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  • #41
  • Mar 17, 2014 4:28am Mar 17, 2014 4:28am
Quoting numbnuts
Nothing on WPB this week. How are you defining the weekly trend?

Hey numb hope your weekend was cool...

Trend is defined by the weekly bars below the 60 EMA and the 10 SMA below the 40 sma for a down trend, reverse the sequence for an
UT.
Memories caught in time but never forgotten
  • #42
  • Mar 18, 2014 1:09am Mar 18, 2014 1:09am
I'm thinking about getting an ea written for wpb and just letting it run on 20 or so pairs. Now that I have traded it manually for a few weeks and know the ins and outs of it, I would be confident letting a robot trade it for me.

Completely automating it would let me focus on a new project - namely finding another simple, long term system with a proven edge that could eventually be automated too. Maybe some variation of OMP will bear fruit, or an even simpler moving average based system.

The endgame here would be operating a basket of automated long term systems, each with a small but proven long term edge - when traded collectively they would even out the equity curve and accumulate a decent return.

I don't have any experience with automated systems, I don't use MT4 and I struggle to set the timer on the microwave oven, but I'm pretty sure I could quickly learn what is needed.

As you know I'm not demo trading WPB - I have seen and read enough results of other tests, and have enough confidence in the theory behind it that I jumped straight in with live trading. That wouldn't be the case with any future systems I added to my 'basket', I would need to go through a more thorough process like you are with OMP. Any thoughts?
si hoc legere scis nimium eruditionis habes
  • #43
  • Mar 18, 2014 11:14am Mar 18, 2014 11:14am
Quoting numbnuts
I'm thinking about getting an ea written for wpb and just letting it run on 20 or so pairs. Now that I have traded it manually for a few weeks and know the ins and outs of it, I would be confident letting a robot trade it for me. Completely automating it would let me focus on a new project - namely finding another simple, long term system with a proven edge that could eventually be automated too. Maybe some variation of OMP will bear fruit, or an even simpler moving average based system. The endgame here would be operating a basket of automated...
Numb..Check your Email
Memories caught in time but never forgotten
  • #44
  • Mar 21, 2014 4:58am Mar 21, 2014 4:58am
Quoting j4d
Hi hayseed, are you still running your 26 pair dash-board ?
//----

hey j..... haven't lately.... we have been on the road and most of that work is on the house computers.....

i do have the above/below ma relationship code in several dashboards with me here, but the actual ea that showed the buy sell values is at home.....

in the picture below and video, the first dot from the symbol name is the one night stand signal.... all the other dots and the words 'buy' or 'sell' are other things entirely.... you san see the ons often says sell, red dot, when the other signals say buy..... right now the ons, red dot, says sell the 'usdjpy'.....


i sorted my trades by comments so all ons trades would be grouped, the picture below..... it appears i only placed the trades 1 time, 1-31-14 ....

the video below is a every 5 minute snap shot of that dashboard.... as you know we can not have opposing trades in the states so quite often the signals can not be used by me unless they match my existing trades.....h

//----
Inserted Video
Attached Image(s) (click to enlarge)
Click to Enlarge Name: j 1.png Size: 131 KB
Click to Enlarge Name: j 2.png Size: 93 KB
to trade and code, keep both simple... no call to impress....h
  • #45
  • Mar 21, 2014 9:51am Mar 21, 2014 9:51am
Quoting hayseed
{quote} //---- hey j..... haven't lately.... we have been on the road and most of that work is on the house computers..... i do have the above/below ma relationship code in several dashboards with me here, but the actual ea that showed the buy sell values is at home..... in the picture below and video, the first dot from the symbol name is the one night stand signal.... all the other dots and the words 'buy' or 'sell' are other things entirely.... you san see the ons often says sell, red dot, when the other signals say buy..... right now the ons,...
Hey h.... thanks for posting vid on the dashboard. I would be interested to know your thoughts of the ONS filter above/below when
you have a lot more data in few months...

Hope the trip is a good one pal..
Memories caught in time but never forgotten
  • #46
  • Edited 2:09pm Mar 23, 2014 1:23pm | Edited 2:09pm
OMP rule set..


.1 point below/above weekly Bar.. entry and stop....


.Exposure/trade is left open into the following week if in a negative position and "rolled" until in a positive position..


.Close trade in the last trading day of a opened week dependent on major flow levels. Unless " rolling over" exposure/trade..


.Positions are opened only in the direction of the trend.. ( post #41 )


.The Key being to pick the right environment/instrument (Discretionary ) then plug in (automated )
Memories caught in time but never forgotten
  • #47
  • Mar 27, 2014 7:20pm Mar 27, 2014 7:20pm
ibfx servers are 0 gmt so ons trades were calculated as of a few minutes ago..... 7:00 pm cst .....

several pairs were at their highs or lows so quite a few, 7, have already opened.....

the com dolls are leading the pack...... given the extremes, it will be interesting to see how things fare......h

//----

here are ibfx's entrys.... any other broker will obviously be different.....

Buy AUDJPY above 94.69
Sell AUDNZD below 1.0543
Buy AUDUSD above 0.9270
Buy AUDCHF above 0.8216
Buy AUDCAD above 1.0315
Sell CADJPY below 90.64
Buy CHFJPY above 116.80
Sell EURAUD below 1.4822
Buy EURCAD above 1.5585
Sell EURCHF below 1.2132
Buy EURGBP above 0.8399
Buy EURJPY above 141.97
Sell EURNZD below 1.5828
Buy EURUSD above 1.3947
Sell GBPAUD below 1.7893
Buy GBPCAD above 1.8650
Sell GBPCHF below 1.4475
Sell GBPJPY below 167.76
Sell GBPUSD below 1.6465
Sell GBPNZD below 1.9083
Buy NZDCHF above 0.7695
Buy NZDJPY above 88.71
Buy NZDUSD above 0.8685
Buy USDCAD above 1.1277
Sell USDCHF below 0.8713
Sell USDJPY below 101.27

//------
Attached Image(s) (click to enlarge)
Click to Enlarge Name: j 17.png Size: 78 KB
Click to Enlarge Name: j 18.png Size: 53 KB
Click to Enlarge Name: j 11.png Size: 66 KB
to trade and code, keep both simple... no call to impress....h
  • #48
  • Mar 28, 2014 12:39pm Mar 28, 2014 12:39pm
Quoting hayseed
ibfx servers are 0 gmt so ons trades were calculated as of a few minutes ago..... 7:00 pm cst ..... several pairs were at their highs or lows so quite a few, 7, have already opened..... the com dolls are leading the pack...... given the extremes, it will be interesting to see how things fare......h //----
It will be interesting to see next week open results....
Memories caught in time but never forgotten
  • #49
  • Mar 31, 2014 12:41am Mar 31, 2014 12:41am
I only got one entry triggered this week, nzd/usd for a loss of 37 pips. (about 1/2R)

I expected more since a few pairs were close to their extremes, but they were pulling back when I placed my orders. (I usually place orders shortly after London open on Friday morning and lift them at NY close)
si hoc legere scis nimium eruditionis habes
  • #50
  • Mar 31, 2014 12:18pm Mar 31, 2014 12:18pm
Quoting numbnuts
I only got one entry triggered this week, nzd/usd for a loss of 37 pips. (about 1/2R) I expected more since a few pairs were close to their extremes, but they were pulling back when I placed my orders. (I usually place orders shortly after London open on Friday morning and lift them at NY close)
I thought so too..

I didnt manage to set any weekend trades....
Memories caught in time but never forgotten
  • #51
  • Mar 31, 2014 12:20pm Mar 31, 2014 12:20pm
OMP trades for this week.. Only EJ triggered so far..


Attached Image (click to enlarge)
Click to Enlarge Name: omp.png Size: 29 KB
Memories caught in time but never forgotten
  • #52
  • Apr 4, 2014 4:11am Apr 4, 2014 4:11am
I have added eur/gbp, eur/chf and gbp/jpy to my WPB pairs traded in an attempt to reduce USD exposure. NFP week seems like a nice time to do this.

None of the three new pairs look like getting triggered this week, but usd/chf and usd/jpy look likely.

Happy NFP
si hoc legere scis nimium eruditionis habes
  • #53
  • Apr 6, 2014 4:52pm Apr 6, 2014 4:52pm
Quoting numbnuts
I have added eur/gbp, eur/chf and gbp/jpy to my WPB pairs traded in an attempt to reduce USD exposure. NFP week seems like a nice time to do this. None of the three new pairs look like getting triggered this week, but usd/chf and usd/jpy look likely. Happy NFP

I think thats a good move..No weekend orders for me but following avidly..
Memories caught in time but never forgotten
  • #54
  • Apr 6, 2014 4:59pm Apr 6, 2014 4:59pm
Week ahead omp orders..

Attached Image (click to enlarge)
Click to Enlarge Name: omp.png Size: 33 KB
Memories caught in time but never forgotten
  • #55
  • Apr 6, 2014 5:06pm Apr 6, 2014 5:06pm
Gidday

Are you using EAs

Are they working out :nerd:
  • #56
  • Apr 6, 2014 5:21pm Apr 6, 2014 5:21pm
revised testing and new trade model criteria for OMP from the 6th of March giving a higher win ratio and a less volatile Equity curve, though Ive yet to receive
a full loss on a trade since the 6th March, My psychology prefers the higher win rate taking the slightly heavier hit with less losses. Im hoping to keep peak to trough draw downs to under 10% ..


Attached Image (click to enlarge)
Click to Enlarge Name: omp 1.PNG Size: 35 KB
Memories caught in time but never forgotten
  • #57
  • Edited Apr 7, 2014 1:50am Apr 6, 2014 5:28pm | Edited Apr 7, 2014 1:50am
Quoting eliteincome
Gidday Are you using EAs Are they working out :nerd:
No EA's yet as its a discretionary/timed exit from the trade..the rest of the model is automated, though only a few exit patterns have been tested so far, none automated. though this may change with further testing :nerd:
Memories caught in time but never forgotten
  • #58
  • Apr 13, 2014 8:03pm Apr 13, 2014 8:03pm
.....h
//----
Attached Image (click to enlarge)
Click to Enlarge Name: 1 night stand.png Size: 54 KB
Attached File(s)
File Type: mq4 1 night stand.mq4   4 KB | 349 downloads
File Type: mq4 Awesome Macd.mq4   11 KB | 340 downloads
to trade and code, keep both simple... no call to impress....h
  • #59
  • Apr 16, 2014 1:39am Apr 16, 2014 1:39am
Quoting hayseed
.....h //---- {file} {file} {image}
Sorry h...ive only just spotted your post.....I willy download and take a look....

Thank you kindly for your effort and time...

hope the traveling went well

Ja.
Memories caught in time but never forgotten
  • #60
  • Apr 21, 2014 3:37am Apr 21, 2014 3:37am
open orders..

Attached Image (click to enlarge)
Click to Enlarge Name: omp.png Size: 26 KB


All orders/open positions..

Attached Image (click to enlarge)
Click to Enlarge Name: omp 1.png Size: 38 KB
Memories caught in time but never forgotten
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