Nobody ever claimed this is a "hedge" trade, at least in the traditional sense. But it IS two directional trades of two CORRELATED pairs. They are loosly "synched" each other, and it is exactly that VARIABLE synchronization we are trying to take ...

Zeusjoes Market-Neutral Hedge Strategy

Well.... got a bunch to report from the overnight swings.... Osc Indicator v3.3: indeed this does repaint!! As the bars "fall off" of the front end (old bars), and new bars are added at the back end (most recent bars...), apparantly the calc changes ...

Zeusjoes Market-Neutral Hedge Strategy

welllll..... we don't really have a "system" to test, yet!! Although I think the NeutralHege Oscillator approach bears some testing, as it has been kind of a basis for one of the approaches... I like the SHI channel, because it is price action ...

Zeusjoes Market-Neutral Hedge Strategy

Hi PD, precisely! We still need to iron a few things, but overall, I am optimistic... One thing to noodle, maybe, (BillSS!!) I have an EA (I paid a programmer to do it for me....) that trades this system purely on price differences between the two ...

Zeusjoes Market-Neutral Hedge Strategy

Yes BillSS, I know what you mean... for sure if we change the # of bars or the date the whole pattern changes... v3.3 eliminates the date variable, and has an input for the past # of bars we can see, which is great.... but we need to keep the # of ...

Zeusjoes Market-Neutral Hedge Strategy

Hi PistolDave! a few things to go through..... Good discussion. Perhaps one step to bringing some focus back is that the Spieler method now has it's own thread, which I will be following! That should help a lot. Also, the way I am approaching this ...

Zeusjoes Market-Neutral Hedge Strategy

Hi Angler.... The Spieler approach looks very interesting, I have chose to work the "old" Oscillator v3.1 and 3.3, both back checking and forward for about 3 weeks now... since I do it manually, I do it pretty much at the closes of the 1hr ...

Zeusjoes Market-Neutral Hedge Strategy

It doesn't. It has to do with how SwingMans' indicator calculates the Threshold (I think?). A longer period means more bars means a different Threshold, based on the extremes of the swings of the included history. You can set it for whatever you ...

Zeusjoes Market-Neutral Hedge Strategy

PistolDave.... I know of two EAs in the works for this strategy, that will independently trade any two pairs you want. Not ready for prime time yet. Both are costing the developers $$ as they are hiring programmers to do the work, so don't know yet ...

Zeusjoes Market-Neutral Hedge Strategy

Now THAT is interesting!! I will have to noodle that a bit... Perhaps we can consider the multi-time frame correlations similarly to trends... look for divergence... Per your charts, when the 1D and 1H correlations for the same set of pairs are ...

Zeusjoes Market-Neutral Hedge Strategy

Yes! There is something odd about my Overlay... I will check into it and update this post with what I find... But, the trade was taken by code that does not refer to the Overlay chart, just currency values and the Osc indicator.... hmmmm..... OK... ...

Zeusjoes Market-Neutral Hedge Strategy

HI Bill, I would be careful of that BravoBoomerang if I were you,,, it really killed my ZipWop.... Sorry SwingMax... I have been working on coding a very similar approach for a whiles now... my "TriggerDelta" is your "Threshold".... the Delta being ...

Zeusjoes Market-Neutral Hedge Strategy

My GJ/EJ SynchPair just hit a TriggerDelta (Threshold) of > 100, so I took a Sell GJ @ 211.56 and a Buy EJ @ 167.23. I will close at Delta = 0, and try to track the max DD as we go... We'll see!

Zeusjoes Market-Neutral Hedge Strategy

All great disccusion points!! For me, I just do the 1 hr. I find the 15min or 5 min swings too small, and as mentioned above. And the past is indeed easy to trade!! But we will be led astray as noted above if the analysis we are being shown by the ...

Zeusjoes Market-Neutral Hedge Strategy

Hi All... to PistolDave's Query regarding Exits... Consider the following chart, or actually indicator... We don't really need the chart!!! Keep in mind we are not trading one pair, like usual, but the relationship between two pairs, somewhat ...

Zeusjoes Market-Neutral Hedge Strategy

Thanks! SwingMan... I know what you mean about the threshold determination over time... But it is great to be able to paint back a month, see where the extremes were, and set a threshold with our good ol' brains!! One question though... Looks like ...

Zeusjoes Market-Neutral Hedge Strategy

Try this modification, which paints the bars back about a month now...: (I used the "old" v2, because I don't have the mq4 for v3, but the modification is very easy.....) If we use v3... .then it would calculate the threshold based on 500 bars, ...

Zeusjoes Market-Neutral Hedge Strategy

Good call on the repainting!! I had manually compressed my chart (by dragging the right scale) so that the chart never had to re-center... so it appeared OK for me..???. The Oscillator is a nice indicator! good job.. is there a way to set it up to ...

Zeusjoes Market-Neutral Hedge Strategy

OK, last post on this one... but here you go 1. Regarding repainting. I have seen the 1m move, and I have seen the 1H move, but only once, and only within the first few ticks. I don't know why. But once you set it up, and let it run, the past info ...

Zeusjoes Market-Neutral Hedge Strategy

For some reason the 1hr is not near as volatile as the 1m.... agreed...stay away from using the 1m!! But the one hour is comparatively pretty stable. We all have the same questions.. and all we are trying to do is get on the right side of ...

Zeusjoes Market-Neutral Hedge Strategy