Hedge saved you, who will save Hedge ? - page 7

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Ahmad Zuhairdi Noh
2269
Ahmad Zuhairdi Noh  

It lets positions opened and makes a "switch" to transform a "long basket" <---> "short basket" before taking profit. easy to think much harder to code. 

When you say the following sentences, did you mean this?

If it is. Then its no surprise.

and yeah coding shouldn't be done in a hurry. You should go play at the beach (if it wasn't cold outside). 

Ahmad Zuhairdi Noh
2269
Ahmad Zuhairdi Noh  
silvialo5:
 opportunity for discussion.... In somewhere i have see this trial for solve problem of hedge .. one EA on gbp-usd only buy and one EA on eur-gpb only sell in sincro each other and same rule  ... what you think about ?? 

Well, I've done it before. I even do it a threesome. GBP-USD; EUR-GBP; EUR-USD.

Sometimes it got stuck and take a long time to recover (not good for a scalper like me). So, I scrap the method. 

But previously I've never tried opening the trade only in one direction as you mention.

Hmmm... It might be an interesting idea to try.

Icham Aidibe
11701
Icham Aidibe  
silvialo5:
 opportunity for discussion.... In somewhere i have see this trial for solve problem of hedge .. one EA on gbp-usd only buy and one EA on eur-gpb only sell in sincro each other and same rule  ... what you think about ?? 

I've head about such a hedging rule, but it has to be different account right ? 

Icham Aidibe
11701
Icham Aidibe  
Ahmad Zuhairdi Noh:

When you say the following sentences, did you mean this?

If it is. Then its no surprise.

and yeah coding shouldn't be done in a hurry. You should go play at the beach (if it wasn't cold outside). 

This surefire scheme method is well known, I started it with this.

Now suppose there's 5 opened positions, your margin won't endorse one more, i unclog it by cancelling lots from an order by others lots from another order. 

To say true, it's complicated to code, my function works - sometimes don't - it could be much more efficient. The fact being that you can transform a basket of 5 positions into a basket of 2 positions with as few lots as possible, it allows to extend the "fight" in the best cases. 

On the above curve (DAX), it didn't work only once in 2 years, but it's a cut of approx. 20% - too much, none won't assume it twice - I think slowly but surely on how I'll overcome it :-) 

You know how it is : ruling a problem creates a new one ! 

Icham Aidibe
11701
Icham Aidibe  

I discover to hedging trading I'm used to blame every day, a new potential I did ignore about.

Lots size and entries prices are no longer pre-defined, they're calculated on the fly and adapted to the margin. 

I remember that the goal is to make it work with random (all, any) signals, but for the building phase and for being able to reproduce errors for correction & test comparison, a CCI(M1)(5) is used.

It appears that by agreeing to win less, it's actually possible to ... win more! - 1000% approx. now instead of 300% approx. previous week, on the same period, same instrument, same broker.


Ahmad Zuhairdi Noh
2269
Ahmad Zuhairdi Noh  

I remember that the goal is to make it work with random (all, any) signals, 

Say, does that mean the previous picture is a trade opened randomly without any guide from indicator?

It's nice what you are trying to do there.

But it doesn't hurt isn't it to try to include the indicator into the strategy even though it might not stable for a long term.

Who knows maybe the market is like the mother-earth who has 4 seasonal changes.

This month the market work on MACD (12,26,9), next month, maybe MACD is useless as the market turns to stochastic (5,3,3).


I see that you got two big down-spiked instead of one in this pictures compare to the previous one.

Maybe CCI itself is limiting the flow of market during that time.

Have you tried daily Hi-Low as a filter? I've been using it since January without any problem.

Icham Aidibe
11701
Icham Aidibe  
Ahmad Zuhairdi Noh:

Say, does that mean the previous picture is a trade opened randomly without any guide from indicator?

It's nice what you are trying to do there.

But it doesn't hurt isn't it to try to include the indicator into the strategy even though it might not stable for a long term.

Who knows maybe the market is like the mother-earth who has 4 seasonal changes.

This month the market work on MACD (12,26,9), next month, maybe MACD is useless as the market turns to stochastic (5,3,3).


I see that you got two big down-spiked instead of one in this pictures compare to the previous one.

Maybe CCI itself is limiting the flow of market during that time.

Have you tried daily Hi-Low as a filter? I've been using it since January without any problem.

Hi Ahmad, precisely ! To insure it's indicator independant I wish it could turn any random entry into a profit, but to compare versions during build phase, I need the working sample to be the same - just to jump to date the things happens and retry -  btw I wish metaeditor could forward, backward without reloading :/ - 

so I used that CCI, it could have been a MA or anything else - the period is short (5), what matters is to be able to reproduce the "fail" - with random entries it's impossible.  I'm not trying to optimize it for a a live, for now I'm trying to build a clean money management/hedging library I could use further anywhere as an addon.

Actually this flow are due to the new calculation mode, there's a "deadzone" where sumprofit is always negative, in that zone, a margin check can happen. i have to preevaluate it. that's what i'm actually working on. 

We are far away from "which indicator to use ?". 

  • In the dead zone the sumprofit is always negative
  • What the level for which the negative sumprofit max will be reach ? (dead level)
  • What will be this max negative sumprofit ?
  • Formulate it, anticipate it to know what can be opened, where, when & what cannot.


Ahmad Zuhairdi Noh
2269
Ahmad Zuhairdi Noh  
Icham Aidibe:

Hi Ahmad, precisely ! To insure it's indicator independant I wish it could turn any random entry into a profit, but to compare versions during build phase, I need the working sample to be the same - just to jump to date the things happens and retry -  btw I wish metaeditor could forward, backward without reloading :/ - 

so I used that CCI, it could have been a MA or anything else - the period is short (5), what matters is to be able to reproduce the "fail" - with random entries it's impossible.  I'm not trying to optimize it for a a live, for now I'm trying to build a clean money management/hedging library I could use further anywhere as an addon.

Actually this flow are due to the new calculation mode, there's a "deadzone" where sumprofit is always negative, in that zone, a margin check can happen. i have to preevaluate it. that's what i'm actually working on. 


Hey, I've been wondering how do you decide to open a second trade in this system?

For example in the picture you attach, I believe you have opened a buy trade at lot 1.70 at first, followed by sell trade with volume 12.00 right?

It seems like the gap price for these two trades is about 1862 point. How do you choose this amount (1862 point) or is it the EA calculate it for you? 

Like mine, I'm using a fixed value. For example, if it opens a buy trade at price 13364.8, it will always open sell trade once the price hit 13264.8.

This means it has a gap of 1000 point.

Then, the EA will calculate how much volume needs to be opened for a second trade (sell) so that it will recover the loss from 1st trade after moving 100 points downward.

Sorry for asking too much, I'm just curious because it's interesting to see something new.  

Icham Aidibe
11701
Icham Aidibe  
Ahmad Zuhairdi Noh:

Hey, I've been wondering how do you decide to open a second trade in this system?

For example in the picture you attach, I believe you have opened a buy trade at lot 1.70 at first, followed by sell trade with volume 12.00 right?

It seems like the gap price for these two trades is about 1862 point. How do you choose this amount (1862 point) or is it the EA calculate it for you? 

Like mine, I'm using a fixed value. For example, if it opens a buy trade at price 13364.8, it will always open sell trade once the price hit 13264.8.

This means it has a gap of 1000 point.

Then, the EA will calculate how much volume needs to be opened for a second trade (sell) so that it will recover the loss from 1st trade after moving 100 points downward.

Sorry for asking too much, I'm just curious because it's interesting to see something new.  

For example in the picture you attach, I believe you have opened a buy trade at lot 1.70 at first, followed by sell trade with volume 12.00 right?

No, another one was opened, then closed. 

It seems like the gap price for these two trades is about 1862 point. How do you choose this amount (1862 point) or is it the EA calculate it for you? 

Precisely, the calculation is not well done.

The traditionnal method is a fixed value (1000pts) with a volume, often 3*last positions' one, all of that with fixed tp, fixed sl. this is the surefire. 

Now the problem with is that after 5 positions, even by using at first the minimal lot, you're exceeded. Comes a point you can't open no longer, and you lose the whole deal. So I thought to extend by releasing lots when it was possible, so one was opened it closed it, and opened a new one with 12 lots to compensate the -1000 @ 1.70 lots with a goal at (x) points supposing it'll go straight to its goal (x) points. But there's the other possibility, where it goes (y) pts in the other direction and hit that f*cking dead level.

It works well as you see, but it's not perfect. It's nice to have an interlocutor in your person dear Ahmad, it helps to "think better" about what matter.

Ahmad Zuhairdi Noh
2269
Ahmad Zuhairdi Noh  
Icham Aidibe:

For example in the picture you attach, I believe you have opened a buy trade at lot 1.70 at first, followed by sell trade with volume 12.00 right?

No, another one was opened, then closed. 

It seems like the gap price for these two trades is about 1862 point. How do you choose this amount (1862 point) or is it the EA calculate it for you? 

Precisely, the calculation is not well done.

The traditionnal method is a fixed value (1000pts) with a volume, often 3*last positions' one, all of that with fixed tp, fixed sl. this is the surefire. 

Now the problem with is that after 5 positions, even by using at first the minimal lot, you're exceeded. Comes a point you can't open no longer, and you lose the whole deal. So I thought to extend by releasing lots when it was possible, so one was opened it closed it, and opened a new one with 12 lots to compensate the -1000 @ 1.70 lots with a goal at (x) points supposing it'll go straight to its goal (x) points. But there's the other possibility, where it goes (y) pts in the other direction and hit that f*cking dead level.

It works well as you see, but it's not perfect. It's nice to have an interlocutor in your person dear Ahmad, it helps to "think better" about what matter.

Ah, I see. This condition is after the trade has gone wrong (cut loss the existing trade), then its gone wrong again (after opening lot 12.00). 

That is why you have a sudden spike in both equity and balance. Then, at some point, you need to give up this 12.00 lot (which happen once in 2 years without indicator) and that cost you 20% of the equity.

When you say "But there's the other possibility, where it goes (y) pts in the other direction and hit that f*cking dead level," I think maybe you can weight that possibility more towards winning by using an indicator. I mean it's still worth trying, does it?

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