Urmatoarea strategie am gasit-o in revista Currency trader

 

Pereche EUR/USD

Orele de tranzactionare: cele mai proaste!

Adica dupa inchiderea sesiunii americane ora 12 la noi, cand se deschide Sydney-ul si lichiditatea si volatilitatea Eur/usd e cea mai mica.

Imediat dupa (pt a scapa de swap) ora 12 se pun ordine limita de sell si buy respectiv la 15 pipsi in sus si in jos fata de pretul de inchidere de la 12

Stop loss la 30 de pipsi fata de pretul de inchidere

Target gain chiar pe pretul de inchidere

 

Daca s-a declansat un ordin de sell sau buy celalalt ordin limita se sterge

Daca nu s-au atins tintele, ordinele se inchid oricum dupa 3 ore (inaintea intrarii japonezilor)

Chiar inainte de deschiderea japonezilor se inchide pozitia (daca nu a atins stop/target-ul)

 

As putea numi strategia un scalping pe 15 pipsi, dar prin definitie scalpingul are nevoie de volatilitate crescuta, ceea ce nu e cazul aici.

 

Probleme:

Swapul continuu (ca la Oanda); incercam sa evitam tocmai efectul swapului, deci avem in vedere un broker cu roll over punctual (de ex la ora 12)

Spreadul prea mare (ideal ar fi 1-2)

Ce randament ai? De cand o folosesti?

Explico mai pe larg , sunt oamnei care se pot arunca pe real si pot pierde bani.. Risku de 30 contra 15 e cam mare ar trebui sa castigi din 4 tranzactii 3, ceea ce cred ca nu intodeauna se intampla ..

Oricum scuze pentru intrerupere .. iti urez o zi buna

riscul este de 15 la 15 ! (30 pipsi fata de linia de inchidere a lumanarii anterioare orei 12 fix)

poate n-am fost destul de explicit...

 

Motivatia principala a strategiei este urmatoarea:

 

In orele "moarte" - (piata Sydney) orice miscare intr-un sens sau altul este slaba datorita lipsei lichiditatii si-atunci are tendinta de a reveni la lnia de normal

 

 

strategia nu este a mea originala; o supun spre dezbatere

 

 

Dupa gandirea mea algoritmica se pare ca aceasta strategie se preteaza foarte bine la o automatizare pt metatrader

din pacate skill-ul meu de programare in MQ4 e la nivelul broastei

N-ar trebui sa fie asa de grea automatizarea, orisicat poate isi face cineva mila!

 

Am facut niste statistici pentru ultimul an EUR/USD in orele respective si se pare ca se verifica.

 

By the way oare exista cineva care baga bani reali fara discernamant intr-o strategie citita undeva pe un forum ??

 

Imi pare rau!

am inceput aseara sa scriu codul pentru strategie, probabil astazi o sa-l termin.

 

referitor la intrebarea ta eu sunt de parere ca e foarte probabil.

OK multumesc pentru timp si entuziasm in privinta expertului

 

 

secundo

Naivi exista pretutindeni.

In consecinta nu incurajez folosirea strategiei prezentate in tradingul real decat dupa o verificare personala si ca un risc asumat!

intr-un final am reusit sa-l termin, cred ca aveam mari dureri de cap daca nu ma ajuta tradelover(10x pal), ideea pare simpla dar cand te apuci sa o pui pe hartie dai de fel si fel lucruri peste care trebuie sa treci.

 

dar ca sa nu ne mai lungim, strategia in felul in care a fost prezentata e pierzatoare, a avut o perioada in care a dat rezultate bune, dar in prezent pierde grupa mare.

toti parametri pot fi modificati, atentie la ora la care se inchide ny si se deschide tokio.

have fan cu acest expert.

adraz_lowv.mq4

hihi, ener, mersic pentru reclama!

 

De fapt, ca sa va zic drept, ajutorul a constat in raspunsul la vreo doua intrebari puse pe messenger, legat de pending orders. In rest, nu am nici un merit. Ener e tipul care isi bate capul, munceste, testeaza, ma "streseaza" toata ziua cu intrebari, etc. Si am o admiratie deosebita fata de el pentru treaba asta. Uite unu care vrea sa invete, si care vrea sa faca ceva. Si care munceste. Si in plus, da si la altii. Eu bineinteles ca sunt foarte zgarcit la raspunsuri, ii dau cate o idee, dar nu si solutia, il las pe el sa isi bata capul. Asa ii ramane intiparit. Daca i-as da solutiile nu l-ar ajuta cu nimic.

 

Legat de expertul de fata, si de strategia propriuzisa, am trei chestii de comentat:

 

1) Zece puncte pentru AccountMargin() !!! Chiar ma intrebam cum ai facut sa vezi daca un order dintre cele doua s-a activat. Metoda babeasca era sa testezi pretul (daca a atins nivelele de intrare) ori sa examinezi daca ai un order activ testand daca ordertype este op_sell sau op_buy. Dar solutia gasita de tine e MULT mai eleganta! Bravo.

 

2. Ei, hai, ca sa nu te bucuri prea tare, bila neagra pentru faptul ca ai programat alta strategie . Cum alta? Simplu. Metoda descrie o strategie cu doua limit-ordere, tu ai una cu doua stop-ordere. Omu zice asa: Daca pretul de inchidere este 1.2345, tu pui un buy limit la 1.2330 cu target la 1.2345 si cu stop la 1.2300, si un sell limit la 1.2360 cu target TOT la 1.2345 si cu stop la 1.2390. Deci doua LIMIT ordere. Nu STOP ordere. Targetul spre interior. In the money option, nu out of the money. Inner trading. Cu stop mai lung si target mai scurt (R/R ratio de 2:1, sau altfel zis 2.0, supraunitar). In felul asta o sa lovesti de mai multe ori targetul (castigand 15 pipsi de fiecare data) si de mai putine ori stopul (pierzand 30 de pipsi de fiecare data)

 

3. Metoda programata de tine e perdanta tot timpul, nu doar in ultima perioada. Faptul ca pare a castiga la inceput nu are nimic de a face cu perioada, ci cu interpolarea ticksilor, pe care o face Strategy Testerul. Am mai vorbit de asta. Daca de exemplu o testezi pe M30 pe anul 2007, atunci ST foloseste datele M15 (cat le are, de exemplu din martie incoace) foloseste M5 (din august incoace) si M1 (doar pe octombrie) presupunand ca ai cateva mii de bare in istorie. Pentru perioada in care nu are date marunţele, interpoleaza. Iar interpolarea da altfel de oscilatii pe ticksi (mai putin jumpy). In general expertii care fac scalping nu pot fi testati fara a avea istoria completa pe M1. Chiar TickChart daca s-ar putea. Altfel ST ne arata ca vom castiga milioane, cand de fapt in real time e perdant (cazul cel mai recent, vezi discutiile de la concurs, treadul de la userul winwin2007, dar daca va duceti acolo inarmati-va cu rabdare, sunt deja 700 de posturi

 

Despre metoda descrisa (cea originala, nu cea programata) nu pot sa zic daca e profitabila sau nu, atata vreme cat nu o avem gata de testare. Adica... am eu niste idei, dar hai sa nu va desumflu pana nu o programeaza ener si o testam. Trebuie schimbate valorile parametrilor (15 si 30) intre ele, trebuie inlocuit OP_BUYSTOP cu OP_BUYLIMIT si respectiv OP_SELLSTOP cu OP_SELLLIMIT si apoi trebuie modificate semnele de la Close[1]+.... etc. (sa intre cu buy dedesupt si cu sell deasupra). Asta e tot ce trebuie schimbat.

 

Si maine testaaaaammmm! hihi

Bafta!

Ok, n-am avut rabdare, si cum asteptam un upgrade la Win CE, care imi omoara conexiunea, iar duelul cu Sinus45 de pe treadul paralel si-a pierdut din ascutime si a devenit ne-palpitant, am modificat eu insumi expertul.

 

In primul rand, am facut in postul anterior aceeasi eroare pe care a facut-o cineva anterior, am zis ca riscul metodei este de 2 la 1. Recitind strategia am descoperit ca intr-adevar RR ul este de 1 (adica 15 la 15). Bun, am modificat, am testat, e perdanta. Precum presupuneam. Am adus M1 de la metaquotes, ca sa pot testa de la inceputul anului. Interbank nu are date M1 asa de vechi.

 

Cu parametrii default, strategia nu face doi bani. Ar trebui imbunatatita, ori cel putin optimizata folosind ST, dar nu am timp de ea acuma. Care vreti, joaca placuta!

 

Ca imbunatatie, cred ca un lot fix ar da randament mai bun, deasemenea. Adica nu 1 lot, ci tranzactionarea cu lot fix. Un lot, sau doua, sau orice cantitate, dar intotdeauna aceeasi. Lot fix. De ce? Scalpingul (si in general strategiile cu multe biduri) nu merg pe loturi proportionale cu marimea EQ (adica pe factor de risc). Calculul loturilor in functie de factorul de risc este pentru "de la swing trading in sus". De ce? Pentru ca probabilistic, vor fi un numar de castiguri si un numar de pierderi. Nu pot fi doar castiguri. Daca am castigat, am mai multi bani. Deci la acelasi factor de risc, voi juca un lot mai mare la bidul urmator. Daca am pierdut, am mai putini, voi juca un lot mai mic (ca sa pastrez acelasi factor de risc). Statistic, pierderile si castigurile sunt distribuite relativ normal. Pierderi urmeaza dupa castiguri (cand am jucat un lot mai mare, ca aveam bani mai multi, si pierd) si castiguri urmeaza dupa pierderi (adica castiguri pe un lot mai mic, pentru ca am jucat un lot mai mic, deoarece pierderea anterioara mi-a lasat bani mai putini in cont). Deci ce am facut pana la urma? Simple saying, ori de cate ori pierd, voi pierde loturi mai mari, ori de cate ori castig voi castiga loturi mai mici. Obviously, la un numar fix de pipsi la SL si TP, voi pierde pe ansamblu mai mult decat castig, presupunand ca am cam tot atatea pierderi cat si castiguri, chiar daca as avea spreadul de 0 puncte. In plus, pentru ca nu il am, mai dau parale si pe el. De aia zic ca loturi fixe dau randament mai bun la scalping. Si asta se vede. Strategia produce o pierdere mai mare cu loturi variabile, decat daca inlocuiesc linia unde calculez loturile cu ceva de genul "lots=1.0", sau "2.0" etc. In program ar trebui sa stabilesc lotul in functie de factorul de risc, in functia "init()", si apoi sa merg cu el mai departe.

 

O alta chestie, testand am observat ca uneori bidurile au si dobanda, in plus sau in minus, desi sunt sigur ca ora pe care am pus-o e corecta. Am stat si m-am scarpinat in cap, si apoi am vazut de unde vine problema. Enuntul strategiei. Chestia cu "imediat dupa ora 12 (pt a scapa de swap)". Ma mir cum de mi-a scapat prima data! deh, am inceput sa imbatranesc . Pai mai fratilor, dobanda e data de broker, nu de new york session. Pe broker il doare fix in spate cand se inchide new yorku, el da dobanda cand se inchide ziua LUI de trading. Adica ora brokerului. Atat IBFX cat si MQ platesc dobanda dupa inchiderea newyorkului, unul la un ceas, celalalt la trei ceasuri. Ca atunci se inchide bara lor daily. Deci ce fac, schimb ora de trading?? Ori ma multumesc sa platesc dobanda? (uneori incasez, dar pe ansamblu dau mai mult decat iau, pentru ca numarul de selluri si buyuri anclansate e aproximativ egal, iar cand dau, dau o suma mai mare decat cand iau)...

 

Asteptam lamuriri....

 

Pana atunci, here we are. Va rog sa cititi comentariile din interiorul sursei, sunt "valoroase" pentru ca expertul e foarte simplu, e numai bun ca punct de start pt cei care vor sa invete MQL.

adraz_lowv.mq4

multumesc pentru corectura, eu am fost plecat in wk, am vazut postul pe telefon dar nu mai puteam face nimic la acea ora.

Reluam:

 

1 am incercat sa atasez revista unde am citit strategia dar era prea mare 14.5 MB

 

2.

metoda eu am citit-o cu target de 15 si stop loss tot de 15 !

 

S-a creat o confuzie pentru ca am definit ordinele fata de pretul de inchidere

 

Hai sa dau un exemplu:

 

S-a inchis lumanarea la 1.4335

 

Dupa ceva timp* plasez ordine pending la 1.4320 BUY LIMIT cu target la 1.4335 si stop loss 1.4305

 

si respectiv pending order SELL LIMIT la 1.4350 target 1.4335 si stop loss 1.4365

 

Deci insist strategia originala era cu raportul 1:1 (15/15)

 

3

*ceva timp

intradevar privind din perspectiva automatizarii procesului apare o problema serioasa: momentul swapului

Eu cred ca cel mai bine ar trebui lasata discretionara aceasta alegere.

Strategia NU poate fi folosita cu orice broker!

 

Eu am testat strategia prospectiv si manual pe cu brokerul ODL securities, care imi indeplineste cerintele:

-swapul este punctual dupa ora 12 (nu este continuu ca la Oanda)

-spreadurile din ce am vazut eu raman constante =2pp

-are metatrader

Rezultatele sunt irelevante datorita perioadei infime tranzactionate: 6 pozitive, 1 negativa (totusi tranzactii reale cu bani virtuali desigur).

De aceea multumesc celor doi programatori care au sarit sa ma ajute poate reusim o testare retrospectiva de succes!

ORIGINALUL !

(formatarea textului nu cred ca e cea mai buna am copiat de pe un pdf cu 2 coloane)

 

The boomerang scalp

False breakouts that occur when most global forex traders are off the job present scalp opportunities. BY ED PONSI

 

One neglected area of forex trading is the tendency for currencies to drift quietly at certain times of the day. This begs the question: Is it possible to use this less-obvious market tendency to our advantage? After the U.S. forex trading session ends, but before the beginning of the Asian trading session, there is a stretch of several hours during which volume is typically low. This illiquid time of day begins around 5 p.m. ET. Although it is true that traders from Australia and New Zealand are active at this time of day, the “big three” centers of world currency trading — Great Britain, the United States, and Japan — are mostly dormant. It is during these hours that many currency pairs tend to drift aimlessly, and the lowvolume environment renders any movement — especially a breakout — highly suspect. Why are breakouts that occur on low volume unreliable? In all forms of trading, a breakout that occurs on high volume is respected because when traders put real money into a market it shows a high level of commitment to that position. The increase in volume is a reflection of that commitment. Because forex volume normally increases or decreases at certain times of the trading day, breakouts that occur during liquid periods are more reliable, while those during illiquid periods are much less dependable. Since any price move that occurs at this time (5 p.m. ET) is unreliable and likely to retrace, we can create a strategy that “fades,” or trades against, these false breakouts.

 

Timing is everything

 

Because 5 p.m. ET is considered by many to be the beginning of the forex trading day, it is also the time many market makers have chosen to charge or collect interest on open positions. Currency traders who pay no attention to interest charges or credits might be surprised at the amount they are paying, while those who do focus on this aspect of trading are often able to use interest credits to their advantage.

In order to avoid interest-rate charges, orders should be entered just after 5 p.m. ET when using this strategy. That time equates to 22:00 Greenwich Mean Time (GMT), which is the standard measurement of time used by currency traders. It is important to note that GMT does not recognize Daylight Savings Time, which is known as “Summer Hours” in the UK. Therefore, the time of day for order entry for this strategy will be 21:00 GMT when Daylight Savings Time is being observed.

Why do forex traders use GMT as a reference point? Imagine you are in the western United States, on a conference call with traders located in London, New York, and Singapore. One participant mentions that important news is expected to hit the wire at noon. This can create confusion, because you may not know which participant made the comment or where that person is located. However, if one of the participants states that important news is due to come out at noon GMT, there is no misunderstanding about the time. All the traders on the conference call will be prepared for possible short-term market volatility at the time of the news release.

This strategy — the “boomerang” — uses the euro/U.S. dollar currency pair (EUR/USD), which is attractive for short-term trading strategies because it has a tight spread. When using short-term strategies, every pip matters and a slightly wider spread can mean the difference between success and failure. False breakouts that occur when most global forex traders are off the job present scalp opportunities.

As a result, trading this strategy on platforms with variable spreads is problematic, because spreads tend to widen during illiquid times of day. Because the strategy is implemented at a time of low liquidity, a fixed-spread platform is recommended when using this strategy.

This is a brief “slingshot” style of trade that is designed to capture a quick profit and is intended for use at one specific time of day only.

The setup

 

The strategy consists of the simultaneous entry of a sell order above the market and a buy order below the market. The purpose of the sell order is to fade an up move and the buy order is entered to fade a down move. In either case, the strategy is based on the idea that any directional movement during this period will be short-lived because there is unlikely to be much volume behind it.

These price moves are most likely caused by an order (or group of orders) that would not normally have the power to move the market. This movement should be followed by a correction, or retracement, which is the move the strategy seeks to capture.

Place the sell order 15 pips above the “opening price” (at 5 p.m. ET) and the buy order 15 pips below the opening price. (Because this strategy is only designed for the EUR/USD, fixed-pip parameters can be used. If other currency pairs were being used, it would be impossible to use fixed parameters because of the volatility and spread differences among the various pairs.)

The exit point for both trades is the opening price. The protective stops for both should be 15 pips away from the entry point, creating a risk-reward ratio of 1-to-1.

If either side of the order is filled, cancel the other order. If no orders have executed within two hours of the open, all open orders must be canceled.

The reason orders must be canceled is because Asian markets tend to become active around 7 p.m. ET, and as a result an increase in volume and volatility should be expected. Since the strategy is designed for use in a low-volume trading environment, the increased activity from traders in Tokyo, Hong Kong, and other Asian market centers will create a trading environment that is too liquid for this strategy.

When this additional liquidity enters the market, any price move in currencies is more likely to have real volume behind it, and therefore it might not retrace. A strategy that fades breakouts would be inappropriate under these circumstances, since there is a chance institutions or other large traders are committed to the move.

This method of trading is simple but effective because exchange rates rarely make big moves during the “dead zone” between the U.S. and Asian sessions. For the protective stop to be reached, the exchange rate for the EUR/USD pair would have to move 30 pips in one direction — 15 pips to trigger the entry, plus 15 more pips to trigger the stop — a move that would be rare at this illiquid, nonvolatile time of day.

 

Trade examples

 

Let’s take a look at the strategy in action using a five-minute chart. On Aug. 5, 2007, the EUR/USD currency pair opened at 1.3810. Immediately, two entry orders were placed: a buy order at 1.3795 with a stop located at 1.3780, and a sell order at 1.3825 with a stop positioned at 1.3840 (Figure 1). Just two bars later, the exchange rate dipped to 1.3789, triggering the buy order at 1.3795. The trader canceled the sell order. The exchange rate immediately bounced back, and at 5:45 p.m. ET, the pair has climbed as high at 1.3819, executing our exit order at 1.3810. The duration of the trade was just 35 minutes. The pair continued to rise after the exit point was achieved.

Figure 2 shows another example. On May 10, 2007, the EUR/USD currency pair opened at 1.3487. A buy order was placed at 1.3472 with a stop at 1.3457, and a sell order was placed at 1.3502 with a stop at 1.3517. Less than an hour later, at 5:50 p.m. ET, the exchange rate dipped to 1.3471, creating an entry and causing the sell order to be cancelled. At 7:15 p.m., the exchange rate climbed to 1.3489, triggering the exit.

 

Quick in and out

 

The goal of the boomerang technique is to get in and out of the market quickly, and although the per-trade gains are not large, the approach has a high winning percentage because of the market’s tendency to drift at this time of day. One more important point: This strategy assumes interest will be charged or credited at a particular time of day. While many market makers charge or credit interest at 5 p.m., this is not a uniform practice. Rules for the payment or collection of interest vary from one market maker to another, so be sure to check with your broker for these important details before attempting to place a trade using this strategy. Successful application of the strategy depends on not being charged interest.