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Three Pairs Hedging

  • #681
  • Mar 26, 2013 5:26am Mar 26, 2013 5:26am
very surprising thread. any result from forward testing ?
  • #682
  • Mar 26, 2013 1:31pm Mar 26, 2013 1:31pm
Hello all,

Please look at the following post that was wreeten a long time ago...

I'm still following this thread since I still belive it.

Waiting for the GREAT IDEA for this model...

Y.

Quoting crossy
Since I'm subscribe to this thread I use to get a very slow rethum of news
from it.

I want to tell you that a year ago I wrote a great EA based on this model and it did quit good results till... YES (as you feel) the cross pairs of the tree pairs went wildly upterd or downtrend, and I loos money.

I do not belive this model and look for new way of thinking.

I sugest you to think again about martingale method, but with a new wat of thinking. Yes, I works.

Y.
  • #683
  • Mar 26, 2013 1:34pm Mar 26, 2013 1:34pm
I believe in this theory. Start to taste it. Let see what happens
  • #684
  • Mar 26, 2013 3:50pm Mar 26, 2013 3:50pm
Today I didn't close any sets in the last 24 hrs. I have 9 sets sitting in drawdown at about the same level as yesterday. How is everyone else doing? Paris
  • #685
  • Edited 9:38pm Mar 26, 2013 7:59pm | Edited 9:38pm
Still running on 2 accounts.
Account 1 - no change.
Account 2 - demo account - in last 24 hours ClsProf = 8 for AutoDirection = True, ClsProf = 4 for AutoDirection = false.
Account 2 is still in profit 26 pips after drawdown.

Paul.
  • #686
  • Mar 26, 2013 10:34pm Mar 26, 2013 10:34pm
i have it on 2 accounts since last night, one is autodirection and one not, both opened all 10 sets per account (smart-off), .1 lot, only autodirection closed one set for $10.
auto d has now a draw down of $71 and non-auto is at $80 drawdown. lookin good so far. - brian
  • #687
  • Mar 27, 2013 3:10pm Mar 27, 2013 3:10pm
I closed 1 set in 24 hours , so that's 8 sets in 2 days closed. Slow but sure it's making money. I've made about $64 in 2 days with
.12 lots on a $5000 account with $340 in float. 9 sets are running at this time. I got auto and smart on true. Anyone else still following this thread? Chuck, still there? Paris
  • #688
  • Edited 11:52pm Mar 27, 2013 3:48pm | Edited 11:52pm
I have been lurking here and have not contributed in years and am running the generous EA and indicator recently provided by ChuckNZ. I am compelled to contribute to this excellent thread. Some colleagues alerted me to this thread and I appreciate the contributions here. Truly good people.

I find that labels would be helpful for the Currency Strength indicator to determine what the lines represent...maybe I am missing something and there are labels (maybe I need to assign colors in the inputs)...I will try and change the color of my background (can't peek at the code because it is an ex4 file)..

ES

P.S. Generally I do not test ex.4 stuff...but arbitrage, correlations, baskets and such are a favorite past-time of mine over the years. Funny I no longer trade them as I do not trust retail so much.
  • #689
  • Mar 27, 2013 5:23pm Mar 27, 2013 5:23pm
Quoting RogFx
Still running on 2 accounts.
Account 1 - no change.
Account 2 - demo account - in last 24 hours ClsProf = 8 for AutoDirection = True, ClsProf = 4 for AutoDirection = false.
Account 2 is still in profit 26 pips after drawdown.

Paul.
Update -
Account 1 - I stopped EA as nothing is happening. Spreads ???
Account 2 - demo account with Armada Markets is going very well. ClsProf = 17 for AutoDirection = True, ClsProf = 10 for AutoDirection = false. That's total for the week. Drawdown at 150 pips.
Is any body having any success with this on live accounts (mini-lots ??) and if so with which brokers?

Paul.
  • #690
  • Mar 27, 2013 5:59pm Mar 27, 2013 5:59pm
It is strange i try it with fixed. spread broker. Only one pair during 2 days opened.
  • #691
  • Mar 27, 2013 11:14pm Mar 27, 2013 11:14pm
total for autodirection is 2 closed at $5 each with $200 float.

auto false closed 6 with $25 profit and $135 float.

smart entry is off for these. i still dont know what smart entry does.
  • #692
  • Mar 28, 2013 7:20am Mar 28, 2013 7:20am
Results.

FXDD... 3 sets open... since Monday.... only 1 Set closed $1.00. 2 sets DD US$4.00
Pepperstone 22 Sets openned 7 Sets closed $58 . 15 sets DD US$289
  • #693
  • Mar 28, 2013 12:56pm Mar 28, 2013 12:56pm
Quoting c3p0
total for autodirection is 2 closed at $5 each with $200 float.

auto false closed 6 with $25 profit and $135 float.

smart entry is off for these. i still dont know what smart entry does.
Join, have no idea.
  • #694
  • Mar 28, 2013 7:39pm Mar 28, 2013 7:39pm
[quote=RogFx;6553502]Update -
Account 1 - I stopped EA as nothing is happening. Spreads ???
Account 2 - demo account with Armada Markets is going very well. ClsProf = 17 for AutoDirection = True, ClsProf = 10 for AutoDirection = false. That's total for the week. Drawdown at 150 pips.
Is any body having any success with this on live accounts (mini-lots ??) and if so with which brokers?

Account 2 is still going strong. Now a total of ClsProf = 25 for AutoDirection = True, ClsProf = 11 for AutoDirection = false for the week. Drawdown is now 98 pips.

Paul
  • #695
  • Mar 30, 2013 5:30am Mar 30, 2013 5:30am
I think this thread is dead!!
  • #696
  • Edited 2:58pm Mar 30, 2013 7:34am | Edited 2:58pm
tests going well with very small gains and no loss.

autodirection and smart entry seem to degrade the performance of this ea.

Chuck, could you explain smart entry and autodirection in technical detail. what is it? how is it calculated?

i just set up new test on new broker with 4 accounts each with different combo for all 10 sets :bbs, ssb, bsb, sbs, so thats 10 sets per chart, or 30 orders per account. total 120 orders. problem is it takes quite an account balance on all 4 accounts to cover it but its just demo testing.

brian
  • #697
  • Apr 3, 2013 4:15am Apr 3, 2013 4:15am
I have a "hint" for those trading the TriangularHedge EA. The thought came to me while trying to get some sleep... something I don't do very often.

As you know, the EA trades ten sets and can make money as long as one of the currencies (usually EUR) doesn't take off on a strong trend.

But.... with a slight modification... the EA will keep a perfectly balanced basket of pairs. It may only trade three or four sets in order to achieve the perfect balance. If we add more sets, there will be more opportunities... more sets while still keeping things balanced.

I've been watching it trade for five trading days and it's perfectly balanced, with the drawdown at any time hovering around the cost of entry. Say four sets, three trades each, equals 12 trades at 2 pips spread. About 24 pips. It hasn't varied by more than seven pips for five trading days, occassionally (ten times a day?) taking 10-pip profits as the net for each set wanders around. The problem, of course, is re-balancing things after closing a set. This is where more sets would help out.

Anyone follow this logic?
  • #698
  • Apr 3, 2013 4:43am Apr 3, 2013 4:43am
when you say "if we add more sets, there will be more opportunities" do you mean add more sets but to other instances of the EA, while allowing a max of 4 sets per ea?
Brian
  • #699
  • Apr 3, 2013 5:15am Apr 3, 2013 5:15am
Quoting c3p0
when you say "if we add more sets, there will be more opportunities" do you mean add more sets but to other instances of the EA, while allowing a max of 4 sets per ea? Brian
You can run ten sets per EA instance. If you use AutoDirection = true, you can use an undocumented parameter called AddOn. AddOn is a number (1000, 2000, whatever) that gets added to the Magic number so that each instance has its own range of Magic numbers.
  • #700
  • Apr 3, 2013 9:37am Apr 3, 2013 9:37am
Quoting ChuckNZ
I have a "hint" for those trading the TriangularHedge EA. .......
Chuck,

I think the key still lies in using the strengths and weaknesses of the EUR, USD, and JPY in choosing BBS or SSB of the Tri-Hedge of EURUSD, USDJPY, EURJPY.

So consideration of strength and weakness of the currencies and the timing of that entry is important.

Bruce
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