Sorry, problems with logging on again.... From yesterday afternoons trades: $/SF - 1 @ 1.2909 / + 1 @ 1.2889 (gain 20 ticks) â¬/$ + 1 @ 1.2158 / + 1 @ 1.2174 (gain 16 ticks) $/Y + 1 @ 117.24 / -1 @ 116.89 (loss 35 ticks) regards
Trade Date 17/03/06 Instrument B/S SProf SLoss Entry Exit $/JY AM 1 0.9 0.7 0955 1420 $/JY PM 1 0.9 0.4 1500 2000 $/SF AM 1 0.5 0.8 0955 1420 $/SF PM -1 1.4 0.9 1610 2145 â¬/$ AM -1 0.5 0.8 0955 1420 â¬/$ PM 1 1.3 1.0 1610 2145 All Times are Central Euopean Time thus 09.55 is 02.55Chicago/03.55 NY
Hi seleukos, thanks for sharing. I am trying to do pretty much the same, filtering AM and PM and using 70% or previous to profit/stop. Have you tried not putting a profit and letting the trades run if profitable over multiple days? Do you use the previous days range for stop/profit % or the previous AM/PM respectively? How do you choose trade direction, do you wait for a move, use stoporders, or previous day? Does the USD/JPY also respond well in CET AM/PM timeframe? Cheers and thanks again.
Hi I have other systems which primarily look at longer term trading strategies, this one is specifically short term so I have not tested it under any other parameters. No I don't use the ranges, both the stop profit and loss are predefined on a rolling basis every three months. I run a series of back tests to find the best combination for the stops and then apply these to the next three months for trading. Thus the stop profit/loss levels we are using now were the ones that performed the best (for each instrument am/pm) over the last three months....but thats not to say I was actually working under those parameters at the time!! $/JPY is a strange pair and does not work as well as say the â¬/$ or $/SF. It is not the time frame so much as just its action in general, its one I've pondered greatly and maybe cable (which is under test at the moment) will be a better combination to use. Hope this helped regards
Trade Date 20/03/06 Instrument B/S SProf SLoss Entry Exit $/JY AM -1 0.6 0.9 0955 1420 $/JY PM Flat $/SF AM 1 0.5 0.8 0955 1420 $/SF PM -1 1.4 0.9 1610 2145 â¬/$ AM -1 0.6 0.8 0955 1420 â¬/$ PM 1 1.3 1.0 1610 2145 All Times are Central Euopean Time thus 09.55 is 02.55Chicago/03.55 NY
Trade Date 21/03/06 Instrument B/S SProf SLoss Entry Exit $/JY AM -1 0.6 0.9 0955 1420 $/JY PM 1 1.0 0.2 1500 2000 $/SF AM 1 0.5 0.8 0955 1420 $/SF PM -1 1.4 0.9 1610 2145 â¬/$ AM -1 0.6 0.8 0955 1420 â¬/$ PM 1 1.3 1.0 1610 2145 All Times are Central Euopean Time thus 09.55 is 02.55Chicago/03.55 NY
Trade Date 22/03/06 Instrument B/S SProf SLoss Entry Exit $/JY AM -1 0.6 0.9 0955 1420 $/JY PM 1 1.0 0.2 1500 2000 $/SF AM 1 0.5 0.8 0955 1420 $/SF PM -1 1.4 0.9 1610 2145 â¬/$ AM -1 0.6 0.8 0955 1420 â¬/$ PM 1 1.3 1.0 1610 2145 All Times are Central Euopean Time thus 09.55 is 02.55Chicago/03.55 NY
Trade Date 23/03/06 Instrument B/S SProf SLoss Entry Exit $/JY AM 1 0.6 0.9 0955 1420 $/JY PM 1 1.0 0.2 1500 2000 $/SF AM 1 0.5 0.8 0955 1420 $/SF PM -1 1.4 0.9 1610 2145 â¬/$ AM -1 0.6 0.8 0955 1420 â¬/$ PM 1 1.3 1.0 1610 2145 All Times are Central Euopean Time thus 09.55 is 02.55Chicago/03.55 NY