DislikedHi caseyjw, Will you run the same test on Gbp/Jpy? Yen basket?? Thanks PippoIgnored
- #1,782
- Nov 25, 2012 3:34pm Nov 25, 2012 3:34pm
- Joined Apr 2007 | Status: vincit qui se vincit | 6,251 Posts
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- #1,783
- Nov 25, 2012 4:45pm Nov 25, 2012 4:45pm
very correct, that what I move up to with 1HR, no VQzz2, 15min for re-entry.
However, on 1HR TF -560 SL could be hit easily on a whipshaw day.
kos
I am very impressed with the work and all the development basket trading has come to. Thank you. I had traded 101 style in 2010 but stopped it due to the reason of impossibility to concentrate and glued to the screen all the time looking at the excel IA for entry. I have read all the thread this wkend, and since I trade the hourly charts with other methods (it takes only 1 minute to see if there is something or not
), was wondering what are the heiken_ashi_smoothed parameters for 1 hr (since I won't be using VQZZ2 as you are also not using it any more). Since the template that you have provided is 2.15.2.15 which I suppose is for 15 min TF, what will be the corrisponding for 1Hr TF.Thank You.
Kashif
- #1,784
- Nov 25, 2012 7:00pm Nov 25, 2012 7:00pm
I'm particularly interested in G/J's individual performance. In Yen basket:G/J,E/J, A/J, and U/J. Thanks a lot...EDIT===To be clear, I should have written...G/J's individual performance vs Yen basket. P
Please be aware, my model does not use Kos method, it uses a MA cross over. I think if you have read this thread you will know that there are multiple profitable methods in this type of strategy - I only do it this way because my head hurts when I try to write an HAS + Volatility quality MTF model in matlab
I've generated the csv for the Yen pairs and matlab is working out the parameters now, should be done in a few minutes.
Casey
Hi Kos,
I am very impressed with the work and all the development basket trading has come to. Thank you. I had traded 101 style in 2010 but stopped it due to the reason of impossibility to concentrate and glued to the screen all the time looking at the excel IA for entry. I have read all the thread this wkend, and since I trade the hourly charts with other methods (it takes only 1 minute to see if there is something or not
Hi
Kos has replied to this question many times,extract from his 8 Nov post=
if you want to trade 1hr TF use 2.3.2.4
hope it helps
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- #1,794
- Nov 26, 2012 3:15am Nov 26, 2012 3:15am
- Joined Apr 2007 | Status: vincit qui se vincit | 6,251 Posts
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- #1,795
- Nov 26, 2012 3:21am Nov 26, 2012 3:21am
- Joined Apr 2007 | Status: vincit qui se vincit | 6,251 Posts
Just so I am clear, you want the performance of the Yen basket compared to the performance of the GBP/JPY alone? I can do that, will have to tweak my model slightly (in a good way, so it can be more flexible to do this)
Please be aware, my model does not use Kos method, it uses a MA cross over. I think if you have read this thread you will know that there are multiple profitable methods in this type of strategy - I only do it this way because my head hurts when I try to write an HAS + Volatility quality MTF model in matlab
I've generated...
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- #1,800
- Nov 26, 2012 4:25am Nov 26, 2012 4:25am
Seems like most people are like me waiting for 1H TF to indicate a change to short basket
this is the reason why i prefer the yen pairs...notice the divergence on M15, it doesnt always happen...but notice the drop, most usd-related pairs didnt drop that much, most of the impact was felt on the yen pairs..but it should also be noted that with yen strength comes a lot of bearish-ness...even on usd-pairs...just my 2cents...
It is possible to make large sums trading, small losses, large wins