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Mixed (R01-R03, S01, Manual) | 2010.11.30 - present | IBFX (de Raiden )

Lutilisateur a supprimé ce système.

Discussion Mixed (R01-R03, S01, Manual) | 2010.11.30 - present | IBFX

Raiden
Jan 25 2011 at 06:25
posts 244
2011-01-25 1940GMT BOE Gov King Speaks Speaks - Bad for logic. Left running to see. Limitation in v15 will prevent catastrophic failure.

Consistency above all.
Raiden
Jan 26 2011 at 08:36
posts 244
post-2011-01-25 1940GMT Good call on event influence. Dynamic SL kicked in nicely. R 10.

Consistency above all.
Raiden
Jan 26 2011 at 09:30
posts 244
2011-01-26 1915GMT FOMC Statement; Fed Fund Rate - Bad for logic. Left running to see. Expect craziness. Quick profit from choppiness possible or volatility filters might catch movement. Or catastrophic failure.

Consistency above all.
Raiden
Jan 26 2011 at 14:58
posts 244
Raiden posted:
    2011-01-26 1915GMT FOMC Statement; Fed Fund Rate - Bad for logic. Left running to see. Expect craziness. Quick profit from choppiness possible or volatility filters might catch movement. Or catastrophic failure.


v15, no catastrophic failure.

Consistency above all.
Raiden
Jan 27 2011 at 00:47
posts 244
post-2011-01-26 1915GMT Choppiness at 1915 as expected, volatility filters active. No trade. Separate pass/fail display for each for better analysis.

Consistency above all.
Raiden
Feb 02 2011 at 21:38
posts 244
2011-02-02 VPS down. Accounts on other VPS running posted 0.47% gain.

Consistency above all.
Raiden
Feb 03 2011 at 18:46
posts 244
2011-02-03 17:30 Fed Chairman Bernanke Speaks
2011-02-04 01:00 FOMC Member Kocherlakota Speaks
and
skewing due to unusually large movement earlier from
10:00 EUR Retail Sales m/m
12:45 EUR Bid Rate
13:30 EUR ECB Press Conference
13:30 USD Unemployment Claims
13:30 USD Prelim Nonfarm Productivity q/q
13:30 USD Prelim Unit Labor Costs q/q
15:00 USD ISM Non-Manufacturing PMI
15:00 USD Factory Orders m/m

Unwise to trade, left on for failure-handling analysis.

Consistency above all.
Raiden
Feb 04 2011 at 01:15
posts 244
post 2011-02-04 01:00 Surprisingly chill, no action all fronts.

Consistency above all.
Raiden
Feb 08 2011 at 00:28
posts 244
post 2011-02-08 window
1. v11 2nd entry better than v15. Retest with A2S logic.
2. Shift start +8min to obtain some data of bar for filter1.
3. Smart SL might be too tight. Retest with K2.

Consistency above all.
Raiden
Feb 10 2011 at 02:01
posts 244
post 2011-02-09 window action:
1. Entry 0.85 -> 1.0
2. Exit K1 -> K2

Consistency above all.
Raiden
Feb 10 2011 at 04:36
posts 244
Backtests show Entry should stay as 0.85

Consistency above all.
Raiden
Feb 10 2011 at 10:37
posts 244
K2 will not catch a slow trending market in time before heavy losses incurred.
Default K2, K1 triggered by longer TF volatility

Consistency above all.
Raiden
Feb 10 2011 at 10:43
posts 244
2011-02-10 1900GMT Federal Budget Balance - Risky

Consistency above all.
Raiden
Feb 11 2011 at 01:39
posts 244
post 2011-02-10 1900 GMT Federal Budget Balance Actual -49.8B Forecast -69.5B, and
Surprisingly mellow movements, 5-7 pips

Note current Egyptian turmoil, window coincided with President Hosni Mubarak speech

No change to BK limits. Safer.


Consistency above all.
Raiden
Feb 14 2011 at 09:16
posts 244
2011-02-14 Working on incorporating reversal logic into smart SL

Consistency above all.
Raiden
Feb 15 2011 at 02:42
posts 244
2011-02-14 Triggered on v11 and unlisted v15 a/c's. Write to journal/file for filter action?

Pros:
1. Have a log of why entry was/wasn't done
Cons:
1. Write per tick fail might flood log/file
2. Possible signature for blocking of trades

Consistency above all.
Raiden
Feb 15 2011 at 21:15
posts 244
Phoar... really hitting a wall here. Reversal logic itself is an entirely new EA. Going to take a month, and probably more than that. Identified at least 8 scenarios that must be pursued and tested.

Lofty goal here is to build v16 such that it will catch up and exceed v11's performance.

Consistency above all.
Raiden
Feb 16 2011 at 13:57
posts 244
2011-02-16 1900 GMT FOMC Meeting Minutes, Treasury Sec Geithner Speaks

Again these events really screw up the movements. Left on to see failure-handling.

Consistency above all.
Raiden
Feb 17 2011 at 00:33
posts 244
Post 2011-02-16 1900 GMT Movements fairly chill.

Didn't take early sell. Took later buy, 3.5 pips. Retest AType. Re-do display with multiplier factored in.

Consistency above all.
Raiden
Feb 23 2011 at 14:30
posts 244
2011-02-21 Loss due to slippage in fast market, test with BiK=2

Consistency above all.
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