month of data. They seemed ok on the trial.

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Quoting BeachBum

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Rocket..........

Please tell us how close you are to completing the data provider comparison spreadsheet.

Thanks...............

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Quoting warthog

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I have been experimenting with some of the Vantage Point output for
the GBP/USD.

I have created a function:

function = hull moving average( (weight factor)*Predicted Short Term Trend +
(1 - weight factor)* Predicted Medium Term Trend), moving average period)

The peaks and valleys of this function seems to give good signals.

Preliminary results yield about 200 pips/month.
About 60% winners and 40% losers.

with maximum drawdown of about 8k over a 3 year period.

The values that seem to work best are a moving average of 23 periods.
and a weight factor of 0.4

Has anyone tried something similar???

thanks

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Quoting warthog

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this is the strategy I am testing in easylanguage.
the lookup function was created using the history file from VP, it took
a little while to create.

=============================================
inputs: xMA1(23),xW(.6);
vars: vpHigh(0),vpLow(0),vp5MA(0),vp10MA(0),vpStrend(0),vpMtrend(0),vpNindex(0),vpStrength(0);
vars: ma1(0),ma2(0);
{
this function does a lookup on the date and returns the values
given by VP
}
Value1 = xVPLookUpGBPUSD(date,vpHigh,vpLow,vp5MA,vp10MA,vpStrend,vpMtrend,vpNindex,vpStrength);
{
jtHMA is the hull moving average function
the following takes the hull moving average of a weighted blend of the Short term trend and medium term trend
}

ma2 = jtHMA(xW*vpStrend+(1.-xW)*vpMtrend,xMA1);
{
the following just swings on the peaks and valleys
}


if (ma2 > ma2[1] and ma2[1]<MA2[2]) then< p> begin
buy next bar at open;
end;
if (ma2 < ma2[1] and ma2[1]>ma2[2]) then
begin
sell next bar at open;
end;
if( ma2< ma2[1] and ma2[1] > ma2[2]) then
begin
sellshort next bar at open;
end;


if (ma2>ma2[1] and ma2[1]<MA2[2]) then< p> begin
buy to cover next bar at open;
end;
============================================

the following file is a report of the activity.
Hopefully, this might inspire some more thoughts about how to best
use the VP output in a "set and forget" mode.

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