Here it is how the our zero (gain) point was moving on EUR/GBP: Maybe delta zero point will follow the trend when it will be strong, and then we need small retracement to get our gain. To check this out we should wait for some one way week trend on ...

Zeusjoes Market-Neutral Hedge Strategy

Ok, here it is in reality what we are trading if we set some start time: The thing is, that somehow delta "0" point is still moving. It's not like this if we start counting delta from 20:00 monday with value of EUR/GBP at e.g. 0,7850, then delta go ...

Zeusjoes Market-Neutral Hedge Strategy

Hello, look at this: no news, but so big movement on EUR/GBP. It's theory but maybe some big boys closing their hedge positions?

Zeusjoes Market-Neutral Hedge Strategy

There is also one interesting thing in selecting price (time) strategy, that if we enter e.g at delta 30 pips, then if delta become e.g 90 pips, then our loss is exactly 60 pips. At the beginning we know our gain (entry delta) but we don't know our ...

Zeusjoes Market-Neutral Hedge Strategy

For now on USD/CHF and USD/JPY spread is over 100 pips with starting time of first candle in this week. So maybe repainting is good for us, because everything is changing when market developes. But with repainting sometimes there is no gain on pair ...

Zeusjoes Market-Neutral Hedge Strategy

It was just first history data from broker, but I think to place "0" maybe at market opening in sunday and reset it every week. There are two possibilities with different indicators: 1. Repaints and more probability that pairs will cross in future, ...

Zeusjoes Market-Neutral Hedge Strategy

WOW! this is GREAT and so simple Can't wait for the next week to test it. Theory is, that the spread value is almost or the same value as our gain. So what we need to do is to wait for good delta for us (e.g. 30 pips) then we know when spread is ...

Zeusjoes Market-Neutral Hedge Strategy

When I've dl data in txt file, I convert it to xls file, and it convert like in one cell was 1,5 and in other e.g 595 so I simply add 15000 to the rest. The same with GU. But it doesn't change anything, we just don't have "," .

Zeusjoes Market-Neutral Hedge Strategy

Check this out, example from last minutes:

Zeusjoes Market-Neutral Hedge Strategy

Everybody, I'm so imporessed that this cumulative series works! Especially that the spread value between two pairs (delta) is very near to our gain. Here is the spreadsheet (GMT+1), please look at it, maybe it is possible to make something like this ...

Zeusjoes Market-Neutral Hedge Strategy

Hi, I continue my experiments for cumulative series of every M5 candle range. I try do download data from MT4 servers but there was a lot of missing candles (don't know why, even dl from history center), so I dl it from GFT text file, convert it to ...

Zeusjoes Market-Neutral Hedge Strategy

This thread is all about buying weaker and selling stronger . That's the general idea that somewhere in the future between correlated pairs again will be balance, and there is our gain. Like Zeusjones said we're buying underperformer and selling ...

Zeusjoes Market-Neutral Hedge Strategy

what difference in % is good for you to trade? 0.3% and larger? Do you add some positions when that difference is getting wider? And when you close your positions, when diff is e.g. 0,0% between two pairs? Sorry for a lot of qestions but this way of ...

Zeusjoes Market-Neutral Hedge Strategy

Hello, anyone try chart overlay build in DealBook? This function was all the time in GFT's platform but I never use it. I'll test it.

Zeusjoes Market-Neutral Hedge Strategy

Today I've made for this positions 109 pips, but drawdown was over 150 pips. It was because I was enter with threshold about 12 pips when HedgeRange was about 30 pips. Next time I need to wait for larger threshold.

Zeusjoes Market-Neutral Hedge Strategy

It is very interesting way to trade forex, no trend lines, no pivots, no Fibs etc. It could look as some kind of arbitrage like on stocks and futures market or some kind of option strategies in short term. I also think of some kind of stop loss, e.g ...

Zeusjoes Market-Neutral Hedge Strategy

Live streaming of data from MT4 to selected cells in Excel of every selected time frame will be good. I don't have possibility to use different program, cause I'm not a programmer and I don't know how to do it simpler I don't know is this way of ...

Zeusjoes Market-Neutral Hedge Strategy

I use NeutralHedge Overlay_v3 and NeutralHedge osc_v3.4 with very usefull alarms. I trade basically on EU/GU and UCHF/UJ on M5 TF, sometimes on M15. I'm waiting for about 30 pips HedgeRange, and then as mention earlier I build up my positions. ...

Zeusjoes Market-Neutral Hedge Strategy

For Excel it was not indicator, just manually I've add difference between open and close of each 5 minute candle on EU and GU. Then I've made cumulative series and here is the chart. On previous page is link to spreadsheet. I've made summary from ...

Zeusjoes Market-Neutral Hedge Strategy

I've completed yesterdays calculation till todays morning, and here it is what I've got. It looks that the spread between pairs is not so important. I've randomly selected some points and sometimes when spread was about 25 pips, gain on cross was 6 ...

Zeusjoes Market-Neutral Hedge Strategy