You are not logged in or registered. Please login or register to use the full functionality of this board...

Thread Rating:
  • 0 Vote(s) - 0 Average
  • 1
  • 2
  • 3
  • 4
  • 5
A question for Ratz about Hedging in evolution
#1
I think that a key point in the development of a setfile for evolution is the correct use and balancing of the hedging function.

Currently evolution allows 3 types of hedging. The first linked to a given level of drawdown, the second linked to the number of levels of a basket, the third linked to a change in trend.

While the use of the first 2 types of drawdowns is clear and works as you would expect, the third type, the one linked to a change in trend, seems unclear to me in its rules of operation.

Let me explain: if I have a setfile set by an "upper time frame" on "off, calculated", an edge set on T (trend) and evolution opens operations in the direction of the trend, for example long, I would expect that if the basket is not closed when the trend is changed, evolution will open short positions. Instead this does not happen. Why?

At firstI thought that UTF should be set to UPPER or DOWN or RANGING to allow the function of HEDGE T to work but apparently it does not work and even in the optimization phase of the setfile you dont get useful information.
What am I doing wrong?

Thank yout Rartz if you can clarify theseb points
Reply
Thanks given by:
#2
(02-01-2018, 09:17 AM)Savanaverde Wrote: You are not allowed to view links. Register or Login to view.I think that a key point in the development of a setfile for evolution is the correct use and balancing of the hedging function.

Currently evolution allows 3 types of hedging. The first linked to a given level of drawdown, the second linked to the number of levels of a basket, the third linked to a change in trend.

While the use of the first 2 types of drawdowns is clear and works as you would expect, the third type, the one linked to a change in trend, seems unclear to me in its rules of operation.

Let me explain: if I have a setfile set by an "upper time frame" on "off, calculated", an edge set on T (trend) and evolution opens operations in the direction of the trend, for example long, I would expect that if the basket is not closed when the trend is changed, evolution will open short positions. Instead this does not happen. Why?

At firstI thought that UTF should be set to UPPER or DOWN or RANGING to allow the function of HEDGE T to work but apparently it does not work and even in the optimization phase of the setfile you dont get useful information.
What am I doing wrong?

Thank yout Rartz if you can clarify theseb points


I see what you mean, dave who was the original coder who is now retired, I believed he linked the trend to whatever guidance system you have selected, or if you have several.....

To understand your settings, try going into a back test (it doesn't have to be 99% tick data) and adjust different settings and watch how they affect the profit graph. This should point you in the right area to tweak your final settings.
Ratz

JTA video's on YouTube  You are not allowed to view links. Register or Login to view.

You are not allowed to view links. Register or Login to view.    v1.3



Reply
Thanks given by:
#3
(02-02-2018, 10:44 PM)Ratz Wrote: You are not allowed to view links. Register or Login to view.Have you tried setting You are not allowed to view links. Register or Login to view.=False to see if the hedging is more effective?  When the trend changes my wrong sided order needs help in the here and now, rather than a fractal up time frame. Just curious because I also believe in hedging for risk reduction.  Thanks!   

I see what you mean, dave who was the original coder who is now retired, I believed he linked the trend to whatever guidance system you have selected, or if you have several.....

To understand your settings, try going into a back test (it doesn't have to be 99% tick data) and adjust different settings and watch how they affect the profit graph. This should point you in the right area to tweak your final settings.
Reply
Thanks given by: Ratz


Possibly Related Threads...
Thread Author Replies Views Last Post
  Evolution 2 Manual Madness 6 556 08-05-2018, 03:27 PM
Last Post: Ratz
  Hedge trading based on trend in Evolution Savanaverde 3 991 01-11-2018, 05:19 PM
Last Post: The Tramp
  When we can buy Evolution 2.0? fehernyul 3 1,057 05-04-2017, 05:08 PM
Last Post: CeeJay
Thumbs Down why some function from Blessing Pro hasn't in Evolution? KenedyKross 4 1,380 03-31-2017, 03:12 AM
Last Post: Ratz
Lightbulb Evolution for E-signal 12 or Interactive Brokers MAAbrahao 1 1,430 02-16-2016, 11:16 AM
Last Post: d4v3
Music Evolution v1.6 First Steps MAAbrahao 0 1,192 11-05-2015, 01:55 PM
Last Post: MAAbrahao
Question Question / Help d4v3 572 303,312 11-03-2015, 06:35 PM
Last Post: MAAbrahao
Music Evolution v.1.6x; System Default Configuration. MAAbrahao 0 1,212 10-28-2015, 04:55 PM
Last Post: MAAbrahao
  Evolution v2.0 kfchai 2 2,353 09-09-2014, 01:06 PM
Last Post: MarcinFX
  Evolution 1.5 jasewell 1 1,295 05-12-2014, 03:41 PM
Last Post: d4v3



Users browsing this thread: 1 Guest(s)
Welcome, Guest
You have to register before you can post on our site.


  

Password
  





Online Users
There are currently 44 online users.
» 0 Member(s) | 44 Guest(s)

Search Forums

(Advanced Search)

Forum Statistics
» Members: 8,962
» Latest member: najjarja
» Forum threads: 2,820
» Forum posts: 25,555

Full Statistics