Bogie-HedgeHog-v4g讨论

Hi Guys
 Just to let you know i've been testing v3f on a $3000 Demo with FXCM.
All Default setting on AUDJPY & AUDUSD H1
Account opened 28/3
Profit at the moment $5400
All profit coming from 4 trades taken on AUDJPY over the last 4 days
No losing trades yet!!!!!!
I also have 4 open trades from 29/3 all on AUDUSD

Thinking of going live (after more testing of course) on the AUDJPY only.

https://www.myfxbook.com/members/Olliesmum/bogie/24410

What is your risk setting? It seems huge...

Yeah its at its default setting which is 10
I didnt want to change it to much.
Just really wanted to get a feel as to how it trades....
I know its a fairly risky setting

😱

I hope for the sake of the account holder that today's result is April's fool !!!

w months of profit wiped away ...

I definitely isn't. It seems that SNB intervention was to late to save USD/CHF positions.

Shortly, 10% risk is too high long term...

the risk was then closer to ~20% since the pairs are correlated ... and were not used to actually hedge the trades (eg: buy EUR/USD and sell USD/CHF is like buying 2x EUR/USD if the pairs stay correlated)

Exactly. I wonder where is the 'Hedge' in the Hog? 😕

Shiiiiit, what the hell happend, take a look at the losses for today!

I think this happened............

https://www.fxstreet.com/news/forex-news/article.aspx?storyid=8a5d46cb-3af3-4520-b979-032eb30cbba8

SNB just cannot keep their dirty paws off the market. They always seem to move in low liquidity periods when the market is easiest to move.

I agree with compuforexpamm. And if you see the yesteday's news like a strong error prevision (157%) regarding the US job it is a perfect cocktail ...

Okay, it's just that I am running v3f and v4f, albeit with different settings and they haven't bombed like that

Risk=10 was too high.
Example: EURUSD, Depoist $10,000, MaxTrades = 4 and Risk = 10 (%).
When MaxTrades are opened, margin required would be ~ $2,000. This is 20% of account balance. Multiply this by 2 for trading EURUSD and USDCHF and this would be ~ 40% of account balance. When price runs against the your trades, this gets proportionally worse.
For future testing, I set maximum initial MaxTrades Margin required to 5% of account balance per pair. If I calculated this correct, Risk = 2. Slower growth when winning and less damage as per current situation.

In the past, it has always been risky to trade Martingale type EAs.

Sorry for the newbie question, is Hedgehog-Bogie based on Martingale?

Yeah, I had the Risk on 2 but kept the maxtrades to 4.

canman888 posted:
    Sorry for the newbie question, is Hedgehog-Bogie based on Martingale?

Yes it is. Also called double down trading.

Basing on backtests anything higher than 2% when MM <> 0 seems too risky in the long run. It was lucky that this test here did not start from such losses as today's, as you would have to start from 0. My first impressions when I started to follow this EA was that the pairs that you ride are chosen so as to provide hedge, because they are negatively correlated. But as duzyfx noted this was not the case.

duzyfx posted:
    the risk was then closer to ~20% since the pairs are correlated ... and were not used to actually hedge the trades (eg: buy EUR/USD and sell USD/CHF is like buying 2x EUR/USD if the pairs stay correlated)

The problem with just dropping this EA on EU and UC is that they are negatively correlated. To trade them in a hedge fashion the ea would have to open positions on both pairs in the same direction with a scaled relative size. Droping the EA on both pairs results in orders entered in opposite directions on a negatively correlated pair giving approximately double the risk. There is no hedge in hedge hog.

Also, being a martingale, it will eventually lose and will lose big without manual intervention.

What 2 pairs could the EA trade then? If the EU & UC are negatively correlated what 2 pairs would create a true 'hedge' for the hedge hog to perform correctly?

Greatest Success ***Dale***

According to the original Hedge Hog Trade Rules.pdf.
<quote>
This system is based on the inverse correlation of the EURUSD and USDCHF.
Typically if you hedge, you will buy a currency after you have sold it, or vice
versa. Since these two currency pairs are the two most inversely correlated
pairs, to hedge you would buy or sell ***both*** the EURUSD and the EURCHF.

The entry for a trade is based on the divergence (or move away from) the
EURCHF from the close of the previous day. To determine what to use for
the daily close, you should use GMT as the time. When the EURCHF moves
away from (or diverges) from the previous day’s close, it means the EUR
and CHF are also getting out of correlation, and will typically want to move
back towards the correlation.
</quote>

Somehow hedge hog foundation seems lost in the current edition...