What lot size/% of portfolio are you risking per trade? Are you letting the trade run against you to work the system or are you setting stops? I ask because I am curious about the cooresponding level of portfolio risk if a E/C only trade goes ...

Hedge trading spieler system derived from futures spread trading

Great results. What are you using as entry and exit rules as it looks like you're taking trades at less than .25% divergence?

Hedge trading spieler system derived from futures spread trading

Very interesting — Thanks for sharing this. Looking forward to learning more from each of you.

Central Banks & Big Players

Great Thread — Thanks for sharing this idea. I want to make sure I'm tracking so please bear with me while I confirm an example. Below is a 4 Hour chart of the EUR/JPY and GBP/JPY with both 1 period SMA's and the 14 period ATR. You would have ...

Pair Divergence Method

Pearson Indicator — I've attached 2 charts below of the EUR/CHF H1 and M30 with the Pearson indicator included. As you can see there is a significant difference between the correlation of the 2 time frames. Should we only enter positions when ...

Hedge trading spieler system derived from futures spread trading

Question for Spieler — Spieler, You have mentioned in the past that you use propreitary systems to tweak your entries and exits. While I don't expect you to share those with us I was wondering if one of them might have to do with how ...

Hedge trading spieler system derived from futures spread trading

Here is a link to a thread started last year with the same or similar concept. There was a lot of work put into developing an EA and some indicators so take time to check it out if you are really interested in pursuing this. No need to reinvent the ...

Hedge and Correlation Strategy

Great Thread — NanningBob and others, After 2 days of furious reading I've finally made through the entire thread. This is a solid idea and I'm impressed that you've managed to stay on topic and keep the ugly side of internet forums out. I ...

Nanningbob 60x90 EA

Very Informative Thread — H. Reardon, Thank you very much for sharing your knowledge and experience, I find this thread to be quite enlightening and have started going through the Technical Analysis Fallacy thread you mentioned earler as well.

(can) small accounts make a living ?!

I'm not sure if this is different from what GFT offers but forexsolutions.com has a blackberry application that updates prices for whichever pairs you want every 3-4 seconds. No charting capability, but you can trade from the phone.

streaming prices on blackberry?

Spieler, To correlate with Lenoxer's question, I find it interesting that your guage for increasing the minimum divergence needed to enter a trade is based on the ATR of the EUR/USD instead of the EUR/CHF. Could you expand on this? It appears that ...

Hedge trading spieler system derived from futures spread trading

It seems that the Swiss National Bank (SNB) made an implicit floor in the price of the EUR/CHF pair because it wouldn't make much sense to weaken your currency for only a few days. If they feel that this is the right level wouldn't it be safe to say ...

Hedge trading spieler system derived from futures spread trading

I'm not sure "managing" it is the right expression — Started my live account last Monday, just in time to be on the wrong side of that EUR/CHF, or USD/CHF to be accurate, move on Thursday. Lesson learned, when the price is moving ...

Hedge trading spieler system derived from futures spread trading

As I understand it you aren't looking for whether or not the USDCHF or EURUSD are +/- .25%. Rather you are looking at whether or not the EURCHF is +/- .25%. An easy way to track this is as I write the EURCHF is trading at 1.4664 so .25% of that ...

Hedge trading spieler system derived from futures spread trading

Some more demo trading results — I've attached the trading results on a demo from the end of my last posted statement through yesterday. During this period I experimented a little with using 2 other currencies based on the eur/chf, which are ...

Hedge trading spieler system derived from futures spread trading

Spieler — I was wondering if you are using a larger decorrelation percentage, more than the .25%, to start your hedge lately since it seems that there is quite a bit more volatility now than last summer/fall? If so what percentage are you ...

Hedge trading spieler system derived from futures spread trading

Still around. Just plugging away trying to see if there are ways to tweak the system for better results.

Hedge trading spieler system derived from futures spread trading

Trading Results — Having closed all long positions beginning on the 13th and being completely out of the market I thought this would be a good time to post some trading results. Here are the results of my demo account opened with $250.00 ...

Hedge trading spieler system derived from futures spread trading

Its the one from the thread Lenoxer just provided the link to. You can download it from that post.

Hedge trading spieler system derived from futures spread trading

Today's Indicator readings — Lenoxer, Today's indicators are attached below, one for each time frame to match the chart its on. The daily shows Red 6 for EUR and Red 2 for CHF, while the 4 hour shows Green 2 for EUR and Green 3 for CHF. So ...

Hedge trading spieler system derived from futures spread trading