HedgeEA - page 7

 
kokas:
Bollinger is still experimental as all on the EA, we can use too correlation between pairs to check if it is a good entry point.

or we can use good ole TA to find entry.

Weekly middle bolli falls at 217.08

the previous high was broke but pulled down and closed right on top of the 5 week lwma.

right now its hard to tell if its gonna come back to the moddle bolli yet or not. Wich is also about were that trend line falls too.

RVI has a trend line too it might need to fall back to befor going back up. The cross on rvi could be false.

This pair is at a make it or break it point.

If it falls back to middle bolli that would be ideal entry for us. So this next week should tell us what its intensions are.

a weekly close below 222.00 will be headed to middle bolli most likely.

Or a break of last weeks high is very bullish.

Dave

Files:
 
kokas:
You only need to attach to one chart (GBPJPY for example but not a must) and no other chart open.

I'm working on one version with Triagular arbitrage added to trade on a third pair... I'm waiting for market opening and I will post it as soon as I check that there are no error.

Thank you, can't wait till the market opens!!

 

Bollinger Filter has allowed first hedge, Correlation is disabled on the test.

http://www.forexforums.org/eatests/test3/statement.htm

Let's see

 
kokas:
Bollinger Filter has allowed first hedge, Correlation is disabled on the test.

http://www.forexforums.org/eatests/test3/statement.htm

Let's see

mine is bollinger off and corilation on so I guess we can get a contrast and see what works out better.

 

mmmm.something scary just happened. the EA opened 5 trades in succession closing them all immediately (for a loss). Got correlation false and bollinger true.

 
kokas:
What do you think about adding a triangular arbitrage to the EA, as a special feature. We are monitoring two correlated pair, so we can determine the virtual (in defaults), GBPCHF and place a trade if there is a significant diference to the real GBFCHF.

This can be done if we assume the this last pair is lagging behind the two first ones. Is this possible? anyone has studied this?

This order must have a pre-defined TP and maybe a SL ... come on dump your ideas here.

Just to give a boost to our EA!

Kokas,

Just wanted you to know that I've actually researched this before and it didn't seem like there was enough real opportunity. The brokers seem to keep the quotes pretty tight, so that by the time you introduce the spread there really isn't an arbitrage opportunity. This was my conclusion after preliminary testing. With more in-depth testing we might come to a different conclusion.

bw

 
bwilhite:
Kokas,

Just wanted you to know that I've actually researched this before and it didn't seem like there was enough real opportunity. The brokers seem to keep the quotes pretty tight, so that by the time you introduce the spread there really isn't an arbitrage opportunity. This was my conclusion after preliminary testing. With more in-depth testing we might come to a different conclusion.

bw

depends on broker too. You want to stay away from market makers. They can make the quotes what they want. market marker= most brokers with dealing desks.

But ibfx and fxdd and Interactive brokers are all streight through processing and send your orders to multiple banks/clearing firms. So you get real market prices and not made up prices that may or may not be close to real market prices.

 

Hi ppl,

Someone knows why the hedge EA don't work on northfinance broker? I tryng to to on this broker .. but thus EA is not working... i'm missing something?

Fast_cris

 

Mine hasn't opened any trades on FXDD either... Anyone else missing out on the action with this EA?

 

What we need is to evaluate real conditions, we need to monitor and log for some time.

I'm writing an evaluation EA

Reason: