"Golden Arches" Project

I am not a backtester and this would be a big project from what i can understand...regression lines shift in a special way...


Quote from walterjennings:

backtesting over a few years of data might find a good avg stop time.
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I am thinking that the original 15M arches are best and I can throw out the comparison with 30 minute and 60 M...but then the CurviRank™ gets screwed up...
 
I'd think you wouldn't need too much time to figure out when the entry is going to fail, maybe just a few bars, good opportunities never last very long.

Keep in mind that you are trading alot of crosses with this thing; I would assume that crosses that move via liquidity would tend to act different from those that move from mostly math. Eur/usd action will likely tell you where the top or bottom in eur/aud will be in a more direct fashion than the cross itself.
 
I only trade the crosses out of the need to find signals with 2-4 pair that do not hold the same currency...

I would not get enough trades if I were to limit it to the majors...believe me I have considered this with Futures...

I guess I would just need to find more methods to trade...

Michael B.


Quote from illiquid:

I'd think you wouldn't need too much time to figure out when the entry is going to fail, maybe just a few bars, good opportunities never last very long.

Keep in mind that you are trading alot of crosses with this thing; I would assume that crosses that move via liquidity would tend to act different from those that move from mostly math. Eur/usd action will likely tell you where the top or bottom in eur/aud will be in a more direct fashion than the cross itself.
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Quote from ElectricSavant:

...but thus far the daily CR is 100% accurate in trend direction identification...Virgin arches are extremely accurate and safe.
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Step two When you get a breach, then look the corresponding pair in your daily CR chart screen to see if there is an agreement. Virgin arches are best. ("Virgin Arches" = beginning of a bend)
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My next step is to find these situations "Virgin Arches" or "beginning of a bend" algorithmically. Any ideas?
ES, when you get a chance, can you post maybe 2 pics on what is a good CR setup and what is a bad one (Daily), maybe I can come up with something.
At the moment I have 2 ideas but first need to confirm with pics... it will be a mathematical challenge.


thx
 
good...I will post the pics shortly...

ChallengedSavant :)



Quote from fifo:

My next step is to find these situations "Virgin Arches" or "beginning of a bend" algorithmically. Any ideas?
ES, when you get a chance, can you post maybe 2 pics on what is a good CR setup and what is a bad one (Daily), maybe I can come up with something.
At the moment I have 2 ideas but first need to confirm with pics... it will be a mathematical challenge.


thx
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I simply wait for a Demarker for a short sig...close of a candle with a breach holding above red line...but since I am busy during the day and cannot be glued to the charts...I usually just look at the Demarker screen and look for breaches to start the whole process...then I look at the Daily FXCM charts to find if the daily agrees...then I go down to the secondaries to find trade size...in that order.

I look at the much faster changing CR's in the four secondaries...4 hr. 60M...30M...and 15M...to see "where" in the shape of the bend is the earliest...I prefer to stick with the 4 hr. recently and wait for confirmation and skip looking for the best. I find that longer timeframes are best and i do not need to trade so often. I added some additional "breach lines" to the DeMarker

this seems to work...and with the addition of stops or a hedge...this could even be better..

Time stops are good but entry dependent...and there are so many combinations of arches that it may not be the most optimal...The Jury is still out no matter what I prefer...BUT I WILL USE WHAT WE DECIDE HERE IN LIVE TRADING

There is still time as I am still futzing around with my portfolio and waiting for the EUR/AUD to resolve itself in FXCM...

it's funny in my work there are so many balls up in the air and in between I am writing here, trading...and dealing with ET moderation side issues privatly and publically...oh gosh...its pretty active here while I work in my boxer shorts :)

NotAPrettySiteToSeeSavant
 
for you spreadsheeters..:) (this handy accounting sheet can be used for all methods...its yours for the taking..."no strings attached " :))

(The UPL in the last line constantly changes..I do it manually when i have a chance)

As each new Day arrives just copy the last line down into a new line... (highlight row, copy and paste in to next highlighted blank row underneath)

By the way I do not trade NFP week publically and will discontinue trading it when the live trades publish...

This is my private stuff for this project and I do not suggest trading NFP week..let me make that perfectly clear..Don't do as I do...do as I say ...lol

I am receiving so much from this project I am running out of things to give.
 

Attachments

privately..I get questions like Electric how do you withstand such heavy PIP drawdowns (this is separate from exposure which only magnifies this) anyways...speaking in PIPS...I do not even get nervous as long as the arches stay in their direction and I did not enter too late in them...it really does not phase me...(I set the profit in PIPS on the platform...not dollars..I am trying to get away from thinking in dollars...however the platform should just show the pips from the chart and not necesarilly netting profit, like it does)

Again..this is a Private Retail Trading Method and not institutional Grade...(I guess it could be adapted with stops, but I do not care as I do not trade OPM and again I am not interested at any size... got it?)

Michael B.
 
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