Minimal Effort Returns - Algo Based

[Spectre2007]

Derivative 9 - Euro

2012

11.3 -19

2013

-6.3 -4

2014

7.7 -4.8

2015

11.3 -19

2016

15.5 -5.2

pretty good results for Euro. Profit target was 1K per trade.

 

[Spectre2007]

Max Pain, if all the trades went bad exactly at the same time, what are the dollar amounts each year for max pain.

 

[Spectre2007]

with the 9 derivatives, as more futures are added, most of the time bumps up the return on capital used.

 

[Spectre2007]

I looked at copper and unhinged it from 'macro' signal. Signal defaults. With any derivative if no specific signal exists, the system defaults and this is universal for all the derivatives.

 

[Spectre2007]

Looks like markets moving with sentiment regarding commander in chief.

Retrace of election gains..

 

[Spectre2007]

system triggered.. a long in british pound on the open tomm..

 

[Spectre2007]

Retrace of election night vectors still continuing..

Dollar getting hit..with correllations.

This is test account to monitor system intraday..

Positions in test initiated date of above posting..

 

[HobbyTrading]

Maint Margin = $22,300
Excess Margin = $77,700

Derivative 1 - Gold 5400
Derivative 2 - US 30 year 4400
Derivative 3 - Yen 4000
Derivative 4 - Copper 2750
Derivative 5 - British Pound 2750
Derivative 6 - 2 year note 550
Derivative 7 - 10 year note 1450
Derivative 8 - Chicago Wheat 1000

excess margin is there to buffer against volatility of the individual futures.

Is there a reason to do these derivatives in this particular sequence? I notice that you don't use energy (e.g. oil) or volatility (VIX). Is there a reason for that? I would be interested to learn more about the triple moving average system which you mention.
It is nice to see that diversification works.

 

[Spectre2007]

Is there a reason to do these derivatives in this particular sequence? I notice that you don't use energy (e.g. oil) or volatility (VIX). Is there a reason for that? I would be interested to learn more about the triple moving average system which you mention.
It is nice to see that diversification works.

Number of derivatives is based on equity and manageability. More can be added but the signals are based on macro events.

The triple moving average is a generic system from TradingBlox..

 

[HobbyTrading]

The triple moving average is a generic system from TradingBlox..

The response speed of your system will thus depend on the MA periods you use. Are you using one set of 3 MA's? Or multiple sets?