Here is how the trades had ended the week. Aud/nzd long 268,110 -1,900$ Cad/chf long 148,930 +15830$ Eur/nzd long 830,900 +4828$ Gbp/aud short 811,200 -13,500$ Gbp/nzd long 910,300 +14,140$ Nzd/cad short 1,781,700 +20,943$ Sgd/chf long 2,200,200 +13,347$ Sgd/jpy long 1,738,600 -19,209$ Usd/jpy long 1,155,500 -11,439$ +26,840$ Total + $73,525 +0.74%
aud/cad sell 403800 aud/chf sell 323100 aud/jpy sell 242300 aud/sgd sell 323100 aud/usd sell 265400 cad/jpy sell 303800 cad/sgd sell 749400 chf/jpy sell 412200 eur/aud buy 269800 eur/cad buy 369200 eur/chf buy 399200 eur/gbp buy 484600 eur/jpy sell 311500 eur/nzd buy 315400 gbp/aud buy 338400 gbp/cad sell 453800 gbp/jpy sell 257300 gbp/sgd sell 550000 gbp/usd sell 400000 nzd/jpy sell 269200 nzd/sgd sell 562700 nzd/usd sell 446600 sgd/jpy sell 578300 usd/cad buy 469200 usd/chf buy 519200 usd/sgd buy 846100
aud/cad sell 403800 -4240$ aud/chf sell 323100 +3069 aud/jpy sell 242300 -1430 aud/sgd sell 323100 -2552 aud/usd sell 265400 -4565 cad/jpy sell 303800 +1215 cad/sgd sell 749400 +1799 chf/jpy sell 412200 -6884 eur/aud buy 269800 +135 eur/cad buy 369200 +3064 eur/chf buy 399200 -4790 eur/gbp buy 484600 -2181 eur/jpy sell 311500 -779 eur/nzd buy 315400 -505 gbp/aud buy 338400 +1421 gbp/cad sell 453800 -6489 gbp/jpy sell 257300 -2213 gbp/sgd sell 550000 -5830 gbp/usd sell 400000 -8200 nzd/jpy sell 269200 -2288 nzd/sgd sell 562700 -5627 nzd/usd sell 446600 -8798 sgd/jpy sell 578300 +116 usd/cad buy 469200 -2768 usd/chf buy 519200 -13811 usd/sgd buy 846100 -7953 This past week -81,084$ Total -7,559$ -0.08% Win ratio 33/62 53%
Thanks for the honest update. Any thoughts about the cause...? Something fundamental? Too much correlation?
Hello Onra and thank you for the question. There is no problem it's just not as efficient as it can be. This is because I am watching the average of multiple data points, but am entering at one stagnant point, leaving the positioning more susceptible to the last sessions move before entrance or the first session after entering. I did this to make it easier to be followed. Out side of Elite Trader, with the slight tweak and more involvement, the past 3 weeks had the following gains: +1.42% +0.82% -0.38% Total +1.86%
Am fading into the following trades and $ size this week. aud/cad buy 403,800 aud/chf sell 326,900 aud/jpy buy 242,300 aud/nzd sell 673,100 aud/usd buy 265,400 cad/chf sell 453,800 cad/jpy sell 303,800 chf/jpy buy 411,500 eur/cad buy 343,900 eur/chf sell 415,400 eur/sgd buy 503,800 eur/usd buy 347,500 gbp/cad buy 453,800 gbp/chf sell 461,500 gbp/jpy buy 315,400 gbp/nzd sell 380,800 gbp/usd buy 399,900 nzd/cad buy 403,800 nzd/chf sell 357,700 nzd/jpy buy 269,200 nzd/sgd buy 353,800 nzd/usd buy 280,800 sgd/chf sell 603,800 usd/chf sell 519,200 usd/jpy sell 403,800 usd/sgd sell 846,100