Squawk / 28 September 2016 at 23:59 GMT
Financial Systems Advisor / Quantitative Investments Inc
Canada
USDJPY should be interesting, our 11:00PM - 12:00AM range trades set up is about to play out :)
29 September
kom75 kom75
yeah, was nice big candle. still just watching?
29 September
Qi2 Qi2
Seems to skew long, I actually thought it would pull back..
29 September
kom75 kom75
mine just triggered
29 September
kom75 kom75
not far away is also 46 pip trade
29 September
Qi2 Qi2
Yah the USDCAD played out at -46, so USDJPY is ripe for a pull back I suppose
29 September
kom75 kom75
I'm going to sleep, have a good afternoon :)
29 September
Qi2 Qi2
Thank you, sleep well!
29 September
kom75 kom75
I will :))
29 September
Qi2 Qi2
Move a lot higher than I thought it would, I left a lot of $$ on the floor :(
29 September
kom75 kom75
I have to work on settings. Now after 5 pips, position is halved and goes to be and then trail with 15 pips ts. I think if wouldn't be better to cancel ts and live position running. Out of 62 pips avalaible (now), I've got 31.It's very good, but most of the times position is stopped on be
29 September
Qi2 Qi2
I think we can also reconsider the timeframe range? Seems tor me 11:30 GMT might be a good center point or "0" line if that is how your algo calculates. I do not have an algo for the USDJPY, but I think it's well worth coding.
29 September
kom75 kom75
Strategy is based on breakout of hourly range. Do
you suggest to set range 11pm-11.30? Or break 11.30pm price?
29 September
Qi2 Qi2
I like the 11pm to 12am range, but the last few days, the move seemed to start around 11:30 and my algos use a "0" line calculation when trading and so I am thinking that I set the ) at 11:30pm timestamp, so that it starts to calculate the data. My system uses FIX API and on FIX there is only best bid/best price and no historically data, so my system has to be on and collecting the data in order to have the "history" to start calculating future trades.
29 September
Qi2 Qi2
I suppose what I should do is have the algo activate at 10:30pm, it can sit and collect data and that way it will be ready to trade at 12:00. My system didn't hit is first trade until 12:35 which was 35 minutes into the range as it needs the 30 minutes to collect history and then it traded until 1:00am, still it made 11 pips.
29 September
kom75 kom75
Yes, 11 pips out of 20 is not to bad:))
29 September
kom75 kom75
I have another range for USDJPY - 10-11am gmt, but trade it on demo for now. Just looked and is locked in profit another 20 pips and still running.
29 September
Qi2 Qi2
Hey that's great and I like the 10-11 range, this seems like a timeframe
29 September
kom75 kom75
Yes, I use it for USDCAD and USDCHF also, but all on demo for now
29 September
Qi2 Qi2
Do you trade futures? I prefer my next algo be for futures or index CFD's
29 September
kom75 kom75
No, only fx and indices for the moment
29 September
Qi2 Qi2
I would like to create a system for S&P futures, maybe FTSE, DAX, I have a call with Saxo Bank to find out the conditions of using their FIX API, I hope they will email me the information today. I would be nice to have more products to trade than I currently do.
29 September
kom75 kom75
What futures do you think about?
29 September
kom75 kom75
Sorry, you wrote it already?
29 September
Qi2 Qi2
I have not written the idea, but it has been on my mind for quite a while, I can send you an early version for the DAX
29 September
kom75 kom75
I've got it. As you said, needs bit work but the bottom point it's working
29 September
Qi2 Qi2
Did you see USDJPY, its selling off.......
29 September
Qi2 Qi2
Wonder if it will break down when the new Tokyo session begins, as its a crazy move, we can look at it again in 6 hours :)
29 September
kom75 kom75
Just looked at charts. Usdcad nice hourly candle:). As to usdjpy would be another good night when sleeping I could make some money LOL. That's the real advantage of algo trading;)
29 September
kom75 kom75
Nice move on indices as well

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