"Golden Arches" Project

Discussion in 'Forex' started by ElectricSavant, Jan 20, 2007.


  1. Fifo,


    Download this one... They have their data set to ET. Good Luck!

    http://www.ugmfx.com/download_trading.html
     
    #361     Feb 6, 2007
  2. fifo

    fifo

    MM, you're a life saver! At first glance it looks great... will update.
     
    #362     Feb 6, 2007
  3. fifo

    fifo


    crap. Timezone is great but not enough pairs to do some testing. Funny thing is that both sets of historical data backfills come from metaquotes and are still missing different data points in each. MT4 must use trades as their price tick (since some bars are non existent) while IB uses midpoint. IB has a lot of ticks that have OHLC all the same.
    Anyhow, attached is a pic in case anyone is interested.
    For now, I will take IB data (although I like MT4 dataset intraday) and shift it +7 then compare it to daily MT4-NF EOD data. Should be good enough for now until of course the next brick wall....

    ES, you sure picked a heck of a system. Spans multiple timeframes, multiple datasources, complex calculations across timeframes, rare setups so must span multiple currencies! The calculation take so long that I will have to run a script to write all the indicators to file so as not to recalculate it all the time on every click....this must work right? lol.
     
    #363     Feb 6, 2007
  4. [​IMG]


     
    #364     Feb 6, 2007
  5. I added a 0.30 and a 0.70 level to the Demarker to test on the daily and 4hr....
     
    #365     Feb 6, 2007
  6. rjb or fifo


    How is the rescale going? Currently, when I funnel down to a four hour with the MT4 timeframe buttons, the arches draw and appear to be functioning...the constant scale changes are an inconvienience and must be manually adjusted to view all of the lines...but the arches seem to draw...

    HoldTheLeftMouseButtonDownAndSlideTheScaleSavant



     
    #366     Feb 6, 2007
  7. I hope this trade alert format is suitable for everyone. I will use this in the live journal, along with any other suggestions given. Perhaps a running tally will be added on a trade by trade basis at each alert and an updated summary at the beginning of the thread.

    [​IMG]ENTRY LONG
    Entry: GBP/CHF Long
    Trade Decision Criteria met: Daily and 4-hr agreed direction in the CR with a 4 HR. Long DeMarker sig at 0.30 line.
    Confidence: 3.5 (0-5 scale)
    Spread: 7 PIPS
    Price Entered & Executed: 2.4437 Long 21:22 (mst)
    Target: (looking for 77 PIPS) 2.4514 (2*4hr. ATR + optimal rounding)
    # of units: 10,000 (one entry at 3.551% of max units available, according to current basket NAV at a max of 50:1 leverage)
    Stop: not yet
    Interest Differential: Positive

    COMMENTARY: Welcome to "Golden Arches". This is a test. Please stay tuned for the new thread 02/13/07.

    Open trades:
    30k units of NZD/USD Long @ 0.6943
    10k units of GBP/CHF Long @ 2.4437
    UPL = -$433.84, -3.76% @ 3.6:1 leverage, balance in account: $11,553.52 (gain= $343.56 in the previous 9 days of tracking) Note: Deposits and withdrawals can take place which does not effect gain reporting other than trade size and interest earned.
     
    #367     Feb 6, 2007
  8. [​IMG]ENTRY LONG
    Entry: USD/CHF Long
    Trade Decision Criteria met: Daily and 4-hr agreed direction in the CR with a 4 HR. Long DeMarker sig at 0.05 line.
    Confidence: 4.0 (0-5 scale)
    Spread: 3 PIPS
    Price Entered & Executed: 1.2403 Long 23:04 (mst)
    Target: (looking for 56 PIPS) 1.2459 (2*4hr. ATR + optimal rounding)
    Units: 19,825 (one entry at 3.551% of max units available, according to current basket NAV at a max of 50:1 leverage)
    Stop: This trade serves as a partial hedge on open USD shorts
    Interest Differential: Positive

    Open Trades & Statistics:
    30k units of NZD/USD Long @ 0.6943
    10k units of GBP/CHF Long @ 2.4437
    19,825 units of USD/CHF Long @ 1.2403
    UPL = -$375.46, -3.25%
    5.4:1 leverage

    Balance Banked: $11,553.52. Gain= $343.56, +3.07% ROI
    9 days of tracking.
    Note: Deposits and withdrawals can take place which does not effect the gain reported, other than trade size and interest earned.


    COMMENTARY: Welcome to "Golden Arches". This is a test. Please stay tuned for the new thread 02/13/07.

    The current exposure in USD is partially hedged and heavy exposure in short CHF.
     
    #368     Feb 7, 2007
  9. Folks, I hope that you can appreciate the amount of work going into the presentation of this method by myself & the other testers.

    This level of sophistication with "no strings attached" is unmatched on the web. Please continue visiting ET for the wealth of trading knowledge available and Good Trading to All of You now and to come.

    Thank You.

    ElectricSavant

    16,449 views at the time of this posting
     
    #369     Feb 7, 2007
  10. Some new columns, rearrangements and updates...(this spreadsheet can be used for any method in Retail Spot forex and can be a handy way for you to track your daily activity)

    As each new day arrives, simply "copy and paste" a new line at the bottom and edit it with your current info.
     
    #370     Feb 7, 2007