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Zeusjoes Market-Neutral Hedge Strategy

  • #781
  • Aug 9, 2014 12:23pm Aug 9, 2014 12:23pm
Hi,

I am searching all over for an EA to close profit or stop loss for this strategy, but some are to complicated or cannot choose pairs to trade.
Any one here could share an EA which only control selected pairs, and close both when total TP or total SL hit.
It would be great because we could open trades on many pairs and wont have to sit in front of the computer.

Thank you in advance.
  • #782
  • Feb 5, 2015 3:07am Feb 5, 2015 3:07am
Quoting SwingMan
{quote} Hi @tacirring, I recompiled the indicators and here you have the latest versions. Please post what and how you trade... {file}
Dear SwinMan ,

This is a very, very impressive strategy. I just started test it manually. I noticed it's been a while since your last post, I would like to know if there's any update for all the indicators? I hope you can see this post. Thank you.

-wccmcd
  • #783
  • Edited 6:14pm Feb 9, 2015 3:59pm | Edited 6:14pm
This post seemed to look interesting, but after reading 5 pages I realized it as piece of rubbish "strategy".
I'm gonna to refrain you from delluding yourself. That's not hedge.
I'm little lazy and I didn't read that's all, so if anybody did it before me, please ignore that post.

Of course trading eurjpy and gbpjpy is just simply trading EURGBP, but expressed in yen, and if you not have the same amount of yen in both pairs then broad moves on yen will also be meaningful. That's differ from one-directional eurgbp trade but here is why:

in your presented case buy 1 lot eurjpy and sell 1 lot gbpjpy, you actually:

buy 100k eur, paying for it in japanese yen (eurjpy : 134.31, you paid 134,31* 100.000 yen) - (basically you change yours 134.310.000 jpy for other's 100.000 eur)
buy jpy, paying for it by 100k gbp (gbpjpy : 180.46, you get 180,46*100.000 jpy and give 100k gbp) - (you change yours 100k gbp for someone other's 180.461.000 jpy)

so, in summary you have now 100.000 eur and 180.461.000 jpy and you paid 134.310.000 jpy and 100.000 gbp.
your exposition is not only on eur and gbp but jpy as well, not as you probably wanted. the second pair: gbpjpy is more exposed on moves on yen.

there is not edge in this strategy. basically in current time moves on yen was in your favour, because of poor luck(you didn't even know about it).
  • #784
  • Sep 14, 2015 8:12am Sep 14, 2015 8:12am
Quoting SwingMan
{quote} Hi @tacirring, I recompiled the indicators and here you have the latest versions. Please post what and how you trade... {file}
hi,@SwingMan

The provision of mq4 files of NeutralHedge-Indicators, I want to ask.
At the same, the following data (numerical value) of NeutralHedge Overlay_v4.ex4, CSV or, what can not be output in the TXT file.

→ "HedgeRange ="
→ "Threshold ="
→ "Trading:"

Best regards
  • #785
  • Sep 21, 2015 3:01pm Sep 21, 2015 3:01pm
Quoting SwingMan
{quote} Hi @tacirring, I recompiled the indicators and here you have the latest versions. Please post what and how you trade... {file}
hi，wingMan
I want to ask you to provide the mq4 file of NeutralHedge-Indicators.rar.
Best regards
  • #786
  • Feb 23, 2016 11:16am Feb 23, 2016 11:16am
Hello, I just noticed some of you had replied to my post of almost 2 yrs ago. I am so sorry for not responding. Basically I have found that if you observe certain correlated pairs using certain indicators, namely neutralprice osc v1, one or both of the pairs or cfd's will reverse direction when the indicator reaches an extreme pt. I have used sp500/nasdaq very successfully.
  • #787
  • Edited 3:31pm Aug 9, 2016 5:15am | Edited 3:31pm
@Lankaster, here have you the source codes fore some indicators from me.
Have fun with it .
Attached File(s)
File Type: zip NeutralHedge-IndicatorsMQ4-new.zip   22 KB | 2,704 downloads
  • #788
  • Aug 9, 2016 9:14am Aug 9, 2016 9:14am
Quoting SwingMan
@Lankaster, here have you the source codes fore some indicators from me. Have fun with it . {file}
Great!
Thanks for the help. If I can return the favor please let me know. I'll let you know if I find something.
However, I entered yesterday short EU + long GU and... well...
But I'll keep looking.
Thanks again!
  • #789
  • Aug 9, 2016 9:57am Aug 9, 2016 9:57am
Quoting Lankaster
{quote} Great! Thanks for the help. If I can return the favor please let me know. I'll let you know if I find something. However, I entered yesterday short EU + long GU and... well... But I'll keep looking. Thanks again!
Please from time to time to post your results and charts.
It coud be that I develope some new things, let's see
  • #790
  • Aug 9, 2016 3:34pm Aug 9, 2016 3:34pm
Pleaser replace the posted files in #Post 787, because I still have some added NeutralHedge-IndicatorsMQ4-new.zip
  • #791
  • Aug 12, 2016 5:31am Aug 12, 2016 5:31am
Quoting SwingMan
Pleaser replace the posted files in #Post 787, because I still have some added NeutralHedge-IndicatorsMQ4-new.zip
Hi Swingman, i see you have been a poster in this thread since 2008.. so simple question. Is this strategy profitable? Thank so much.
  • #792
  • Oct 30, 2017 11:48pm Oct 30, 2017 11:48pm
Quoting SwingMan
Pleaser replace the posted files in #Post 787, because I still have some added NeutralHedge-IndicatorsMQ4-new.zip
Hi swingman

This strategy is almost as holly grail.The last 2 jigsaws are auto lot size vary by ADR of Trading pair and cointegration function.

Cheers
  • #793
  • Feb 22, 2018 11:46am Feb 22, 2018 11:46am
Quoting quakr
Dear Sergio, The currency pairs that i've been running are 1.audusd audcad 600 2.audusd nzdusd 500 3.euraud eurchf 2200 4.euraud eurusd 800 5.eurusd eurcad 700 6.gbpjpy eurjpy 1800 7.gbpusd eurusd 600 8.usdchf cadchf 1000 9.chfjpy gbpjpy 300 10.chfjpy eurjpy 300 The respective numbers were the settings for HedgeRange Lower Limit for each currency pairs. The attached file is the modified version of my EA, enter the pairs you wish to test into Primary Pairs & Secondary Pairs respectively. Johnny {file}

Dear Quakr im check this EA on my mt4 but only run into audusd-nzdusd, i couldnt to run this EA in other pairs, i wolud like that you can help me this problem.

Thanks and happy day
  • #794
  • Feb 22, 2018 11:57am Feb 22, 2018 11:57am
Quoting RisingSun
Last trade for the week ... EURCHF-EURAUD {image}
Dear Risingsun im check this EA on my mt4 but only run into audusd-nzdusd, i couldnt to run this EA in other pairs, i wolud like that you can help me this problem.

Thanks and happy day
  • #795
  • Feb 28, 2019 1:15pm Feb 28, 2019 1:15pm
Quoting SwingMan
@Lankaster, here have you the source codes fore some indicators from me. Have fun with it . {file}
Hi swingman, you did a great job helping people here ... Congratulations, the world needs more people like you!
Have you made an updated version of the "NeutralHedge Overlay_v4" indicator?
Because it has a gap between the pairs, a kind of repaint ...
Could you correct that?
  • #796
  • Feb 28, 2019 3:21pm Feb 28, 2019 3:21pm
Quoting SwingMan
I think there are some minor calculation errors, but you can test the new indicators. I'm going (The old v3 indicator has also a small error in the calculation of the threshold). . {file} {file} {image} {file}
Hi swingman, you did a great job helping people here ... Congratulations, the world needs more people like you!
Have you made an updated version of the "NeutralHedge Overlay_v4" indicator?
Because it has a gap between the pairs, a kind of repaint ...
Could you correct that?
  • #797
  • May 8, 2020 1:46am May 8, 2020 1:46am
Quoting SwingMan
Please replace and test the indicators. I replaced the parameter "correlated" with "mirroring", like in the first versions... Alert is in v3.4 implemented. . {image} {file} {file} {file}

@SwingMan

thank's for your job!
Can I ask you 2 questions ??

1- about indicator "NeutralHedge Overlay_v4", wich is the mathematical formula for calculating the threshold?

2- regarding EA "smDan Orders EA_v2" the "Buy" and "Sell" buttons do not work

Thanks
  • #798
  • Sep 30, 2021 7:49pm Sep 30, 2021 7:49pm
Quoting SwingMan
Pleaser replace the posted files in #Post 787, because I still have some added NeutralHedge-IndicatorsMQ4-new.zip
Dear SwingMan!
Could you please translate the indicator NeutralHedge Overlay_v4.mq4 to MT5 in order to test it in the tester of strategies of MT5 and to observe the correlation during the history?
  • #799
  • Jan 23, 2025 5:42pm Jan 23, 2025 5:42pm
Quoting rome777
{quote} Dear SwingMan! Could you please translate the indicator NeutralHedge Overlay_v4.mq4 to MT5 in order to test it in the tester of strategies of MT5 and to observe the correlation during the history?
NeutralHedge Overlay_v4.mq4
it is much easier and comfortable to have it done to shift last bar in history back and forward , with vertical line .
  • #800
  • Jan 23, 2025 5:48pm Jan 23, 2025 5:48pm
Quoting scooby-doo
{quote} There is a reason the thread is dead. It works UNTIL the carry trade starts to unwind. When that happens then your account will blow BIG TIME. Now, many will ask, "Just don't trade when the carry trade starts to unwind", well, good luck with spotting that when it occurs. Usually around 4-6 times per year but depends on other factors which retail traders are not normally informed about. So, ofcourse, you can make some nice profits in the meantime. But not having some kind of stoploss across both pairs is a disaster waiting to happen when...
the ground issue was to trade the spread against the trend, aiming to close gaps between pairs ,
- much more safe is to enter on crossing of pairs ,
- small losses , big gains & no threat to get margin call
take a look at the gaps they definitely could smash depo
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