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System to hedge every major dollar pair for profit / low DD

  • #461
  • May 29, 2012 7:36pm May 29, 2012 7:36pm
Post 1 updated.
Quoting naser007
Please Help Me
Skype: heliosphan187
  • #462
  • May 29, 2012 7:39pm May 29, 2012 7:39pm
Quoting Dirtybrown
Post 1 updated.
thank you
and can you help me when we must Open position?
when blue price below or above middle line? or when blue price is on green Lines?

thank you again
  • #463
  • May 29, 2012 10:07pm May 29, 2012 10:07pm
or instead stoploss use a grid with the outside-in trading

By this, do you mean for example taking positions at the 2nd deviation, then again at first deviation as price reverts. Then, close all at mean? This has been my thoughts for trading usdcad // nzdusd hedge. Stoploss doesn't seem needed if price within 2 deviations of mean or less?.

Quoting Mediator
Yes, you have the choice to trade trendwise from mean or 1st Dev to 2nd Dev (inside-out) or countertrendwise from 2nd Dev to 1st Dev (outside-in).

which probability is in majority? trend or countertrend? or both?

from the 1st dev line you could also do both. trade inside-out with inverted direction (below mean) and StopLoss at mean AND trade outside-in with non-inverted direction (below mean) with StopLoss at 2nd Dev or 3rd Dev respectively. or instead stoploss use a grid with the outside-in trading.
Skype: heliosphan187
  • #464
  • May 29, 2012 11:15pm May 29, 2012 11:15pm
Quoting xlitang
There is a bug in the EA. please refrain from use for now.
Let's try it again.
Attached File(s)
File Type: mq4 ArbomatEA.mq4   27 KB | 1,321 downloads
File Type: ex4 ArbomatEA.ex4   39 KB | 871 downloads
Follow me to the Promised Land
  • #465
  • May 30, 2012 12:43am May 30, 2012 12:43am
Quoting xlitang
Let's try it again.
i use you new ea,
this ea don't show Something on MT4 chart, but send data to R
when run this ea i show some changes on R Graphics chart , especially Numbers on the left

can you tell me what is this changes and why we must have this changes on chart?

thanks
  • #466
  • May 30, 2012 1:01am May 30, 2012 1:01am
True??
Attached Image (click to enlarge)
Click to Enlarge Name: 12.JPG Size: 105 KB
  • #467
  • May 30, 2012 1:55am May 30, 2012 1:55am
Quoting Dirtybrown
Hi,
Yes this was answered early on. Trend o mat is not the implementation we use. We use arbomat and that is not based on flawed logic.

As the name implies, Trendomat was designed to combine pairs in a different manner resulting in sloped price trajectory.

The trajectory for a well cointegrated basket should look sideways. For those not familiar with the charts, a cointegrated basket should look like a range bound single pair, preferably reversing at the 2nd deviation, but this is not universal depends on basket.
So the same question applies to arbomat than. Was it properly out of sample and Walk Forward tested by somebody.

Krzysztof
  • #468
  • May 30, 2012 3:08am May 30, 2012 3:08am
Hi to all!

I'm face the problem with the EA, when i'm attach the EA to the chart, but nothing to appear in the screen, just a smiley icon that's all. Could somebody help me?

Thanks, and very much thanks!
Attached Image (click to enlarge)
Click to Enlarge Name: Doc1_0001.jpg Size: 185 KB
  • #469
  • May 30, 2012 3:31am May 30, 2012 3:31am
I hope Mediator doesn't mind me posting these here (they seem to be GNU licensed), but there were two toys from his stevehopwoodforex.com thread.

Cointegration Search Engine.mq4 and Cointegration - Profitboard.mq4. Finding cointegrated pairs is a huge piece of the puzzle.

According to his first post, put "the EA Cointegration Search Engine into experts folder. And the Cointegration Profitboard into indicators folder."

Kenfen said "Make sure you have the Search Engine EA + Profitboard attached to only one chart." More here.

He also has an EA which is found here, but it looks like it is being updated at the moment so I haven't installed it.
Attached File(s)
File Type: mq4 Cointegration - Profitboard.mq4   5 KB | 1,213 downloads
File Type: mq4 Cointegration Search Engine.mq4   41 KB | 1,184 downloads
  • #470
  • May 30, 2012 4:14am May 30, 2012 4:14am
Hi Big guys!

Want to ask, was it the same when attached the EA to any of the charts? Because when i attach to EurUsd, the figure is different with when i attach to AudUsd.

Thanks.
  • #471
  • May 30, 2012 6:52am May 30, 2012 6:52am
  •  sym
  • Joined Apr 2011 | Status: Working... (too much) :) | 356 Posts
Quoting TheMaxx
I hope Mediator doesn't mind me posting these here (they seem to be GNU licensed), but there were two toys from his stevehopwoodforex.com thread.

Cointegration Search Engine.mq4 and Cointegration - Profitboard.mq4. Finding cointegrated pairs is a huge piece of the puzzle.
I'm back, for the peace of Indrek (just a joke)

I think the main task isn't to find the more cointegrated pairs, but monitor the market and find out in real-time what pairs/basket are near to a reversal point. The probable reversal point is assumpted on back data history. More data, more accurancy.

So my homework now is:
- make a list of cointegrated basket/pairs and check them by EA (doing it without an EA is time and eyes consuming)
- take the best trades
- if the basket goes negative, try to dynamically adjust the lots size in order to reach gains (or at least not loose)

The last point needs more tests
--- nothing to say ---
  • #472
  • May 30, 2012 7:40am May 30, 2012 7:40am
Quoting naser007
True??

How did you determine the direction of your trades? They all are positive values in the upper-left corner of Arb-O-Mat. How did you know to go short on some and long on others?
  • #473
  • May 30, 2012 7:53am May 30, 2012 7:53am
Quoting naser007
True??
Diff should be set to "false" as much as I understand.

By the way, I think that AUDUSD should not be in same basket with USDCAD as they are too heavily correlated.
So far, my choice is a 4 pair basket: EURUSD, GBPUSD, USDCAD, USDJPY. If to run arbomat on all these four pairs and different timeframes then we should have enough entries.
  • #474
  • May 30, 2012 8:50am May 30, 2012 8:50am
  •  sym
  • Joined Apr 2011 | Status: Working... (too much) :) | 356 Posts
This basket seems to be stable and predictable (TF 1m)
In 1 hour profit/loss between -20 <--> +33.
Attached Image (click to enlarge)
Click to Enlarge Name: basket1.gif Size: 35 KB
--- nothing to say ---
  • #475
  • May 30, 2012 8:50am May 30, 2012 8:50am
Quoting Indrek
Diff should be set to "false" as much as I understand.

By the way, I think that AUDUSD should not be in same basket with USDCAD as they are too heavily correlated.
So far, my choice is a 4 pair basket: EURUSD, GBPUSD, USDCAD, USDJPY. If to run arbomat on all these four pairs and different timeframes then we should have enough entries.
yes, i think we must Elimination NZDUSD and USDCHF from basket and dont use The route pairs

and only use EURUSD GBPUSD USDCAD and Own another pair USDJPY or ...

and use 100% H1 Chart, Small time chart show false Signal, for good Profit H1 chart is Best


remember we must Remember equivalent on basket!!!

can you tell me what is Task of Diff in ea??

thanks
  • #476
  • May 30, 2012 10:26am May 30, 2012 10:26am
Attached Image (click to enlarge)
Click to Enlarge Name: unlive.jpg Size: 84 KB

update on my nzdusd // usdcad pair, live account

This is the arbomatdemo version R chart
Skype: heliosphan187
  • #477
  • May 30, 2012 10:41am May 30, 2012 10:41am
Yes it was tested, please see the link in post #1 to the Synthetic Hedge thread by 7bit.

You can also refer to posts by FXEZ on this thread regarding the validity of the output

Quoting fajst_k
So the same question applies to arbomat than. Was it properly out of sample and Walk Forward tested by somebody.

Krzysztof
Skype: heliosphan187
  • #478
  • May 30, 2012 11:35am May 30, 2012 11:35am
Thks PipTheRipper for your help and I just might take you up on your offer.

Thanks Again
  • #479
  • May 30, 2012 11:36am May 30, 2012 11:36am
New Signal
Attached Image (click to enlarge)
Click to Enlarge Name: 12.JPG Size: 87 KB
  • #480
  • May 30, 2012 3:15pm May 30, 2012 3:15pm
I found a very simple walkthrough of how to run cointegration tests in R. I just used the CSV output data from my Metatrader 4 History Center, for two pairs, and it worked perfectly. It uses the ADF Test to give you a p-value for the "cointegration" of the two pairs (i.e., time series data) you enter. So far I've tested many combinations of pairs, and the cointegration test worked perfectly and was very easy to understand. Here's the link to the walkthrough:

http://quanttrader.info/public/testForCoint.html

You want the final p-value of the ADF Test to be less than 0.05, which is the customary, albeit arbitrary, cutoff for deeming statistical significance (at least in the social sciences it is p < 0.05 ... the hard sciences might look for p < 0.01). Enjoy! Good Luck!
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