10 MM Forex positioning.

[DepthTrade]

Trades for this week
Size is in base units.
Position value $11,136,700

Aud/nzd long 268,110
Cad/chf long 148,930
Eur/nzd long 830,900
Gbp/aud short 811,200
Gbp/nzd long 910,300
Nzd/cad short 1,781,700
Sgd/chf long 2,200,200
Sgd/jpy long 1,738,600
Usd/jpy long 1,155,500

Here is how the trades had ended the week.

Aud/nzd long 268,110 -1,900$
Cad/chf long 148,930 +15830$
Eur/nzd long 830,900 +4828$
Gbp/aud short 811,200 -13,500$
Gbp/nzd long 910,300 +14,140$
Nzd/cad short 1,781,700 +20,943$
Sgd/chf long 2,200,200 +13,347$
Sgd/jpy long 1,738,600 -19,209$
Usd/jpy long 1,155,500 -11,439$

+26,840$

Total + $73,525
+0.74%

 

[DepthTrade]

I have 26 open trades now, but failed to post them. Was caught up with other work.

 

[DepthTrade]

aud/cad sell 403800
aud/chf sell 323100
aud/jpy sell 242300
aud/sgd sell 323100
aud/usd sell 265400
cad/jpy sell 303800
cad/sgd sell 749400
chf/jpy sell 412200
eur/aud buy 269800
eur/cad buy 369200
eur/chf buy 399200
eur/gbp buy 484600
eur/jpy sell 311500
eur/nzd buy 315400
gbp/aud buy 338400
gbp/cad sell 453800
gbp/jpy sell 257300
gbp/sgd sell 550000
gbp/usd sell 400000
nzd/jpy sell 269200
nzd/sgd sell 562700
nzd/usd sell 446600
sgd/jpy sell 578300
usd/cad buy 469200
usd/chf buy 519200
usd/sgd buy 846100

 

[DepthTrade]

 

[DepthTrade]

aud/cad sell 403800
aud/chf sell 323100
aud/jpy sell 242300
aud/sgd sell 323100
aud/usd sell 265400
cad/jpy sell 303800
cad/sgd sell 749400
chf/jpy sell 412200
eur/aud buy 269800
eur/cad buy 369200
eur/chf buy 399200
eur/gbp buy 484600
eur/jpy sell 311500
eur/nzd buy 315400
gbp/aud buy 338400
gbp/cad sell 453800
gbp/jpy sell 257300
gbp/sgd sell 550000
gbp/usd sell 400000
nzd/jpy sell 269200
nzd/sgd sell 562700
nzd/usd sell 446600
sgd/jpy sell 578300
usd/cad buy 469200
usd/chf buy 519200
usd/sgd buy 846100

aud/cad sell 403800 -4240$
aud/chf sell 323100 +3069
aud/jpy sell 242300 -1430
aud/sgd sell 323100 -2552
aud/usd sell 265400 -4565
cad/jpy sell 303800 +1215
cad/sgd sell 749400 +1799
chf/jpy sell 412200 -6884
eur/aud buy 269800 +135
eur/cad buy 369200 +3064
eur/chf buy 399200 -4790
eur/gbp buy 484600 -2181
eur/jpy sell 311500 -779
eur/nzd buy 315400 -505
gbp/aud buy 338400 +1421
gbp/cad sell 453800 -6489
gbp/jpy sell 257300 -2213
gbp/sgd sell 550000 -5830
gbp/usd sell 400000 -8200
nzd/jpy sell 269200 -2288
nzd/sgd sell 562700 -5627
nzd/usd sell 446600 -8798
sgd/jpy sell 578300 +116
usd/cad buy 469200 -2768
usd/chf buy 519200 -13811
usd/sgd buy 846100 -7953

This past week -81,084$

Total -7,559$
-0.08%

Win ratio
33/62
53%

 

[DepthTrade]

 

[Onra]

Thanks for the honest update.
Any thoughts about the cause...?
Something fundamental? Too much correlation?

 

[traider]

wait this is sim right

 

[DepthTrade]

Thanks for the honest update.
Any thoughts about the cause...?
Something fundamental? Too much correlation?

Hello Onra and thank you for the question. There is no problem it's just not as efficient as it can be. This is because I am watching the average of multiple data points, but am entering at one stagnant point, leaving the positioning more susceptible to the last sessions move before entrance or the first session after entering. I did this to make it easier to be followed. Out side of Elite Trader, with the slight tweak and more involvement, the past 3 weeks had the following gains:
+1.42%
+0.82%
-0.38%

Total +1.86%

 

[DepthTrade]

Am fading into the following trades and $ size this week.

aud/cad buy 403,800
aud/chf sell 326,900
aud/jpy buy 242,300
aud/nzd sell 673,100
aud/usd buy 265,400
cad/chf sell 453,800
cad/jpy sell 303,800
chf/jpy buy 411,500
eur/cad buy 343,900
eur/chf sell 415,400
eur/sgd buy 503,800
eur/usd buy 347,500
gbp/cad buy 453,800
gbp/chf sell 461,500
gbp/jpy buy 315,400
gbp/nzd sell 380,800
gbp/usd buy 399,900
nzd/cad buy 403,800
nzd/chf sell 357,700
nzd/jpy buy 269,200
nzd/sgd buy 353,800
nzd/usd buy 280,800
sgd/chf sell 603,800
usd/chf sell 519,200
usd/jpy sell 403,800
usd/sgd sell 846,100