Interesting. No, I do not gain or filter my data at all... I get my entries and exits from the individual pair data with a randomly generated slippage parameter and another parameter that estimates spread on entries and exits. Why would you run a ...

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I may or may not have time in the short term, but i will definitely do it and share the results. I have some serious projects in the hopper for this weekend and next week (wife wants her x-mas tree )

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I started in excel, trying to get a feel for the numbers... then I moved into MATLAB. The scale of the computation requires something with a bit more horsepower.

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Yes and it was not profitable

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I see that dryclean was quicker on the draw than me Something to note, if you are in the US with a 2% margin requirement it costs approximately $340 in margin to open a basket. Casey

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You are wrong about your MM calculation. The pip total is 560 @ $0.10 (roughly) per pip. Not 560 @ $1.40 per pip. The original method was figured at 40 pips per pair, or 560 total. Some may be larger, some may be smaller, but 560 total. This amounts ...

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I agree and disagree a) HAS is a conglomeration of many (4) moving averages constructed by some strange means of the previous two bars price logic, why not just a simple moving average cross? That is even simpler than the HAS. b) If your rules ...

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For those of us lucky to have entered the long on Nov 14th, what was the final pip tally there? I am not at home to see my terminal.

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Yen pairs data. LWMA 11 LWMA 80 f = 0.4 AUDJPY, EURJPY, GBPJPY, USDJPY Simple sum

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This may be a useful script for all you basketing people. I have written it to help me in my analysis, and it may help you as well. Some notes: History in sample = # of bars back you would like to capture History Offset = Set to 0 to get most recent ...

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Just so I am clear, you want the performance of the Yen basket compared to the performance of the GBP/JPY alone? I can do that, will have to tweak my model slightly (in a good way, so it can be more flexible to do this) Please be aware, my model ...

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Sure. What pairs are in the Yen basket?

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The short answer is yes, from Friday at ~5pm est to Sunday ~3pm est No bar prices are counted. Do I filter out intraday? no, I think that would not add any value...

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I am using 1 hr, i got into the buy late, closed out 1100+ pips yesterday, lost about 300 on te short signal and am now up 180 in a new long... My monthly goal is 1000 pips so looking very good so far for first 5 days

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Kos, Whipsaw indeed! Seems further development is needed perhaps that is why we demo trade! Casey

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My chart won't look the same, I don't use kos method

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H1

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just got a short signal, closed long for +1140 pips, short has covered the spread and is currently +2.

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Exactly correct - I am doing almost exactly the same BTW - I got in this buy basket late, but I am still up +1050 pips currently. It looks like a short signal may be coming soon - hopefully it either dives or continues on its' merry way upwards ! ...

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1 Hour timeframe, not using VQzz or HAS. VQzz is basically a smoothed version of the Volatility Quality indicator that was proposed in an issue of Active Trader magazine. I had designed a whole strategy around it a while back, but turned out to not ...

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