FX Auto Trade @ 5 to 6 Sigma

Discussion in 'Automated Trading' started by kalzayani, Mar 20, 2008.

  1. Hello Guys...
    will test this auto system (Developed by myself)
    I think it should do well..
    so if any comments...would be great!!

    I will be posting an excel file
    which is constantly computing levels for the time sync with NY Time Date

    Download the file
    Make sure u use Sigma to be 5 to7
    GL
     
  2. @ 6 sigma
    now showing these
    So i guess GBPUSD and some aud/usd good idea to buy

    Pair Short Target S/L ------------- Long Target S/L
    EURUSD 1.6486 1.5606 1.6633 -------------- 1.5433 1.6355 1.5279
    GBPUSD 2.0932 2.0154 2.1062 -------------- 1.9773 2.0884 1.9588
    USDCHF 1.0442 0.9347 1.0625 -------------- 0.9177 1.0201 0.9006
    USDJPY 104.4508 91.3453 106.6351 -------------- 90.4886 99.4026 89.0029
    AUDUSD 0.9990 0.9081 1.0142 -------------- 0.9119 0.9849 0.8997
    USDCAD 1.0290 0.9570 1.0409 -------------- 0.9370 1.0111 0.9246
    NZDUSD 0.8754 0.8001 0.8880 -------------- 0.7932 0.8677 0.7807
    GBPJPY 210.0673 187.9666 213.7508 -------------- 184.5756 202.9235 181.5176
    GBPCHF 2.0924 1.9200 2.1211 -------------- 1.9117 2.0342 1.8912
    EURGBP 0.7994 0.7729 0.8039 -------------- 0.7696 0.7950 0.7654
    EURJPY 162.5843 149.1254 164.8274 -------------- 146.4692 158.5873 144.4495
    CHFJPY 100.8964 96.7415 101.5888 -------------- 96.3521 100.4873 95.6629
    CADJPY 104.9616 94.2967 106.7391 -------------- 90.6606 101.8117 88.8020
    GBPAUD 2.2617 2.0626 2.2949 -------------- 2.0747 2.1955 2.0546
    AUDCHF 0.9948 0.8829 1.0135 -------------- 0.8619 0.9790 0.8424
    NZDJPY 87.4449 76.2743 89.3067 -------------- 73.0819 86.2920 70.8802
    AUDNZD 1.1719 1.1149 1.1814 -------------- 1.0937 1.1526 1.0839
     
  3. Pair ------- Short Target S/L
    EURUSD 1.6489 1.5608 1.6635
    GBPUSD 2.0935 2.0157 2.1064
    USDCHF 1.0441 0.9346 1.0623
    USDJPY 104.4345 91.3290 106.6188
    AUDUSD 0.9992 0.9083 1.0143


    Placing Shorts @ 6 sigma and 7 Sigma

    It's Near
    USDCAD 1.0290 0.9570 1.0410 ************

    USDCAD 1.0350 0.9510 1.0470
     
  4. Long Target S/L
    0.7726 0.7938 0.7684

    0.7705 0.7959 0.7662

    0.7684 0.7980 0.7641

    S/L Trail at 24 pips

    3 orders and doubling with each
    wish me Luck
    :confused:
     
  5. System Output for Friday 28 th march

    Levels then should be between Short and Long

    Pair ------- Short Target S/L ------------- Long Target S/L
    EUR/USD 1.6025 1.5456 1.6310 -------------- 1.4653 1.5432 1.4262
    USD/JPY 103.7179 95.5611 107.8064 -------------- 90.0398 95.6138 87.2458
    GBP/USD 2.0064 1.9576 2.0309 -------------- 1.8968 1.9528 1.8687
    USD/CHF 1.0749 0.9911 1.1170 -------------- 0.9391 1.0220 0.8975
    EUR/CHF 1.6777 1.5690 1.7322 -------------- 1.5043 1.5926 1.4600
    AUD/USD 0.9824 0.9092 1.0191 -------------- 0.8644 0.9575 0.8178
    USD/CAD 1.0651 0.9969 1.0993 -------------- 1.0059 1.0342 0.9917
    NZD/USD 0.8797 0.8170 0.9112 -------------- 0.7686 0.8320 0.7369
    EUR/GBP 0.8302 0.8037 0.8435 -------------- 0.7695 0.7990 0.7546
    EUR/JPY 169.16 155.61 175.96 -------------- 145.85 156.57 140.47
    GBP/JPY 205.59 186.89 214.96 -------------- 172.01 187.04 164.48
    CHF/JPY 100.46 98.69 101.35 -------------- 94.59 97.16 93.31
    GBP/CHF 2.0755 1.9109 2.1581 -------------- 1.7901 1.9166 1.7267
    CAD/JPY 99.88 91.76 103.94 -------------- 85.85 92.41 82.56
    NZD/JPY 97.79 81.59 105.91 -------------- 71.24 83.54 65.07
    GBP/AUD 2.2441 2.1970 2.2677 -------------- 2.1400 2.1987 2.1105
    AUD/NZD 1.1404 1.1236 1.1488 -------------- 1.1063 1.1203 1.0993
    AUD/CHF 0.9629 0.8619 1.0135 -------------- 0.8085 0.8749 0.7753

    eyes on aud/nzd short this week

    I am Using 2-3 Sigma this week (Blue Cell In Excel File)

    Made some improvemnts (I think!!)...
    Attached is the new file

    If you are A VBA Programmer
    would be nice to write some to include in the file to copy the qoutes from FXCm (Simple) and pase into the EURUSD Cell...say every 30 minutes...
    if not I will write it sometime next week.
    Thanks and GL :D
     
  6. Eur/USD 3 months trade seems at
    Pair ------- Short Target S/L ------------- Long Target S/L
    EURUSD 1.5890 1.5371 1.6281 -------------- 1.4713 1.5268 1.4296
    GBPUSD 2.0566 1.9737 2.1189 -------------- 1.8695 1.9350 1.8203

    IMHO

    KaL
     
  7. as far as the last excel file
    One position so far
    Short aud/nzd

    Blue cell I am using 1.645 Now

    wish me luck
     
  8. two pairs rec sells
    CADJPY
    and AUD/NZD

    IMO they will be between the short and long levels on friday

    Pair ------- Short Target S/L ------------- Long Target S/L Decision Column
    EUR/USD 1.5902 1.5714 1.6187 -------------- 1.4906 1.5163 1.4516
    USD/JPY 101.7926 99.1081 105.8812 -------------- 91.7362 93.5707 88.9422
    GBP/USD 1.9953 1.9792 2.0198 -------------- 1.9129 1.9313 1.8848
    USD/CHF 1.0512 1.0236 1.0932 -------------- 0.9558 0.9831 0.9143
    EUR/CHF 1.6419 1.6061 1.6964 -------------- 1.5205 1.5496 1.4762
    AUD/USD 0.9580 0.9339 0.9947 -------------- 0.8793 0.9099 0.8326
    USD/CAD 1.0532 1.0307 1.0874 -------------- 1.0126 1.0219 0.9984
    NZD/USD 0.8574 0.8367 0.8888 -------------- 0.7792 0.8001 0.7475
    EUR/GBP 0.8219 0.8132 0.8352 -------------- 0.7761 0.7858 0.7613
    EUR/JPY 164.5174 160.0549 171.3138 -------------- 147.9559 151.4865 142.5788
    GBP/JPY 201.2497 195.0967 210.6207 -------------- 176.5721 181.5189 169.0381
    CHF/JPY 100.0126 99.4278 100.9033 -------------- 95.3571 96.2014 94.0712
    GBP/CHF 2.0369 1.9827 2.1195 -------------- 1.8281 1.8698 1.7647
    CAD/JPY 98.0666 95.3965 102.1333 -------------- 87.8579 90.0182 84.5678 Sell
    NZD/JPY 92.2195 86.8866 100.3414 -------------- 73.5065 77.5563 67.3387
    GBP/AUD 2.2316 2.2161 2.2552 -------------- 2.1549 2.1742 2.1254
    AUD/NZD 1.1364 1.1309 1.1448 -------------- 1.1108 1.1154 1.1037 Sell
    AUD/CHF 0.9388 0.9056 0.9895 -------------- 0.8282 0.8500 0.7949
     
  9. Buying USDCAD on dips

    Pair ------- Short Target S/L ------------- Long Target S/L
    USD/CAD 1.0746 1.0557 1.1088 -------------- 1.0091 1.0170 0.9949
    USD/CAD 1.0800 1.0575 1.1141 -------------- 1.0069 1.0162 0.9927
    USD/CAD 1.0823 1.0583 1.1165 -------------- 1.0059 1.0159 0.9917
    Increasing with every order

    Trail Stop at around 55 pips

    :D
     
  10. Fixed up some of the stop loss
    + Better Layout
    Excel file
    I suggest u download it and replace.
     
    #10     Mar 25, 2008