Ultra Hedge *Beta* - JPow

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Jerome Powell
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Hi Guys,

I´ve been working a new system lately. An ultra hedge system. What does that mean I will explain soon: 

Well, rates are rising globally. This will lead to alot more volatility for forex because it´s getting more interesting to park money in cash. Our martingale system needs to become more well-conceived.So I developed this setup. 

We working with different Phases and the same pairs. What I got so far; 

Pairs are marked as: N = neutral / S = Sell / B = Buy 

Phase 1: CHFJPY (N) / EURCHF (S) / EURJPY (B)

Phase 2: GBPCHF (N) / CHFJPY (S) / GBPJPY (B) 

Phase 3: USDCHF ( N) / EURCHF (S) / EURUSD (B)

Phase 4: EURUSD (N) / USDJPY (S) / EURJPY (B) 

All simple, its just Stochastic who either buys or sells. The (S) part is just reversing the signal. The "N" is the decision maker. So it´s supposed 

to 2 vs 1 (the hedge). 

This backtesting is hard and not really possible so I set up a live signal: https://www.mql5.com/en/signals/1745827?source=Site+Signals+My

Any suggestions for improvements? Is it possible to connect the the pairs for each phase? ( maybe via the magic number?) So it closes every phase individually. Of course the "Phases" can be expanded to more pairs. 

Anyway here are the sets.

 Ultra Hedge.zip ( the magic number need to changed for every pair) 

MT version:
Set for MT5 only
EA version:
2.48
Symbol:
Mulitple
TimeFrame:
M5
Replies 666
Avatar
0
Samuel Nguyen
Quote from san takashima

sorry, my mistake... 
But, loss cut does occure similar to Thorsten's.
I will be exporting the history over Xmass and see how it compares.

No worry at all. I'm trying do the backtest for all of the sets. So that we can have more idea on the DD per/set. Will share with everyone soon.

Avatar
1
HAB_Trader
Quote from Chris Tom

Could you send me the SetFiles for v1.3 plz?

The DD seems to be way better then with v1.

Ok, here are V1.3. So far it works, but for me it is still no time for going live with this. 

Lot size is normal, i changed breakthrough to 5 points. i calculated it only with my worst pair gbpjpy.

i try this because if the lower DD and spread and faster trading times on ECN. 

I am 100% shure this will wipe on an non ECN Server!!!!!!! 

I will wait until end of Jan, to make my decision.

V1.3.zip

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0
Chris Tom
Quote from HAB_Trader

Ok, here are V1.3. So far it works, but for me it is still no time for going live with this. 

Lot size is normal, i changed breakthrough to 5 points. i calculated it only with my worst pair gbpjpy.

i try this because if the lower DD and spread and faster trading times on ECN. 

I am 100% shure this will wipe on an non ECN Server!!!!!!! 

I will wait until end of Jan, to make my decision.

V1.3.zip

Thanks! Yeah I am also going to use it on a ECN server.

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0
Samuel Nguyen
Quote from HAB_Trader

Ok, here are V1.3. So far it works, but for me it is still no time for going live with this. 

Lot size is normal, i changed breakthrough to 5 points. i calculated it only with my worst pair gbpjpy.

i try this because if the lower DD and spread and faster trading times on ECN. 

I am 100% shure this will wipe on an non ECN Server!!!!!!! 

I will wait until end of Jan, to make my decision.

V1.3.zip

Hi Thorsten, I just do the quick backtest for your v1.3 > Phase 3 > EURUSD.

With equity up to $2k, open up to 8 entries will be too risky. Not sure if Roboforex ECN will be fine on the same day.

It has been failed on 2021.06.16

Exness Raw Spread.

Image 3984

Image 3985

Avatar
0
HAB_Trader
Quote from Samuel Nguyen

Hi Thorsten, I just do the quick backtest for your v1.3 > Phase 3 > EURUSD.

With equity up to $2k, open up to 8 entries will be too risky. Not sure if Roboforex ECN will be fine on the same day.

It has been failed on 2021.06.16

Exness Raw Spread.

Image 3984

Image 3985

This is why i really don´t like 0.01 lot.

You have to do boundary value observation. if you arrive this position with 2000 USD you will flipp, if you arrive this position with 1999 USD you will survive.  If you take a look to risk to reward ratio .005 lot will be much smoother on boundary value. 

Original V1 also flipped on this day. 


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0
san takashima
Quote from HAB_Trader

Ok, here are V1.3. So far it works, but for me it is still no time for going live with this. 

Lot size is normal, i changed breakthrough to 5 points. i calculated it only with my worst pair gbpjpy.

i try this because if the lower DD and spread and faster trading times on ECN. 

I am 100% shure this will wipe on an non ECN Server!!!!!!! 

I will wait until end of Jan, to make my decision.

V1.3.zip

Hello,

Is there any changes other than the magic numbering on v1.3 from v1?

Avatar
1
Ulises Cune

https://www.mataf.net/en/forex/tools/correlation

I share a website where you could get the correlations


Maybe this list could be improved:

Phase 1: CHFJPY (N) / EURCHF (S) / EURJPY (B)

Phase 2: GBPCHF (N) / CHFJPY (S) / GBPJPY (B)

Phase 3: USDCHF ( N) / EURCHF (S) / EURUSD (B)

Phase 4: EURUSD (N) / USDJPY (S) / EURJPY (B)

Avatar
0
Samuel Nguyen

Hi Jerome Powell, all.

I have tried to run the backtest for Phase 1

Duration: 2022.09.01 ~ 2022.09.30

Both CHFJPY & EURJPY open up to 13 BUY entries (81.91 lots) on 2022.09.08, No entries for EURCHF. And any accounts should be wiped out at that time. as both CHFJPY & EURJPY open same BUY entries on the same day (Negative profit up to -$12K+). The logic for this Ultra Hedge idea should not be like that, isn't it?

V1 - Phase 1: CHFJPY (N) / EURCHF (S) / EURJPY (B)

Image 3996

Avatar
0
san takashima
Quote from Ulises Cune

https://www.mataf.net/en/forex/tools/correlation

I share a website where you could get the correlations


Maybe this list could be improved:

Phase 1: CHFJPY (N) / EURCHF (S) / EURJPY (B)

Phase 2: GBPCHF (N) / CHFJPY (S) / GBPJPY (B)

Phase 3: USDCHF ( N) / EURCHF (S) / EURUSD (B)

Phase 4: EURUSD (N) / USDJPY (S) / EURJPY (B)

correlations between the currency pairs changes according the the time frame and I did wonder if you had them on 5m, in which case, I've noticed it fractuate day to day.... don't they?

Oh the other thing I wondered was the annotation given to the pairs, as in (N), (S) and (B).
N for neautral, S for Sell and B for Buy?
at the moment on 5m chart,
CHFJPY - EURCHF (-71) - EURJPY (+56)

GBPCHF - CHFJPY (-16) - GBPJPY (+52).  (EURGBP -62, USDJPY -51 may be better ?)
USDCHF - EURCHF (+79) - EURUSD (-57)
EURUSD - USDJPY (-17) - EURJPY (+71)    (USDCAD -71, USDCHF -57 may be better?)
just a thought...

Avatar
0
Samuel Nguyen
Quote from Samuel Nguyen

Hi Jerome Powell, all.

I have tried to run the backtest for Phase 1

Duration: 2022.09.01 ~ 2022.09.30

Both CHFJPY & EURJPY open up to 13 BUY entries (81.91 lots) on 2022.09.08, No entries for EURCHF. And any accounts should be wiped out at that time. as both CHFJPY & EURJPY open same BUY entries on the same day (Negative profit up to -$12K+). The logic for this Ultra Hedge idea should not be like that, isn't it?

V1 - Phase 1: CHFJPY (N) / EURCHF (S) / EURJPY (B)

Image 3996

This is the update result for total all V1-Phases within 2022.09. Hope this help.

Max negative profit is up to -$18K.

Group by Phase > Symbols > buy/sell

Image 3998


Group by BUY/SELL > Phases > Symbols

Image 3999

Image 4000