Hi anyone got an idea for an edge to trade the HSI system? I recently created a system in trading the Hang Seng Future. In forward testing it has 8 striaght winning days but recently lost 4 days out of 5, althought 9 days winning and 4 days losing earned abt 5500 points with 5 contracts(max position could be +5 or -5) at peak, and after 4 days of losing now the profit maintain at abt 3900 points but i start wondering with the logic of the system.... anyone out there who trade the HK market and wanna have little dicussion here or privately
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Edge in trading the Hang Seng Index
- Thread starter gerryhoho
- Start date
Quote from Retief:
How do you calculate the value of the Hang Seng index? The expert here on Hang Seng trading is ET99. He thought bollinger bands were useful. I'm not sure if he was for real. He had a win rate of about 90%. Do a search on his name and you should find the thread.
Tks my frd i will dig out his post later, cheers!!!
Well recalculating the index is hard... I have a frd he lead me to this concept, but i just dun have the correct logic...
Quote from goodgoing:
OK, now I understand, you are trying to beat noise trading, are you?
How liquid is that index?
Well I am just trying to see where the real index is moving to and make it fullly auto. Anyone trade this thing and how u guys do it? I would be inparticular thankful if someone trade it fully auto.
Quote from goodgoing:
So let me try to get this right. You calculate the real (cash) index and you try to arbitrage the difference between the futures index, with futures of course.
Are you collocated to the exchange?
Well not quite basically the HK index is mainly weighted and influenced by a few large cap stocks.... so i try to do something to get rid of them or restructure them so i can have a faster indication for that... but nothing abt arbitrage