Volatility Trader Rel.3c - LIVE-A Обсуждение

The past couple of days certainly have been interesting and frankly somewhat of a learning experience. Having fundamentals weighing heavily on cable while being mostly un-hedged has shown that we should build some additional safety mechanisms into our engine. My attempt to protect the account with a large counter-long position of 1.93 lots basically was both poorly executed and unnecessary in the end and cost our account over $800. That being said, had a large price spike occurred it would have saved the day. So it was like a typical insurance policy that costs a premium and is not claimed...

We are working on re-deploying some earlier technology that I developed last year that will potentially automate and correctly execute "insurance hedging" positions when the Volatility Trader is exposed to risk during times of uncertain fundamentals.

There will be a development phase, a testing/tuning phase, and then an implementation phase if things look good.

In a nutshell, the way this trading engine enhancement works is by looking at volatility induced by pent-up fundamentals that can cause sharp price movement when the London market opens and also during high-importance news releases for the currency in question. This already-developed software (but which must be adapted) automatically adjusts for BST / GMT timing, automatically pulls down economic info from the Internet and builds internal tables to trade it, and manages the positions if they fire (entry orders as opposed to market orders are utilized.)

The plan is to tie large technical discrepancies into the equation by producing automated output of hedging factor differentials and to activate the "fundamentals" trading engine (i.e., the hedging insurance engine) only when VT is suggesting possible trouble. The net effect should be that the fundamentals-enhanced VT engine will automatically insure using properly tuned order sizing against catestrophic moves against VT positions without requiring manual hedging intervention.

This is mentioned so that our clients understand that the manual attempt that I made this week that cost us $800+ will not be happening again. If we get good results with the fundamentals-based hedging insurance engine then that will simply be added as an additional safety mechanism for the VT engine.

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LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY AUTOMATED TRADING we provide
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SUMMARY:

3484.5 PIPS in 26 trading days = 134.0 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips -- week 5 - mar 31-06 (23 trades closed)
+ 189.7 pips --- week 6 - apr 07-07 (11 trades closed -- current partial week)

2010.04.07-20:28 MDT: OPEN FLOATING TRADES = -107.4 (9 open trades)
2010.04.07-20:28 MDT: NET PIPS = 3484.5 PIPS earned in 26 trading days.

This one sounds like FRWC..tweak...😀

kelrine posted:
This one sounds like FRWC..tweak...😀

Indeed O'Neill.

must... not.... sleep.... 😲

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LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
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SUMMARY:

3728.3 PIPS in 27 trading days = 138.1 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips -- week 5 - mar 31-06 (23 trades closed)
+ 198.2 pips --- week 6 - apr 07-08 (16 trades closed -- current partial week)

2010.04.08-12:28 MDT: OPEN FLOATING TRADES = 127.9 (7 open trades)
2010.04.08-12:28 MDT: NET PIPS = 3728.3 PIPS earned in 27 trading days.

EFFECTIVE 2010.04.08-14:10 MDT, the system is running at 1:1 ratio base order sizing.

From this point forward the per-pip earnings should be at least:

ACCOUNT_BALANCE / 10,000

For example, 138.1 pips in one day at account balance $33,000 should earn at least:

138.1 pips x ( $33,000 / 10,000 ) = $455.73

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LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
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SUMMARY:

4109.5 PIPS in 28 trading days = 146.8 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips -- week 5 - mar 31-06 (23 trades closed)
- 184.1 pips --- week 6 - apr 07-09 (18 trades closed -- current partial week)

2010.04.09-15:50 MDT: OPEN FLOATING TRADES = +891.4 (12 open trades)
2010.04.09-15:50 MDT: NET PIPS = 4109.5 PIPS earned in 28 trading days.

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LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
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SUMMARY:

3947.8 PIPS in 30 trading days = 131.6 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips -- week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)

2010.04.13-16:08 MDT: OPEN FLOATING TRADES = -282.7 (13 open trades)
2010.04.13-16:08 MDT: NET PIPS = 3947.8 PIPS earned in 30 trading days.

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LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
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SUMMARY:

4398.2 PIPS in 31 trading days = 141.9 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips -- week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 208.0 pips --- week 7 - apr 14-14 (5 trades closed -- current partial week)

2010.04.14-17:14 MDT: OPEN FLOATING TRADES = -40.3 (9 open trades)
2010.04.14-17:14 MDT: NET PIPS = 4398.2 PIPS earned in 31 trading days.

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LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
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SUMMARY:

4415.0 PIPS in 33 trading days = 133.8 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
- 29.4 pips ----- week 7 - apr 14-16 (13 trades closed -- current partial week)

2010.04.16-15:23 MDT: OPEN FLOATING TRADES = +213.9 (17 open trades)
2010.04.16-15:23 MDT: NET PIPS = 4415.0 PIPS earned in 33 trading days.

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LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
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SUMMARY:

5003.9 PIPS in 34 trading days = 147.2 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 693.2 pips --- week 7 - apr 14-19 (31 trades closed -- current partial week)

2010.04.19-18:10 MDT: OPEN FLOATING TRADES = +80.2 (11 open trades)
2010.04.19-18:10 MDT: NET PIPS = 5003.9 PIPS earned in 34 trading days.

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LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
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SUMMARY:

5091.6 PIPS in 35 trading days = 145.5 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 663.0 pips --- week 7 - apr 14-20 (36 trades closed)

2010.04.20-16:59 MDT: OPEN FLOATING TRADES = +198.1 (9 open trades)
2010.04.20-16:59 MDT: NET PIPS = 5091.6 PIPS earned in 35 trading days.

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LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
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SUMMARY:

5180.9 PIPS in 36 trading days = 143.9 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 663.0 pips --- week 7 - apr 14-20 (36 trades closed)
+ 275.5 pips --- week 8 - apr 21-21 (5 trades closed)

2010.04.21-21:01 MDT: OPEN FLOATING TRADES = +11.9 (4 open trades)
2010.04.21-21:01 MDT: NET PIPS = 5180.9 PIPS earned in 36 trading days.

It appears as though you are hedging your open trades? Is this a common practice on your accounts?

Yes, the Volatility Trader system hedges extensively for safety. That said, it does try to go heavier on the winning side and to also retain the alternate side in order to cash in on it too if possible. All managed accounts mirror our trades exactly, with money management tailored to client needs.

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LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
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SUMMARY:

5413.4 PIPS in 37 trading days = 146.3 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 663.0 pips --- week 7 - apr 14-20 (36 trades closed)
+ 550.5 pips --- week 8 - apr 21-22 (11 trades closed -- current partial week)

2010.04.22-18:27 MDT: OPEN FLOATING TRADES = -30.6 (7 open trades)
2010.04.22-18:27 MDT: NET PIPS = 5413.4 PIPS earned in 37 trading days.

Abbreviated log today as it's been a long and busy day, especially with my right-hand-man down south of the border...

April 23/10 log: 5322.0 pips in 38 trading days = 140.1 pips / trading day

The system did not close any positions today. We still have the same number of closed trades and closed pips as yesterday and currently have an open float of -122.0 pips, 9 open trades. (We added a couple of Asian market trades -- one AudUsd position and one UsdJpy position.)

It looks like cable will likely gap up on Sunday afternoon but hopefully we will get a fade back to today's pricing.

t.

HI
I really appreciate you for showing your trade history .and style of trading
you are a man

kishorejoga posted:
HI
I really appreciate you for showing your trade history .and style of trading
you are a man

Thank-you sir. Having nothing to hide, we don't want to hide anything! 😄