Short Term FX System

As previously mentioned we are unable to log in this morning...Thus this mornings trades were:

$/Yen AM (KJUL) 1 118.91 sold @ 119.04 (gain 13 ticks)
$/SF AM (KSUL) 1 1.3157 sold @ 1.3150 (loss 7 ticks)
€/$ AM (KUEL) -1 1.1941 bought @ 1.1928 (gain 13 ticks)

regards
 
Todays PM positions as follows:
To be closed at stop loss or profit levels or at 20.00 CET $/Y and 21.45 €/$ & $/SF

CURRENCY B/S ENTRY PRICE STOP LOSS STOP PROFIT

$/Yen PM (KJUM) +1 119.20 118.72 120.27
$/SF PM (KSUM) +1 1.3158 1.3040 1.3342
€/$ PM (KUEM) -1 1.1925 1.2044 1.1770

regards
 
Trade Date 14/03/06

Instrument B/S SProf SLoss Entry Exit

$/JY AM 1 0.7 0.9 0955 1420
$/JY PM 1 0.9 0.4 1500 2000
$/SF AM 1 0.5 0.8 0955 1420
$/SF PM 1 1.4 0.9 1610 2145
€/$ AM -1 0.5 0.8 0955 1420
€/$ PM 1 1.3 1.0 1610 2145

All Times are Central Euopean Time
thus 09.55 is 02.55Chicago/03.55 NY
 
Todays AM positions as follows:14/03/06
To be closed at stop loss or profit levels or at 14.20 CET

CURRENCY B/S ENTRY PRICE STOP LOSS STOP PROFIT

$/Yen AM (KJUL) 1 118.57 117.50 119.40
$/SF AM (KSUL) 1 1.3090 1.2985 1.3155
€/$ AM (KUEL) -1 1.1978 1.2074 1.1918

regards
 
Quote from seleukos:

The basics....System is intraday trading 3 currency pairs (at the moment) $/Yen, $/SF & €/$. These 3 pairs are then split into AM & PM giving a total of 6 instruments.
Each instrument is treated as an individual. All analysis performed by the model has specific parameters for each instrument, hence the stop on $/SF AM is different to that of $/SF PM etc etc....
The model produces 3 signals buy/sell/flat. The stop loss and stop profit are dictated as a percentage of the opening level.
The time of entry and exit (if not stopped either side) is especially important. These are not random figures I came up with but the result of years of data analysis.
All stop profit/loss figures are what I term 'fully blind'. That is to say I take the best performing parameters form the last 1/4 and apply them to the next. Thus the current stop loss/profit levels are the ones that worked the best on the markets of last 1/4. Not necessarily the ones we were using though!!!

The system will produce a signal for each instrument each morning, the system is intraday only with no overnight positions.

bon chance
More...

What system? You forgot to tell us about it...
 
From this mornings trades

$/SF - 1 @ 1.3108 (gain 18 ticks)
€/$ + 1 @ 1.1954 (gain 24 ticks)
$/Yen - 1 @ 118.20 (loss 37 ticks)

regards
 
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