修剪6 (Trim6)
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:MetaCoder
发布日期:First Post: Sep 5, 2013 3:40am | Edited Sep 21, 2013 2:06am
原帖作者:MetaCoder
发布日期:First Post: Sep 5, 2013 3:40am | Edited Sep 21, 2013 2:06am
First, please read my FAQ: http://www.forexfactory.com/showthread.php?t=252690
____
This system is the same as Reverse6 except that we only close biggest losers; we do not reverse them, meaning that we do not open new trades in the opposite direction.
____
Attach or or to any chart, any timeframe. Do not attach to more than one chart.
Read this post http://www.forexfactory.com/showthre...70#post6947370 to see the added trim condition for version 01a.
These are the pairs we trade:
Group 1, The Buys
1. GBPUSD
2. USDCHF
3. EURJPY
Group 2, The Sells
4. GBPCHF
5. CHFJPY
6. EURCHF
These 6 pairs constitute a synthetic hedge.
Lot sizes are not all the same for every currency pair. They are calculated to provide a well-behaved hedge. The hedge isn't perfect because poor lot size granularity doesn't allow for perfect hedging, just well-behaved hedging.
---
Summary:
Initially open real trades and phantom trades unconditionally; close the biggest losing trade when phantoms become all winners or all losers within their designated groups.
Close all when current equity exceeds 1% of last flat equity.
---
More detail:
Initially, buy the designated buy group of pairs and sell the designated sell group of pairs. Also, open phantom trades in the same direction as the real trades. Track the virtual profit-loss of the phantom trades.
Close the biggest losing trade when the phantom trades group together such that all phantom buys are all winners or all losers, and the same for the phantom sells. Reset the phantom trades immediately after closing the biggest loser.
____
This system is the same as Reverse6 except that we only close biggest losers; we do not reverse them, meaning that we do not open new trades in the opposite direction.
____
Attach or or to any chart, any timeframe. Do not attach to more than one chart.
Read this post http://www.forexfactory.com/showthre...70#post6947370 to see the added trim condition for version 01a.
These are the pairs we trade:
Group 1, The Buys
1. GBPUSD
2. USDCHF
3. EURJPY
Group 2, The Sells
4. GBPCHF
5. CHFJPY
6. EURCHF
These 6 pairs constitute a synthetic hedge.
Lot sizes are not all the same for every currency pair. They are calculated to provide a well-behaved hedge. The hedge isn't perfect because poor lot size granularity doesn't allow for perfect hedging, just well-behaved hedging.
---
Summary:
Initially open real trades and phantom trades unconditionally; close the biggest losing trade when phantoms become all winners or all losers within their designated groups.
Close all when current equity exceeds 1% of last flat equity.
---
More detail:
Initially, buy the designated buy group of pairs and sell the designated sell group of pairs. Also, open phantom trades in the same direction as the real trades. Track the virtual profit-loss of the phantom trades.
Close the biggest losing trade when the phantom trades group together such that all phantom buys are all winners or all losers, and the same for the phantom sells. Reset the phantom trades immediately after closing the biggest loser.
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