v15 USD 100 (retired) 討論

2011-03-11 'Black Swan' event, massive 8.9 Richter scale earthquake hits Japan about 3.5 hours back.(0630 GMT) JPY strengthened across the board greatly. Had it happened in trading window, v16 smart SL logic would not have caught it. Test to failure for this. Implement 3rd layer hard SL logic.

2011-03-12 Coming out of the trading week and programming mindset, it just hit me that the comment above comes off as rather mercenary in light of the tragedy and loss of life. One can sometimes get too entrenched in work.

Sentiments aside, look for infrastructure plays. Steel and sand probably. Going to hell one trade at a time. Sigh...

I know a lot of people donated profits made from 9/11 trading activity to 9/11 related charities.

Don't think one has to shirk from making a profit on a disaster, just have to donate the proceeds back to the surviving victims. That way at least there is some benefit to the survivors.

2011-03-16 (1715 EST, 2115 GMT)

INSANE movements.
GBPJPY -530 pips
EURJPY -430 pips
AUDJPY -390 pips
USDJPY -320 pips
CADJPY -330 pips
CHFJPY -220 pips

USDCHF -170 pips
GBPCHF -310 pips
EURCHF -200 pips

AUDUSD -100 pips
GBPAUD +130 pips
EURAUD +170 pips
AUDNZD +160 pips
AUDCAD -120 pips

Another 'Black Swan' in a week, and this time smack in the middle of window plus after trades opened. Great data obtained. Velocity filters prevented recoveries and re-entries. System quite robust as is.
Add another current bar velocity filter to be safer.