Mechanical FX Systems
Mechanical FX Systems
Does anyone have any insight into what type of mechanical systems have potential in fx?
Also, does anyone have any experience shorting options in the fx market?
Also, does anyone have any experience shorting options in the fx market?
-
- Roundtable Fellow
- Posts: 83
- Joined: Thu Jul 31, 2003 11:46 am
- Location: USA
short options
Have you backtested a short options thory? If so, would you post your results?
GR
GR
-
- Roundtable Fellow
- Posts: 83
- Joined: Thu Jul 31, 2003 11:46 am
- Location: USA
cool
What kind of historical results does your option machanical system show?
Also, when you back test your theory, do you keep any option perameters fixed? ie. you always sell 1 month options, a set number of contracts perhaps, do you assume liquidity is never an issue.
Thanks,
GR
Also, when you back test your theory, do you keep any option perameters fixed? ie. you always sell 1 month options, a set number of contracts perhaps, do you assume liquidity is never an issue.
Thanks,
GR
The options system does very well and completely dynamic adjusting to the market. Good trading.
Last edited by Josh M. on Sun Dec 21, 2003 1:24 am, edited 1 time in total.
-
- Roundtable Fellow
- Posts: 83
- Joined: Thu Jul 31, 2003 11:46 am
- Location: USA
GR, I created this forum subject to discuss fx mechanical systems as I was performing mechanical analysis of some of the currency pairs. I may be able to answer some of your options questions in the options threads if you have more. Good trading.Ghostrider wrote:Hmmm....
Interesting response.
You created this forum subject, and when I ask a question, you deny me (all of us) an answer.
I'm sure you have your reasons and I respect them.
Maybe I asked the wrong question....
Would you be willing to discuss anything concerning your short options system?
GR
-
- Roundtable Fellow
- Posts: 83
- Joined: Thu Jul 31, 2003 11:46 am
- Location: USA
Re: Mechanical FX Systems
Okay.Josh M. wrote: Also, does anyone have any experience shorting options in the fx market?
I must have misunderstood your question.
Thanks,
GR
Mechanical System and Options
I use a purely mechanical systems that generates all my signals..and yes.. they work for the forex market.
However, you should still backtest the data yourself to gain more confidence in your system.
As for option, I also do trade Forex options, mostly straddles in anticipation of big price moves. (For example, jobless claim announcements)
However, you should still backtest the data yourself to gain more confidence in your system.
As for option, I also do trade Forex options, mostly straddles in anticipation of big price moves. (For example, jobless claim announcements)
-
- Roundtable Fellow
- Posts: 83
- Joined: Thu Jul 31, 2003 11:46 am
- Location: USA
Great!
This is a great string. Very, very informative from deep knowledge based traders.
-
- Roundtable Knight
- Posts: 137
- Joined: Thu Sep 23, 2004 11:19 am
- Location: California
Josh,
We have been testing a few models that we use to trade on the currencies, and they have been tracking fairly well on the pairs also. I believe Shane posted on the system earlier, but I can refresh if anyone needs:
viewtopic.php?t=1756
We have been testing a few models that we use to trade on the currencies, and they have been tracking fairly well on the pairs also. I believe Shane posted on the system earlier, but I can refresh if anyone needs:
viewtopic.php?t=1756