VTTrader: Systems Discussions for VT Trader.

A thread designed for the Discussion and Improvement of TS forr VT Trader.

Successfully improved TS will be posted in New TS.

Here's a link to Fx10 for VT

http://www.forexfactory.com/forexfor...37&postcount=5

Hi folks.

If you downloaded the KBB TS from the New Ind & TS thread {post # 21}, you may want to repeat the process.
I have edited that post to remove the original TS and replaced it with a corrected version.

If you repeat the process, you will be asked if you wish to "Replace the File?"

CLick Yes.

The System itself is/was fine. The adjustments were made in the Profit Calculator.

In response to this thread.
http://www.forexfactory.com/forexfor...ead.php?t=6471

The attached is an XL sheet which I put together a while ago to examine just what you are talking about.

It uses CMS Rollover Interest Rates to compare "Pairs" for hedging purposes with the Highest Return Interest Paid.

I have incorporated this sheet into my trading for some time now. It's not the complete package but it is a part of it. You should be aware that although you will Gain Interest, it Can be superceded by Pips Lossed.

All Cells but Two are Locked and Protected {safety feature only, NO Password required to Unprotect}

Just Enter the Index Number of the Pair you want to trade in the appropriate Black Cell at the top of the page & Viola...

In the array below it,
Your Pair will be Black with White Text.
Hedge Sells will be Red with Yellow Text.
Hedge Buys will be Blue with White Text.
Now all you have to do is read the Compounded Interest you would earn on Rollover.

NOTE* There ar 2 separate arrays. One for Buying the Main Pair an One for Selling the Main Pair.

The XL Sheet

Here's the File

Thank you Bemac for the file,
I think that this file will be more useful if the pairs correlation table is incorporated, in a way that we can distinguish the most potential hedges form the weak ones!
Actually, i would be happy if you want me to add this feature to the spreadsheet.

That would be great Spin.

Where did you get the Correlation numbers and do you know how they were attributed?

There are tables about that in here:
http://www.mataf.net/en/analysis-correlation.htm

Cool.

I've been working along those lines myself.

I used to use correlations that I calculated myself but why create more work.

Problem is the values in mataf tables are text and have to be converted to numbers initially then sorted etc... etc...

This might help you if you haven't done it already.
Duplicate mataf table directly above itself and enter the following in the duplicate @ EUR-USD - EUR-USD intersection.
=IF(LEFT(C84,1)="-","X",IF(RIGHT(C84,1)="+",VALUE(LEFT(C84,2)),IF(RIGHT(C84,1)="-",-VALUE(LEFT(C84,2)))))

Where C84 = mataf EUR-USD - EUR-USD intersection.
Then just drag the formula to fill table.
Now you should have a table of Numbers with text only where a pair intersects with itself.

If you are doing it another way, I'm looking forward to seeing the code.