Attachments: Can someone code this hedging EA?

Can someone code this hedging EA?

#21
Jun 2, 2015 8:12am Jun 2, 2015 8:12am

dranzer006
| Joined Apr 2010 | Status: Trader | 27 Posts

Quoting FerruFx

Disliked

{quote} Why don't you focus on trading instead of trying to beat the market ?

Ignored

You can't beat the market, That's the main reason people hedge if you look at serious trader or large institutes most of their strategies are based on advanced hedging techniques.

For what I wrote here sounds mostly stupid and isn't really profiting from any view but as I said before with some tweaking i can manage to make it better.

#22
Jun 2, 2015 8:24am Jun 2, 2015 8:24am

safv6
| Joined Jan 2014 | Status: Trader | 22 Posts

Quoting dranzer006

Disliked

{quote} Thanks for the EA.

Ignored

You're welcome buddy! Although the strategy as it is now is obviously kind of a zero-sum game, I would love to hear what your findings are and modify the EA accordingly

Cheers

Saf

#23
Jun 2, 2015 6:38pm Jun 2, 2015 6:38pm

FxLester
Joined Jul 2014 | Status: Trader | 341 Posts

Quoting kprsa

Disliked

{quote} Also your math skills leave a lot to be desired. You do not need to increase the order size to gain quadratically (which is why adding to the winners is such a good idea). Let us say that each of your orders gains one unit every 100 pips. After 900 pips in one direction you will have gained 9+8+7+6+5+4+3+2+1=45 units. Your losing grid, on the other hand, has lost 9 units. Sum total, you win: 45-9=36 units. The point of my example is to show you that one can construct a reasonable schema even starting from something usually considered a bad...

Ignored

You were on my ignore list. I apologise for not seeing your post until now.

Hopefully this is simple enough for your to understand.

In elementary algebra, a quadratic equation (from the Latin quadratus for "square") is any equation having the form
ax^2+bx+c=0

9+8+7+6+5+4+3+2+1=45 units is called a divergent series.

So much for elementary maths

.

You may want to read my post again instead of taking me out of context.

Follow me on twitter @FxLester

#24
Jun 2, 2015 11:34pm Jun 2, 2015 11:34pm

kprsa
Joined Feb 2014 | Status: ember | 1,268 Posts

Quoting FxLester

Disliked

{quote} You were on my ignore list.

Ignored

Massive egos, you say?

Quoting FxLester

Disliked

{quote} In elementary algebra, a quadratic equation (from the Latin quadratus for "square") is any equation having the form
ax^2+bx+c=0

Ignored

I wrote:

Quoting kprsa

Disliked

{quote} Assuming a linear movement say up, your losses in the sell grid will be linear (your SL are activated at the next point in the losing grid), whereas the wins of the buy grid will scale quadratically (since you add to the winners).

Ignored

which is a correct statement. The win of the winning grid under the stated assumption is (N+1)*N/2~(N^2)/2 for N>>1, where N is the number of active trades in the grid. Because there is a square of N, it is called quadratic (the quadratic equation is called quadratic because of the same reason, in other words the scope of the word "quadratic" in mathematics is not exhausted by the quadratic equation). The loss of the losing grid is just N, which is linear scaling. For large N (strong move in any direction), the win outweighs the loss by a mile.

Cheers,
k

#25
Jun 3, 2015 9:36pm Jun 3, 2015 9:36pm

dranzer006
| Joined Apr 2010 | Status: Trader | 27 Posts

Quoting safv6

Disliked

{quote} You're welcome buddy! Although the strategy as it is now is obviously kind of a zero-sum game, I would love to hear what your findings are and modify the EA accordingly Cheers Saf

Ignored

I will tell you about it once I'm fully clear on this, I was thinking about modifying the EA according to market trend or so that it won't keep on trading when market is moving in same direction. I'm also trying to find ways to deal with lots sizes so that losing trade is covered.

Also can you provide the code for the EA ?

#26
Edited 2:02pm Sep 5, 2015 1:51pm | Edited 2:02pm

hanzov
| Joined Nov 2012 | Status: Trader | 128 Posts

Quoting dranzer006

Disliked

{quote} I will tell you about it once I'm fully clear on this, I was thinking about modifying the EA according to market trend or so that it won't keep on trading when market is moving in same direction. I'm also trying to find ways to deal with lots sizes so that losing trade is covered. Also can you provide the code for the EA ?

Ignored

"deal with lots sizes so that losing trade is covered " looking like martingale game)

This EA (as you described) should be a really simple code. Do you have it already?

It is possible modify this strategy and close order after changing market. F.e. if your BUY order
shows less profit in comparison to previous interval, close it, may be market turns to SELL.

#27
Sep 5, 2015 2:13pm Sep 5, 2015 2:13pm

FxRetro
| Joined Apr 2008 | Status: Trader | 409 Posts

[quote=kprsa;8297930]{quote} It is just that you lack imagination.

You are wrong in this... We may use our "imagination" to try to creat zillions of trading systems. but the market it self has nothing to do with that. BECAUSE THE MARKET IS A MATHEMATICAL CREATED BUSSINES.

Swing with the tide, Surf with the waves!