v15 USD 100 (retired) (By Raiden)

Пользователь удалил эту систему.

v15 USD 100 (retired) Обсуждение

Dec 01, 2010 at 09:27
1,713 Просмотры
24 Replies
Участник с Nov 27, 2010   244 комментариев
Jan 25, 2011 at 04:28
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.
Участник с Nov 27, 2010   244 комментариев
Jan 26, 2011 at 08:26 (отредактировано Jan 26, 2011 at 08:34)
post-2011-01-25 1940GMT Good call on event influence. Dynamic SL kicked in nicely. R 10 to 5.
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Jan 26, 2011 at 09:30
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.
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Jan 27, 2011 at 00:47
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.
Участник с Nov 27, 2010   244 комментариев
Feb 02, 2011 at 21:38
2011-02-02 VPS down. Accounts on other VPS running posted 0.47% gain.
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Feb 03, 2011 at 18:45
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.
Участник с Nov 27, 2010   244 комментариев
Feb 04, 2011 at 01:14
post 2011-02-04 01:00 Surprisingly chill, no action all fronts.
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Feb 08, 2011 at 00:29
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.
Участник с Nov 27, 2010   244 комментариев
Feb 10, 2011 at 02:01
post 2011-02-09 window action:
1. Entry 0.85 -> 1.0
2. Exit K1 -> K2
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Feb 10, 2011 at 04:36
Backtests show Entry should stay as 0.85
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Feb 10, 2011 at 10:37 (отредактировано Feb 10, 2011 at 10:47)
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.
Участник с Nov 27, 2010   244 комментариев
Feb 10, 2011 at 10:47
2011-02-10 1900GMT Federal Budget Balance - Risky
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Feb 11, 2011 at 01:39
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.
Участник с Nov 27, 2010   244 комментариев
Feb 14, 2011 at 09:36
2011-02-14 Working on incorporating reversal logic into smart SL
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Feb 15, 2011 at 02:42
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.
Участник с Nov 27, 2010   244 комментариев
Feb 16, 2011 at 13:57
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.
Участник с Nov 27, 2010   244 комментариев
Feb 17, 2011 at 00:29
Post 2011-02-16 1900 GMT Movements fairly chill.

Didn't take early sell. Took later buy, 2.9 pips. Retest AType. Re-do display with multiplier factored in.
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Feb 23, 2011 at 14:32
2011-02-21 Loss due to slippage in fast market, test with BiK=2
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Feb 23, 2011 at 14:32
2011-02-23 1830 GMT GBP MPC Member Miles Speaks
2011-02-23 1830 GMT USD FOMC Member Plosser Speaks

Left on to see failure-handling.
Consistency above all.
Участник с Nov 27, 2010   244 комментариев
Mar 08, 2011 at 16:51
2011-03-08 2040 GMT GBP BOE Gov King Speaks

Left on to see failure-handling.
Consistency above all.
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