Bogie-HedgeHog-v4g (de wackena)
El usuario ha borrado este sistema.
Discusión Bogie-HedgeHog-v4g
Apr 01, 2010 at 10:35
Hi Guys
Just to let you know i've been testing v3f on a $3000 Demo with FXCM.
All Default setting on AUDJPY & AUDUSD H1
Account opened 28/3
Profit at the moment $5400
All profit coming from 4 trades taken on AUDJPY over the last 4 days
No losing trades yet!!!!!!
I also have 4 open trades from 29/3 all on AUDUSD
Thinking of going live (after more testing of course) on the AUDJPY only.
https://www.myfxbook.com/members/Olliesmum/bogie/24410
Just to let you know i've been testing v3f on a $3000 Demo with FXCM.
All Default setting on AUDJPY & AUDUSD H1
Account opened 28/3
Profit at the moment $5400
All profit coming from 4 trades taken on AUDJPY over the last 4 days
No losing trades yet!!!!!!
I also have 4 open trades from 29/3 all on AUDUSD
Thinking of going live (after more testing of course) on the AUDJPY only.
https://www.myfxbook.com/members/Olliesmum/bogie/24410
Miembro desde Oct 28, 2009
posts 78
Apr 01, 2010 at 10:37
What is your risk setting? It seems huge...
Miembro desde Oct 28, 2009
posts 78
Apr 01, 2010 at 12:09
😱
Miembro desde Oct 28, 2009
posts 78
Apr 01, 2010 at 16:25
I definitely isn't. It seems that SNB intervention was to late to save USD/CHF positions.
Shortly, 10% risk is too high long term...
Shortly, 10% risk is too high long term...
Apr 01, 2010 at 16:32
(editado Apr 01, 2010 at 16:32)
the risk was then closer to ~20% since the pairs are correlated ... and were not used to actually hedge the trades (eg: buy EUR/USD and sell USD/CHF is like buying 2x EUR/USD if the pairs stay correlated)
Miembro desde Oct 28, 2009
posts 78
Apr 01, 2010 at 16:48
(editado Apr 01, 2010 at 16:48)
Exactly. I wonder where is the 'Hedge' in the Hog? 😕
Miembro desde Aug 20, 2009
posts 266
Apr 01, 2010 at 17:39
I think this happened............
https://www.fxstreet.com/news/forex-news/article.aspx?storyid=8a5d46cb-3af3-4520-b979-032eb30cbba8
SNB just cannot keep their dirty paws off the market. They always seem to move in low liquidity periods when the market is easiest to move.
https://www.fxstreet.com/news/forex-news/article.aspx?storyid=8a5d46cb-3af3-4520-b979-032eb30cbba8
SNB just cannot keep their dirty paws off the market. They always seem to move in low liquidity periods when the market is easiest to move.
Wealth Creation Through Technology
Apr 01, 2010 at 19:18
Risk=10 was too high.
Example: EURUSD, Depoist $10,000, MaxTrades = 4 and Risk = 10 (%).
When MaxTrades are opened, margin required would be ~ $2,000. This is 20% of account balance. Multiply this by 2 for trading EURUSD and USDCHF and this would be ~ 40% of account balance. When price runs against the your trades, this gets proportionally worse.
For future testing, I set maximum initial MaxTrades Margin required to 5% of account balance per pair. If I calculated this correct, Risk = 2. Slower growth when winning and less damage as per current situation.
In the past, it has always been risky to trade Martingale type EAs.
Example: EURUSD, Depoist $10,000, MaxTrades = 4 and Risk = 10 (%).
When MaxTrades are opened, margin required would be ~ $2,000. This is 20% of account balance. Multiply this by 2 for trading EURUSD and USDCHF and this would be ~ 40% of account balance. When price runs against the your trades, this gets proportionally worse.
For future testing, I set maximum initial MaxTrades Margin required to 5% of account balance per pair. If I calculated this correct, Risk = 2. Slower growth when winning and less damage as per current situation.
In the past, it has always been risky to trade Martingale type EAs.
"Steady Equity Growth" is the name of the game.
Miembro desde Oct 28, 2009
posts 78
Apr 01, 2010 at 20:06
Basing on backtests anything higher than 2% when MM <> 0 seems too risky in the long run. It was lucky that this test here did not start from such losses as today's, as you would have to start from 0. My first impressions when I started to follow this EA was that the pairs that you ride are chosen so as to provide hedge, because they are negatively correlated. But as duzyfx noted this was not the case.
Apr 02, 2010 at 09:52
duzyfx posted:
the risk was then closer to ~20% since the pairs are correlated ... and were not used to actually hedge the trades (eg: buy EUR/USD and sell USD/CHF is like buying 2x EUR/USD if the pairs stay correlated)
The problem with just dropping this EA on EU and UC is that they are negatively correlated. To trade them in a hedge fashion the ea would have to open positions on both pairs in the same direction with a scaled relative size. Droping the EA on both pairs results in orders entered in opposite directions on a negatively correlated pair giving approximately double the risk. There is no hedge in hedge hog.
Also, being a martingale, it will eventually lose and will lose big without manual intervention.
Miembro desde Oct 28, 2009
posts 78
Apr 02, 2010 at 19:49
(editado Apr 02, 2010 at 19:50)
According to the original Hedge Hog Trade Rules.pdf.
<quote>
This system is based on the inverse correlation of the EURUSD and USDCHF.
Typically if you hedge, you will buy a currency after you have sold it, or vice
versa. Since these two currency pairs are the two most inversely correlated
pairs, to hedge you would buy or sell ***both*** the EURUSD and the EURCHF.
The entry for a trade is based on the divergence (or move away from) the
EURCHF from the close of the previous day. To determine what to use for
the daily close, you should use GMT as the time. When the EURCHF moves
away from (or diverges) from the previous day’s close, it means the EUR
and CHF are also getting out of correlation, and will typically want to move
back towards the correlation.
</quote>
Somehow hedge hog foundation seems lost in the current edition...
<quote>
This system is based on the inverse correlation of the EURUSD and USDCHF.
Typically if you hedge, you will buy a currency after you have sold it, or vice
versa. Since these two currency pairs are the two most inversely correlated
pairs, to hedge you would buy or sell ***both*** the EURUSD and the EURCHF.
The entry for a trade is based on the divergence (or move away from) the
EURCHF from the close of the previous day. To determine what to use for
the daily close, you should use GMT as the time. When the EURCHF moves
away from (or diverges) from the previous day’s close, it means the EUR
and CHF are also getting out of correlation, and will typically want to move
back towards the correlation.
</quote>
Somehow hedge hog foundation seems lost in the current edition...
