Algo - EURUSD Trading System Journal

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Dec 26, 2015
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#1
I am going to run my algos based on several top level rules.

The algos are all trade station based buy and sell algos.
I have a series of models that are trend biased meaning that they perform well in one type of trend, up or down so if i rotate to a new algo i will report that first and will post pic.
I also use a filtering process based on moving averages to turn the systems on and off.
The goal of the post is show that you don't need to be perfect to to make money trading markets
RULES:
All trades are taken unless i say systems off or indicate the point where i will turn systems off
Notional 15k per system/ 1 contract max per system
the systems
 

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Dec 26, 2015
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#2
Trading System background
i use what i call biased trading system. Biased trading systems are system that are structured to work in one trend direction. I then apply a filter which can be a simple lagged average of the equity curve. The idea behind biased systems is pretty basic, when a market is moving on one direction and the bias of the system is matched to this direction, i.e market up trend and bullish bias the probability of profit will be high. Also, the idea is that the level of risk or counter trend movement will not be as great. The key with this approach is to know when trend is changing and to have a process that allows for starting and stopping the systems. I use a concept call second derivative modeling for this or D2.
http://www.theindexstrategist.com/understanding-the-d2-filtering-process/
 
Dec 26, 2015
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#3
euro is a bit confusing this AM. The short in the top left is close to breaking the D2 med lrx line which would be a soft stop, meaning discretion can be used. the model is due for pull back

model in bottom right is flat after trading last night. it also crosses back over the major on off line but is hovering there.

no positions on at this point but the bullish model, bottom left is my candidate and will take the nest trade with the yellow being a stop
 

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Dec 26, 2015
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#4
trade stopped out , shorts on tap

back from my xmas vacation up in the Canadian north. Stopped out on my long trade 1.09502 - stopped 09198

it appears shorts may be in favor as both models on right has crossed. will look to add position on a pop sunday night
 

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