World currencies index (clearly visible as the bubble burst) - page 6
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The author of the thread decided to give 28 spreads and 28 slips instead of one spread. And what is obtained in the final basket makes dubious physical sense.
Since the instruments are exactly Pairs of currencies, the shares of currencies in the portfolio are constantly in a dynamic state. What exactly such an index means is very difficult to say.
The input data is not normalised, judging by the picture.
I created "my" currency index - WORLD CURRENCIES INDEX based on this article and showed how to work with it. And there is no need to normalize anything there.
The normalisation of the input data was handled by the author of the article and the developer of the indicators and scripts. Regardless of the normalisation of the input data, you can see that everything works,
and this is what matters. :-)))
The author of the thread decided to give 28 spreads and 28 slips instead of one spread. And what we get in the resulting basket makes dubious physical sense.
As the instruments are exactly Pairs of currencies, the shares of currencies in the portfolio are constantly in the dynamic state. What exactly such an index means is very difficult to say.
Just something to think about.
A report on testing the system using GBPUSD as an example, trading the currency basket index WORLD CURRENCIES INDEX, since 2006 (no data for earlier periods are available) to the present time. No optimization has been done, apart from information in CFTC site summary reports - http://cftc.gov levels based on Fibonacci numbers to determine entry points into the market have been used. The system is turn over, all the time it is either in the longs or shorts and there are several one-way orders with the same volume at 0.1 lot - on the average 5-10 orders are always in the market till the system gives a reverse signal - no stops. There are no limits on the number of open orders in the market at the same time.
Components of this index:
COT - EURO FX CONCATENATE.csv
COT - BRITISH POUND STERLING CONCATENATE.csv
COT - JAPANESE YEN CONCATENATE.csv
COT - AUSTRALIAN DOLLAR CONCATENATE.csv
COT - CANADIAN DOLLAR CONCENATE.csv
COT - NEW ZEALAND DOLLARS - CHICAGO MERCANTILE EXCHANGE .csv
COT - NEW ZEALAND DOLLARS - INTERNATIONAL MONETARY MARKET .csv
COT - PLATINUM - NEW YORK MERCANTILE EXCHANGE .csv
COT - PALLADIUM - NEW YORK MERCANTILE EXCHANGE .csv
COT - SILVER - COMMODITY EXCHANGE INC. .csv
COT - GOLD 100 TROY OZ - CHICAGO BOARD OF TRADE .csv
COT - GOLD - COMMODITY EXCHANGE INC. .csv
COT - U.S. DOLLAR CONCATENATE.csv
COT - U.S. DOLLARS-JAPANESE YEN - NEW YORK FUTURES EXCHANGE .csv
The system works by monitoring the opening of a new bar on the daily candlesticks, a full report is in the attached file.
P. S. Trading only on WORLD CURRENCIES INDEX data by the example of GBPUSD pair plus two FIBO-levels constant during the whole trading period without any optimization - its "average" values are taken by FIBO from the set of valid values.
P.P.S. Full test report is attached. On the chart, the maximum burst of equity and balance is the work in the trend of the second half of 2008.
Rom, so do that thing and concentrate on it. I think that every trader sooner or later has to define his TS and work solely by it. For instance, Igor, a very smart guy, but he is trying to do everything and cannot find himself.
This is all true, but the "avalanche" does not give peace. Soon, soon we'll start again ... :-)))
P.S. Thank you for the recommendations. I'll be sure to take it into account.
That's all true, but the Avalanche's a mess. Soon, soon we will start again... :-)))
can i ask for an investor?
Remember the movie Armageddon, where that crazy astronaut asked to stay on the comet to be the first to see... the end of the world?
want to see it too...
can i ask for an investor?
Remember the movie Armageddon, where that crazy astronaut asked to stay on the comet to be the first to see... the end of the world
In A.....s on a micro account with a min lot of 0.01 to 5 lots - no investment passwords on the real...
In A.....s on micro account with min lot 0.01 to 5 lots - no investment passwords on real...
Nah... everything's there.
Let's see... :-)))