v11f Demo_closed 2011-10-03 토론

2010-11-29 2000GMT Fed Chairman Bernanke Speaks - Crash logic? Left running to see.

post-2010-11-29 2000GMT apparently not. :)

Regardless, USDJPY exposure lowered to minimum.

2011-01-25 1940GMT BOE Gov King Speaks Speaks - Bad for logic. Left running to see. Expect large DD before recovery or even catastrophic failure.

post-2011-01-25 1940GMT Good call on event influence. Lucked out on profit exit.

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.

post-2011-01-26 1915GMT Choppiness at 1915 as expected, quick profit taken.

2011-02-02 VPS down. Accounts on other VPS 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.

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 BK logic, skirting on thin ice. Drop just at exit.

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.

Took early sell, solid 8.2 pips. Didn't take later buy. Retest AType.

2011-03-08 2040 GMT GBP BOE Gov King Speaks

Left on to see failure-handling.

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 insanely. Had it happened in trading window, v16 smart SL logic would not have caught. 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...

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. USDJPY hit fixed SL. EURGBP got out in profit. Velocity filters prevented recoveries and re-entries. System quite robust as is.
Add another current bar velocity filter to be safer.

2011-03-31 Crushing loss on USDJPY. v15 2nd level 'smart' exit logic would have mitigated about half the loss on the final position. Emphasizes importance of 3rd level exit.

2011-06-16 Much awaited crashing of v11f. More stringent v15 entry conditions and flightiness (and hence commensurately lower gains) avoided this day's drop.