TradingView
TraderVoe
Jul 28, 2017 1:28 AM

Another attempt at long CHF basket Long

100*(1.79979-USDCHF*0.18599-EURCHF*0.1572+CHFJPY*0.00095-GBPCHF*0.11464-CADCHF*0.18692-AUDCHF*0.18333-NZDCHF*0.18859)FXCM

Description

Nice reward/risk here.

it is trading a level where for some reason, it just won't go under and hasn't done for the last 2 years on about 7 occasions.
Comments
TraderVoe
Im not sure this has worked too well - would nearly have been stopped out!
The ratios are just volatility adjusted ratios to create a basket position which is equally affected by moves in all the CHF crosses.
P.Action
calculation is wrong.
P.Action
@P.Action, sorry it is true i saw wrongly chfjpy is "+"
kinwafung
this is awesome. how did you come up with this hedge ratio ?
Project_Money_Heist
U mean Long CHFJPY and Short EURCHF ?
AzrulAzir
it look great ^^
More