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

2011-01-25 1940GMT BOE Gov King Speaks Speaks - Bad for logic. Left running to see. Limitation in v15 will prevent catastrophic failure.

post-2011-01-25 1940GMT Good call on event influence. Dynamic SL kicked in nicely. R 10.

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.

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.

post-2011-01-26 1915GMT Choppiness at 1915 as expected, volatility filters active. No trade. Separate pass/fail display for each for better analysis.

2011-02-02 VPS down. Accounts on other VPS running posted 0.47% gain.

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.

post 2011-02-04 01:00 Surprisingly chill, no action all fronts.

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.

post 2011-02-09 window action:
1. Entry 0.85 -> 1.0
2. Exit K1 -> K2

Backtests show Entry should stay as 0.85

K2 will not catch a slow trending market in time before heavy losses incurred.
Default K2, K1 triggered by longer TF volatility

2011-02-10 1900GMT Federal Budget Balance - Risky

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.

2011-02-14 Working on incorporating reversal logic into smart SL

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

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.

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.

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.