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Real Money Automated Trading Journal
- Thread starter frostengine
- Start date
Quote from andread:
I might have missed something, but I thought you only had one strategy. What's the difference between the 10?
For each of the 5 currency pairs I am trading, I use 10 minute strategy that was "discovered" specifically for that pair.
In addition, each of the 5 currency pairs also has a 4 pip range bar strategy developed specifically for that pair as well.
Giving a total of 10 strategies. My 4 pip NZD and AUD strategies seem to be the under-performing strategies. With NZD being a chart almost straight down.
So you are basically using the same system, just with different configurations? Or you let your system just "learn" a different strategy, that is, the system is the same, but applied to different assets it exposes different behaviors?Quote from frostengine:
For each of the 5 currency pairs I am trading, I use 10 minute strategy that was "discovered" specifically for that pair.
In addition, each of the 5 currency pairs also has a 4 pip range bar strategy developed specifically for that pair as well.
Giving a total of 10 strategies. My 4 pip NZD and AUD strategies seem to be the under-performing strategies. With NZD being a chart almost straight down.
Quote from andread:
So you are basically using the same system, just with different configurations? Or you let your system just "learn" a different strategy, that is, the system is the same, but applied to different assets it exposes different behaviors?
The strategy is "learned" for each pair. It is far more than just different configurations.
One thing I find interesting. I am trading 5 currency pairs (eurusd,gbpusd,audusd,nzdusd,usdjpy) with both long and short and on 2 different time frames. I would imagine the overall system was somewhat diversified.
However, if I pull up a chart of EURUSD from July 17 (when I launched) until now. It looks eerily similar to my PIP return chart. Seems to be a fairly strong correlation.
The best explanation I suppose is the USD. EUR,GBP,AUD,and NZD all have similiar charts. However, none match up to the PIP chart as well as the EUR does.
None of the individual strategies match that well to any of the above. Its only when all 10 strategies are added together that I see this similarity.
However, if I pull up a chart of EURUSD from July 17 (when I launched) until now. It looks eerily similar to my PIP return chart. Seems to be a fairly strong correlation.
The best explanation I suppose is the USD. EUR,GBP,AUD,and NZD all have similiar charts. However, none match up to the PIP chart as well as the EUR does.
None of the individual strategies match that well to any of the above. Its only when all 10 strategies are added together that I see this similarity.
Maybe you're dominating the market :eek: ha.