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- v11f Demo_closed 2011-10-03
v11f Demo_closed 2011-10-03 (By Raiden)
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v11f Demo_closed 2011-10-03 Discussion
Jan 26, 2011 at 09:30
Member Since Nov 27, 2010
244 posts
2011-01-26 1915GMT FOMC Statement; Fed Fund Rate - Bad for logic. Left running to see. Expect craziness. Quick profit from choppiness possible or volatility filters might catch movement. Or catastrophic failure.
Consistency above all.
Feb 03, 2011 at 18:46
Member Since Nov 27, 2010
244 posts
2011-02-03 17:30 Fed Chairman Bernanke Speaks
2011-02-04 01:00 FOMC Member Kocherlakota Speaks
and
skewing due to unusually large movement earlier from
10:00 EUR Retail Sales m/m
12:45 EUR Bid Rate
13:30 EUR ECB Press Conference
13:30 USD Unemployment Claims
13:30 USD Prelim Nonfarm Productivity q/q
13:30 USD Prelim Unit Labor Costs q/q
15:00 USD ISM Non-Manufacturing PMI
15:00 USD Factory Orders m/m
Unwise to trade, left on for failure-handling analysis.
2011-02-04 01:00 FOMC Member Kocherlakota Speaks
and
skewing due to unusually large movement earlier from
10:00 EUR Retail Sales m/m
12:45 EUR Bid Rate
13:30 EUR ECB Press Conference
13:30 USD Unemployment Claims
13:30 USD Prelim Nonfarm Productivity q/q
13:30 USD Prelim Unit Labor Costs q/q
15:00 USD ISM Non-Manufacturing PMI
15:00 USD Factory Orders m/m
Unwise to trade, left on for failure-handling analysis.
Consistency above all.
Feb 11, 2011 at 01:40
Member Since Nov 27, 2010
244 posts
post 2011-02-10 1900 GMT Federal Budget Balance Actual -49.8B Forecast -69.5B, and
Surprisingly mellow movements, 5-7 pips
Note current Egyptian turmoil, window coincided with President Hosni Mubarak speech
No BK logic, skirting on thin ice. Drop just at exit.
Surprisingly mellow movements, 5-7 pips
Note current Egyptian turmoil, window coincided with President Hosni Mubarak speech
No BK logic, skirting on thin ice. Drop just at exit.
Consistency above all.
Mar 11, 2011 at 10:19
Member Since Nov 27, 2010
244 posts
2011-03-11 'Black Swan' event, massive 8.9 Richter scale earthquake hits Japan about 3.5 hours back.(0630 GMT) JPY strengthened across the board insanely. Had it happened in trading window, v16 smart SL logic would not have caught. Test to failure for this. Implement 3rd layer hard SL logic.
Consistency above all.
Mar 12, 2011 at 05:31
Member Since Nov 27, 2010
244 posts
2011-03-12 Coming out of the trading week and programming mindset, it just hit me that the comment above comes off as rather mercenary in light of the tragedy and loss of life. One can sometimes get too entrenched in work.
Sentiments aside, look for infrastructure plays. Steel and sand probably. Going to hell one trade at a time. Sigh...
Sentiments aside, look for infrastructure plays. Steel and sand probably. Going to hell one trade at a time. Sigh...
Consistency above all.
Mar 16, 2011 at 22:23
(edited Mar 16, 2011 at 22:27)
Member Since Nov 27, 2010
244 posts
2011-03-16 (1715 EST, 2115 GMT)
INSANE movements.
GBPJPY -530 pips
EURJPY -430 pips
AUDJPY -390 pips
USDJPY -320 pips
CADJPY -330 pips
CHFJPY -220 pips
USDCHF -170 pips
GBPCHF -310 pips
EURCHF -200 pips
AUDUSD -100 pips
GBPAUD +130 pips
EURAUD +170 pips
AUDNZD +160 pips
AUDCAD -120 pips
Another 'Black Swan' in a week, and this time smack in the middle of window plus after trades opened. Great data obtained. USDJPY hit fixed SL. EURGBP got out in profit. Velocity filters prevented recoveries and re-entries. System quite robust as is.
Add another current bar velocity filter to be safer.
INSANE movements.
GBPJPY -530 pips
EURJPY -430 pips
AUDJPY -390 pips
USDJPY -320 pips
CADJPY -330 pips
CHFJPY -220 pips
USDCHF -170 pips
GBPCHF -310 pips
EURCHF -200 pips
AUDUSD -100 pips
GBPAUD +130 pips
EURAUD +170 pips
AUDNZD +160 pips
AUDCAD -120 pips
Another 'Black Swan' in a week, and this time smack in the middle of window plus after trades opened. Great data obtained. USDJPY hit fixed SL. EURGBP got out in profit. Velocity filters prevented recoveries and re-entries. System quite robust as is.
Add another current bar velocity filter to be safer.
Consistency above all.
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