Yes there was a design flaw in trend-o-mat, not so with arb-o-mat. I can't speak to the other system. My understanding is the ratio's generated from R don't need active rebalancing. Somenoe on the synth thread leave hedges open for months at a time, ...

System to hedge every major dollar pair for profit / low DD

image For those wanting more trades, take out usdchf lots more volatility. Some sort of grid system based on the horizontal lines could be created.

System to hedge every major dollar pair for profit / low DD

Points taken, any way you look this is a fully hedged dollar position that happens to be short eurusd now. If this hedge was made up of day trading stocks, obviously taking the new positions at -.002 would be stupid. We are talking global currency ...

System to hedge every major dollar pair for profit / low DD

All evens out. You think the banks will let euro crash? not in their interest, so it won't happen. all hype.

System to hedge every major dollar pair for profit / low DD

Totally separate from overlays. just find out where the Rterm.exe file is doing a search and put that path there. All of the instructions are described you don't need to know any coding just follow instructions.

System to hedge every major dollar pair for profit / low DD

Read the whole synthetic hedge thread. There is no issue with arbo-mat, just the trend-o-mat. The arbo-mat works best with USD pairs. hedge ratios may be inaccurate if using non USD pairs.

System to hedge every major dollar pair for profit / low DD

I am basing it on the current window. It could possibly go to a lower deviation. But based on what i know is going on now, i don't think 2 standard deviations lower from here is in the cards. Statistically, the odds are better for price to go back ...

System to hedge every major dollar pair for profit / low DD

My theory (and probably why the trades have to be open for weeks to be profitable) these trades reflect new money coming into the dollar. Naturally, this will take time.

System to hedge every major dollar pair for profit / low DD

I've avoided using the trend-o-mat or any trend analysis with the arb-o-mat specifically because 7bit said the trend-o-mat was flawed. I know for a fact drawdown was extremely low on this basket. it is every dollar pair. For one pair to rise, ...

System to hedge every major dollar pair for profit / low DD

These are manually opened trades. Yes, I will close the trades as soon as the market opens. The Arbomat EA itself has no trading logic. The only purpose it has it to display th R chart. Trading as I described, the trades will be opens likely for ...

System to hedge every major dollar pair for profit / low DD

I majored in Anthropology because I wanted to know what sets us aparts as living beings? The answer is shared knowledge transmitted differentially. This is the definition of culture.

System to hedge every major dollar pair for profit / low DD

Go for it, but this thread is focused on all or most all dollar pairs. Focus on specific pairs at your own peril. You will run into a number of challenges as we have seen on the Overlay Hedge EA thread. As you know, I'm using R to time when I turn ...

System to hedge every major dollar pair for profit / low DD

Think so, it should be in good profit at that time. All of that consolidation near 0 was evident on my floating profit equity curve. In theory you should be able to close out all in profit a while before 0 exactly gets hit. Trust me, you will see ...

System to hedge every major dollar pair for profit / low DD

Yes, at any time you are confident in a change in the standard deviation go for it bossman. If you have some other system to go by, this could be used as a guide or vice versa. Possibilities are endless.

System to hedge every major dollar pair for profit / low DD

Should be less drawdown with more pairs. So your question makes me think. Since it costs nothing to setup a demo, will be a good idea to try it both ways with and without usdchf so the results can be compared daily. Maybe its best to leave it there! ...

System to hedge every major dollar pair for profit / low DD

The trade ratios in post #1 were given by R on 4/26/12 at time of entry. I had decided to compare/enter on ALL dollar pairs. I did not try a fewer number of pairs, since my goal was to capture all major pair price movement. As mentioned, now I will ...

System to hedge every major dollar pair for profit / low DD

Yes, just remember this is outside of any chart technical analysis. This is in the quantitative realm where time is not as important as statistical anomaly. For me personally, a new potential period to open trades is a new week on hourly data when ...

System to hedge every major dollar pair for profit / low DD

There is no hard and fast rules yet, that's why I made this thread I placed the above trades near the mean. The premise was: If all dollar trades are hedged near the mean can it be profitable? yes. Using mean reversion, you wait some X number of ...

System to hedge every major dollar pair for profit / low DD

You can see the date range on the bottom, i always hit the home button on all charts before starting the EA to make sure the history file pulls in all available data. other than that no tricks. The question of comparing MT to R charts, scaling.. I ...

System to hedge every major dollar pair for profit / low DD

my understanding is it wil simply compress the calculation further when the TF is changed. It still calculates the same way on the same tick data, but naturally cause of more data the levels will be different. From my studies on hedging i use 1 hr ...

System to hedge every major dollar pair for profit / low DD