image Updated money flow indices for EUR, GBP, and CHF. 5-day trend for EUR, GBP, and CHF indicates recent short-term money flow into these currencies (remember, each index is built with the EUR, GBP, or CHF as the quote currency. Therefore an ...

My multi-currency trade journal

Update as of 5 pm EST, 9/12/14 Current month start date: 8/19/14 Current month end date: 9/16/14 Month 4, Day 21 Account balance (8/19/14): $213.60 Account balance (9/12/14): $223.16 Current month's %gain = 4.5% Floating P/L = -$46.13 Net Asset ...

My multi-currency trade journal

Update as of 8:30 pm EST, 9/11/14 Current month start date: 8/19/14 Current month end date: 9/16/14 Month 4, Day 20 Account balance (8/19/14 AM): $213.60 Account balance (9/10/14): $221.86 Current month's %gain = 3.9% Floating P/L = -$51.53 Net ...

My multi-currency trade journal

Update as of 8:30 pm EST, 9/10/14 Current month start date: 8/19/14 Current month end date: 9/16/14 Month 4, Day 19 Account balance (8/19/14 AM): $213.60 Account balance (9/10/14): $220.14 %gain = 3.1% Floating P/L = -$60.46 Net Asset Value = ...

My multi-currency trade journal

Neil, Yes, during my back testing, I closed out combinations of profitable trades + losing trades when the %gain for those combinations achieved my target of 1%. Again, easy to do when sitting at my laptop back testing the data. In "Live" trading... ...

My multi-currency trade journal

Update as of 11:00 pm EST, 9/9/14 Current month start date: 8/19/14 Current month end date: 9/16/14 Month 4, Day 18 Account balance (8/19/14 AM): $213.60 Account balance (9/9/14): $219.97 %gain = 3.0% Floating P/L = -$64.31 Net Asset Value = $155.66 ...

My multi-currency trade journal

Hi Neil, When I initially ran my back tests, I used a "buy all" approach for all currency pairs as mentioned in my first post... and the results were reasonably good. This approach allowed me to set up pseudo-hedges without too much thinking... in ...

My multi-currency trade journal

I've uploaded my "Percent Directional Similarity" spreadsheet for all currency pairs that I trade (7 majors and 21 crosses). As briefly explained in post 155 of this thread, the algorithm first assigns a binary score ("1" or "0") to the week-to-week ...

My multi-currency trade journal

Update as of 5:00 pm EST, 9/5/14 Current month start date: 8/19/14 Current month end date: 9/16/14 Month 4, Day 15 Account balance (8/19/14 AM): $213.60 Account balance (9/5/14): $217.09 %gain = 1.63% Floating P/L = -$68.10 Net Asset Value = $148.99 ...

My multi-currency trade journal

Update as of 9:00pm EST, 9/4/14 Current month start date: 8/19/14 Current month end date: 9/16/14 Month 4, Day 14 Account balance (8/19/14 AM): $213.60 Account balance (9/4/14): $216.84 %gain = 1.52% Floating P/L = -$67.87 Net Asset Value = $148.98 ...

My multi-currency trade journal

Update as of 9:00pm EST, 9/3/14 Current month start date: 8/19/14 Current month end date: 9/16/14 Month 4, Day 13 Account balance (8/19/14 AM): $213.60 Account balance (9/3/14): $216.86 %gain = 1.52% Floating P/L = -$46.15 Net Asset Value = $170.67 ...

My multi-currency trade journal

Update as of 9:00pm EST, 9/2/14 Current month start date: 8/19/14 Current month end date: 9/16/14 Month 4, Day 12 Account balance (8/19/14 AM): $213.60 Account balance (9/2/14): $216.86 %gain = 1.52% Floating P/L = -$42.62 Net Asset Value = $174.23 ...

My multi-currency trade journal

image This algorithm calculates the number of units needed to hedge pairs (either buy/buy or buy/sell based on their % Directional Similarity) taking into account differences in their weekly volatility...

My multi-currency trade journal

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My multi-currency trade journal

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My multi-currency trade journal

image Note: the "green" vertical line in each index window simply marks the reference week when the close is taken for each base currency in order to calculate, for each base currency, the number of pips gained (green) or lost (red) from the ...

My multi-currency trade journal

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My multi-currency trade journal

image This is my “Price Direction Similarity” algorithm. The currency pair highlighted in blue is the “Reference Pair” , and I can input any currency pair as the reference pair. This simple binary algorithm calculates a week-to-week directional ...

My multi-currency trade journal

Update as of 5:00pm EST, 8/29/14 Current month start date: 8/19/14 Current month end date: 9/16/14 Month 4, Day 10 Account balance (8/19/14 AM): $213.60 Account balance (8/29/14): $215.80 %gain = 1.02% Floating P/L = -$44.14 Net Asset Value = ...

My multi-currency trade journal

Update as of 10:00pm EST, 8/28/14 Current month start date: 8/19/14 Current month end date: 9/16/14 Month 4, Day 9 Account balance (8/19/14 AM): $213.60 Account balance (8/28/14): $215.80 %gain = 1.02% Floating P/L = -$44.39 Net Asset Value = ...

My multi-currency trade journal