"Golden Arches" Project

Quote from fifo:

IB is also missing intraday points. Actually a shift of 7 hrs is needed. Wil have to create a new file that renames all the time values to time = time + 7. This should align IB intraday data to MT4 EOD data, unless someone knows how to get MT4 to express in EST, ideally.
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Fifo,


Download this one... They have their data set to ET. Good Luck!

http://www.ugmfx.com/download_trading.html
 
Quote from mmccormac:

Fifo,


Download this one... They have their data set to ET. Good Luck!

http://www.ugmfx.com/download_trading.html
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crap. Timezone is great but not enough pairs to do some testing. Funny thing is that both sets of historical data backfills come from metaquotes and are still missing different data points in each. MT4 must use trades as their price tick (since some bars are non existent) while IB uses midpoint. IB has a lot of ticks that have OHLC all the same.
Anyhow, attached is a pic in case anyone is interested.
For now, I will take IB data (although I like MT4 dataset intraday) and shift it +7 then compare it to daily MT4-NF EOD data. Should be good enough for now until of course the next brick wall....

ES, you sure picked a heck of a system. Spans multiple timeframes, multiple datasources, complex calculations across timeframes, rare setups so must span multiple currencies! The calculation take so long that I will have to run a script to write all the indicators to file so as not to recalculate it all the time on every click....this must work right? lol.
 

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Quote from fifo:

crap. Timezone is great but not enough pairs to do some testing. Funny thing is that both sets of historical data backfills come from metaquotes and are still missing different data points in each. MT4 must use trades as their price tick (since some bars are non existent) while IB uses midpoint. IB has a lot of ticks that have OHLC all the same.
Anyhow, attached is a pic in case anyone is interested.
For now, I will take IB data (although I like MT4 dataset intraday) and shift it +7 then compare it to daily MT4-NF EOD data. Should be good enough for now until of course the next brick wall....

ES, you sure picked a heck of a system. Spans multiple timeframes, multiple datasources, complex calculations across timeframes, rare setups so must span multiple currencies! The calculation take so long that I will have to run a script to write all the indicators to file so as not to recalculate it all the time on every click....this must work right? lol.
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rjb or fifo


How is the rescale going? Currently, when I funnel down to a four hour with the MT4 timeframe buttons, the arches draw and appear to be functioning...the constant scale changes are an inconvienience and must be manually adjusted to view all of the lines...but the arches seem to draw...

HoldTheLeftMouseButtonDownAndSlideTheScaleSavant



Quote from rjb1024:

Hey fifo,

I have modified your cr_v0 indicator to display fib channels to max hi and lo deviation from the cr line. I guess this could be an alpha stage of an indicator for ES strategy. The next task I will tackle is rescale it to lower timeframes.
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I hope this trade alert format is suitable for everyone. I will use this in the live journal, along with any other suggestions given. Perhaps a running tally will be added on a trade by trade basis at each alert and an updated summary at the beginning of the thread.

Dart_target.gif
ENTRY LONG
Entry: GBP/CHF Long
Trade Decision Criteria met: Daily and 4-hr agreed direction in the CR with a 4 HR. Long DeMarker sig at 0.30 line.
Confidence: 3.5 (0-5 scale)
Spread: 7 PIPS
Price Entered & Executed: 2.4437 Long 21:22 (mst)
Target: (looking for 77 PIPS) 2.4514 (2*4hr. ATR + optimal rounding)
# of units: 10,000 (one entry at 3.551% of max units available, according to current basket NAV at a max of 50:1 leverage)
Stop: not yet
Interest Differential: Positive

COMMENTARY: Welcome to "Golden Arches". This is a test. Please stay tuned for the new thread 02/13/07.

Open trades:
30k units of NZD/USD Long @ 0.6943
10k units of GBP/CHF Long @ 2.4437
UPL = -$433.84, -3.76% @ 3.6:1 leverage, balance in account: $11,553.52 (gain= $343.56 in the previous 9 days of tracking) Note: Deposits and withdrawals can take place which does not effect gain reporting other than trade size and interest earned.
 
Dart_target.gif
ENTRY LONG
Entry: USD/CHF Long
Trade Decision Criteria met: Daily and 4-hr agreed direction in the CR with a 4 HR. Long DeMarker sig at 0.05 line.
Confidence: 4.0 (0-5 scale)
Spread: 3 PIPS
Price Entered & Executed: 1.2403 Long 23:04 (mst)
Target: (looking for 56 PIPS) 1.2459 (2*4hr. ATR + optimal rounding)
Units: 19,825 (one entry at 3.551% of max units available, according to current basket NAV at a max of 50:1 leverage)
Stop: This trade serves as a partial hedge on open USD shorts
Interest Differential: Positive

Open Trades & Statistics:
30k units of NZD/USD Long @ 0.6943
10k units of GBP/CHF Long @ 2.4437
19,825 units of USD/CHF Long @ 1.2403
UPL = -$375.46, -3.25%
5.4:1 leverage
Balance Banked: $11,553.52. Gain= $343.56, +3.07% ROI
9 days of tracking.
Note: Deposits and withdrawals can take place which does not effect the gain reported, other than trade size and interest earned.

COMMENTARY: Welcome to "Golden Arches". This is a test. Please stay tuned for the new thread 02/13/07.

The current exposure in USD is partially hedged and heavy exposure in short CHF.
 
Folks, I hope that you can appreciate the amount of work going into the presentation of this method by myself & the other testers.

This level of sophistication with "no strings attached" is unmatched on the web. Please continue visiting ET for the wealth of trading knowledge available and Good Trading to All of You now and to come.

Thank You.

ElectricSavant

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Some new columns, rearrangements and updates...(this spreadsheet can be used for any method in Retail Spot forex and can be a handy way for you to track your daily activity)

As each new day arrives, simply "copy and paste" a new line at the bottom and edit it with your current info.
 

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