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Now that the troublesome topic is out of the way, I want to go back doing some work on this system. If we're holding the pairs NZD/USD, AUD/JPY, GBP/CHF, We already settled that if the pairs were to all go downhill we'll experience a huge unrealized drawdown: Pair 1 - Down Pair 2 - Down...

Erm...no thank you. Maybe its just Oanda's printing error then.

$176.9 + $138.4 + $4.9 + $7.9 = $328.1 The leaves the other $211.9. Does this mean your interest income in July is $211.9? That is very much higher than the other two months though.

this screenshot: http://www.elitetrader.com/vb/attachment.php?s=&postid=798822 the interests don't add up to $540 even considering the extra $13 of interest in the cash account.

Yes yes the pennies doesn't matter. For simplicity i'll use say $540. Then you made $540 on interest payments alone for those 3 months?? (since ur trades ended up net negative) $540/3 = $180 in interest a month. But your screenshot don't even show $180 interests a month! It says $176 and...

These figures are taken directly from the screenshots you posted. Lets keep it simple shall we? Just one screenie: http://www.elitetrader.com/vb/attachment.php?s=&postid=798822 You started with $5,215.63. I ended with $4,921.61. I took draws in between of $840.24. Therefore, your...

Relax, wifey. I'm just confused. Not attacking the system or anything. In fact, I WANT this system to work so I can hook up with my OPM contacts.

Thanks for clearing up the discretionary thingy. For a moment there I got worried because I thought you were telling me C&C could predict market direction and produce trading "signals". :eek: Regarding the P/L issue, I am not talking about Interest Rates not updating the Realised P/L. Bear...

The simplified version: CASH & CARRY PROFIT SYSTEM 1) Interest Gains 2) Trading Gains For the test period of May to July, 72 days. 1) Interest Gains = $472.99 2) Trading Gains = -$241.35 Total = $472.99 - $241.35 = $231.64 How did you make $547.35??? Where did the extra...

Something is not right with your figures, ES. You said you made $547.35 in profit after taking a $241.35 hit form unrealized P/L. According to this you posted : http://www.elitetrader.com/vb/attachment.php?s=&postid=798822 It shows you made $176.90 and $138.44 (.439) in Interests in the...

Didn't you just say you need an edge when entering units? Okay maybe I got it all wrong. :D Just to confirm: Do we need to forecast market direction in order to trade Cash & Carry? Thanks for bearing with me all this time. :)

But yours requires an edge that may or may not exists. Can yours still work without this "edge" in trade entries?

Hmmmm...then i think Cash & Carry isn't really what i'm looking for as it has some "edge" or "entry selection" elements in it. Meaning the whole system bottleneck is that the edge exists, if the edge doesn't exists, it'll fall apart. I was hoping this would be similiar to a "quant arbitrage...

I see. Actually, if this entry method has an edge, you do not have to worry about collecting interests at all! Just find the edge and trade regular lots! Using 1000 unit lots you were able to get $200+ in trading profits in 72 days. Imagine if you used mini-lots! $2000+ profits in 72...

With regards to the trading aspect of this system. I assume you meant: FXGAME Pair 1 Up Pair 2 Down Pair 3 Down FXTRADE Pair 1 : Enter Long Right?

Say if open a LONG position that pays $0.58 per 10,000 units over 24 hours at 16:50 EST. Then closed it at 17:10 EST. How much interest do I get? I see. What happen if the volatility of last year isn't equal to the volatility of this year? What if its greater this year? Are we in any danger...

IDEAL allow exchange of one currency with another thru IB right? I know there are horrific spreads, but what are the spreads like? :eek:

I see. If considering NZD/USD, AUD/JPY, GBP/CHF then the scenarios will be correct? Normally the pairs will not be correlated so it'll look something like this: Pair 1 Up Pair 2 Down Pair 3 Down or Pair 1 Up Pair 2 Down Pair 3 Up So you use the profit from the up pairs to...

Hmmmm....this explains it. Say if you're LONG in 3 pairs in equal amounts: Pair 1 Pair 2 Pair 3 Your biggest DD comes in this scenario: Pair 1 Down Pair 2 Down Pair 3 Down Your biggest profit taking spree comes in this scenario: Pair 1 Up Pair 2 Up Pair 3 Up Is this...

ES, i must apologise. I think its because I am having trouble understanding you. :P (time to sign up for "English as a Third Language! lol) I'm looking at the graphs but its rather confusing. :D The important question is this: Do you need to guage whether the market is going your way...