v11f Demo_closed 2011-10-03 (由 Raiden)

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v11f Demo_closed 2011-10-03讨论

Nov 28, 2010 at 17:23
1,544浏览
19 Replies
会员从Nov 27, 2010开始   244帖子
Nov 30, 2010 at 17:38
2010-11-29 2000GMT Fed Chairman Bernanke Speaks - Crash logic? Left running to see.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Dec 01, 2010 at 09:39 (已编辑 Dec 01, 2010 at 09:40)
post-2010-11-29 2000GMT apparently not. :)

Regardless, USDJPY exposure lowered to minimum.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Jan 25, 2011 at 04:30
2011-01-25 1940GMT BOE Gov King Speaks Speaks - Bad for logic. Left running to see. Expect large DD before recovery or even catastrophic failure.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Jan 26, 2011 at 08:45 (已编辑 Jan 26, 2011 at 08:48)
post-2011-01-25 1940GMT Good call on event influence. Lucked out on profit exit.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Jan 26, 2011 at 09:30
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.
会员从Nov 27, 2010开始   244帖子
Jan 27, 2011 at 00:44
post-2011-01-26 1915GMT Choppiness at 1915 as expected, quick profit taken.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Feb 02, 2011 at 21:36
2011-02-02 VPS down. Accounts on other VPS posted 0.47% gain.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Feb 03, 2011 at 18:46
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.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Feb 04, 2011 at 01:14
post 2011-02-04 01:00 Surprisingly chill, no action all fronts.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Feb 10, 2011 at 10:47
2011-02-10 1900GMT Federal Budget Balance - Risky
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Feb 11, 2011 at 01:40
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.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Feb 16, 2011 at 13:57
2011-02-16 1900 GMT FOMC Meeting Minutes, Treasury Sec Geithner Speaks

Again these events really screw up the movements. Left on to see failure-handling.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Feb 17, 2011 at 00:22
Post 2011-02-16 1900 GMT Movements fairly chill.

Took early sell, solid 8.2 pips. Didn't take later buy. Retest AType.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Mar 08, 2011 at 16:50
2011-03-08 2040 GMT GBP BOE Gov King Speaks

Left on to see failure-handling.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Mar 11, 2011 at 10:19
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.
会员从Nov 27, 2010开始   244帖子
Mar 12, 2011 at 05:31
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...
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Mar 16, 2011 at 22:23 (已编辑 Mar 16, 2011 at 22:27)
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.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Apr 04, 2011 at 05:24
2011-03-31 Crushing loss on USDJPY. v15 2nd level 'smart' exit logic would have mitigated about half the loss on the final position. Emphasizes importance of 3rd level exit.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Jun 15, 2011 at 16:14
2011-06-16 Much awaited crashing of v11f. More stringent v15 entry conditions and flightiness (and hence commensurately lower gains) avoided this day's drop.
Consistency above all.
会员从Nov 27, 2010开始   244帖子
Jun 16, 2011 at 18:11
2011-06-17 Record purpose:
Pre-crash: $17698.93
Post-crash: $9397.86
% Loss: 46.9%

Max exposure for v15 is less than half of this.

Consistency above all.
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