确认14 EA系统 (Confirm 14 EA System)
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:MetaCoder
发布日期:First Post: Aug 19, 2010 11:24pm | Edited Sep 14, 2013 5:29am
原帖作者:MetaCoder
发布日期:First Post: Aug 19, 2010 11:24pm | Edited Sep 14, 2013 5:29am
Attach to any chart, any timeframe. Do not attach to more than one chart.
We selected two groups of 7 currency pairs (total of 14) that are mathematically equivalent, and we initially buy one group of 7 and sell the other group of 7. We arbitrarily picked one group of pairs to be the buy side, and the other to be the sell side, and always initally trade each group in its designated direction.
When the biggest-loser currency pair has risen/fallen above/below its 24-hour high/low, we use selected pairs to confirm currency weakness by checking that the confirming pairs have also breached 24-hour highs/lows in the appropriate direction, and we cut-reverse the biggest-loser currency pair.
We close all trades when current equity exceeds 1% of last flat equity.
These are the pairs we trade:
For Any Broker Offering These Pairs
==========================
Group 1 (The Buys)
------------------
1. GBPUSD, confirming pairs: GBPJPY, GBPCHF, EURGBP
2. EURGBP, confirming pairs: EURJPY, EURCHF
3. GBPJPY, confirming pairs: EURGBP, GBPCHF
4. USDCHF, confirming pairs: EURCHF, GBPCHF
5. NZDUSD, confirming pair: NZDJPY
6. AUDJPY, confirming pairs: CHFJPY, EURJPY
7. EURJPY, confirming pairs: EURGBP, EURCHF
Group 2 (The Sells)
-------------------
8. EURUSD, confirming pairs: EURJPY, EURGBP, EURCHF
9. USDJPY, confirming pairs: CHFJPY, NZDJPY
10. AUDUSD, confirming pair: AUDJPY
11. NZDJPY, confirming pairs: CHFJPY, EURJPY
12. GBPCHF, confirming pairs: EURGBP, GBPJPY
13. CHFJPY, confirming pairs: EURCHF, GBPCHF
14. EURCHF, confirming pairs: EURJPY, EURGBP
The selection of pairs is two groups of 7-pair "Super Pair".
AUD+EUR+EUR+GBP+NZD / CHF+JPY+JPY+JPY+USD
(In the Buys, one set of GBPs and one set of USDs cancel out; in the Sells, one set of CHFs and one set of USDs cancel out)
http://members.cox.net/rcochran/supercurrencies.jpg
Each group of 7 pairs is this AUD+EUR+EUR+GBP+NZD / CHF+JPY+JPY+JPY+USD entity.
You will notice that the super pair is very nearly EURJPY, so you might ask, "why not just trade EURJPY?" The answer is that a single currency pair does not give you the stability of a pure hedge that is broadly based across many pairs. When we carefully select limited numbers of pairs to reverse in hopes that it tips the balance enough to bring us into profit, the overall basket is still solid and unlikely to take us into disastrous drawdown.
Version 01 requires that all confirming pairs confirm the action of the biggest loser before a cut'n'reverse will be executed.
Version 02 requires that only one confirming pair confirms the action of the biggest loser before a cut'n'reverse will be executed.
Version 03 is the same as version 02 but it does not have the MinMiniEquity and MinStdEquity settings.
We selected two groups of 7 currency pairs (total of 14) that are mathematically equivalent, and we initially buy one group of 7 and sell the other group of 7. We arbitrarily picked one group of pairs to be the buy side, and the other to be the sell side, and always initally trade each group in its designated direction.
When the biggest-loser currency pair has risen/fallen above/below its 24-hour high/low, we use selected pairs to confirm currency weakness by checking that the confirming pairs have also breached 24-hour highs/lows in the appropriate direction, and we cut-reverse the biggest-loser currency pair.
We close all trades when current equity exceeds 1% of last flat equity.
These are the pairs we trade:
For Any Broker Offering These Pairs
==========================
Group 1 (The Buys)
------------------
1. GBPUSD, confirming pairs: GBPJPY, GBPCHF, EURGBP
2. EURGBP, confirming pairs: EURJPY, EURCHF
3. GBPJPY, confirming pairs: EURGBP, GBPCHF
4. USDCHF, confirming pairs: EURCHF, GBPCHF
5. NZDUSD, confirming pair: NZDJPY
6. AUDJPY, confirming pairs: CHFJPY, EURJPY
7. EURJPY, confirming pairs: EURGBP, EURCHF
Group 2 (The Sells)
-------------------
8. EURUSD, confirming pairs: EURJPY, EURGBP, EURCHF
9. USDJPY, confirming pairs: CHFJPY, NZDJPY
10. AUDUSD, confirming pair: AUDJPY
11. NZDJPY, confirming pairs: CHFJPY, EURJPY
12. GBPCHF, confirming pairs: EURGBP, GBPJPY
13. CHFJPY, confirming pairs: EURCHF, GBPCHF
14. EURCHF, confirming pairs: EURJPY, EURGBP
The selection of pairs is two groups of 7-pair "Super Pair".
AUD+EUR+EUR+GBP+NZD / CHF+JPY+JPY+JPY+USD
(In the Buys, one set of GBPs and one set of USDs cancel out; in the Sells, one set of CHFs and one set of USDs cancel out)
http://members.cox.net/rcochran/supercurrencies.jpg
Each group of 7 pairs is this AUD+EUR+EUR+GBP+NZD / CHF+JPY+JPY+JPY+USD entity.
You will notice that the super pair is very nearly EURJPY, so you might ask, "why not just trade EURJPY?" The answer is that a single currency pair does not give you the stability of a pure hedge that is broadly based across many pairs. When we carefully select limited numbers of pairs to reverse in hopes that it tips the balance enough to bring us into profit, the overall basket is still solid and unlikely to take us into disastrous drawdown.
Version 01 requires that all confirming pairs confirm the action of the biggest loser before a cut'n'reverse will be executed.
Version 02 requires that only one confirming pair confirms the action of the biggest loser before a cut'n'reverse will be executed.
Version 03 is the same as version 02 but it does not have the MinMiniEquity and MinStdEquity settings.
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