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DanL
Mar 13th, 2001, 07:03 PM
Hi all,

Ok, here is my problem... It is based on leverage trading with foreign exchange. (But understanding this is not important) I have a system, and i would like to tweak it. First I will explain the system, then the question.

Note: 1 point is 0.01 cents.

I buy US dollars with Australian dollars at say 55 cents. (Backing the Aus dollar to go up). If the Aus dollar goes up 35 points, I sell... if it goes down 50 points, I buy again. If from here it goes up 35 points, I sell that one and wait. If it goes down again, i buy again, If it goes up such that my first purchase it making a 35 point profit, i sell it. If it just kept going down, i would buy every 50 points.

Two things you need to know... every time you buy or sell, it cost $65, and for each point, i make $10.

Obviously, you would like to trade as often as possible (If you waited until you made 300 points profit, you would make only one trade a year, so not make much profit), however, you must take into account the $65 each way charge for brokerage.

Using the following as vaiables, I would like a formula to tell me exactly how many points profit i should take before selling.

Variables:

Amount going down before buying (don't think this matteres)

Profit Per Point

Brokerage (Each Way)



Cheers.

HarryW
Mar 14th, 2001, 01:30 AM
I could have sworn I saw the word 'easy' in the title to this thread. Any kind of dealing of this sort is under constant research by financial/economic experts, and if there was a simlpe formula for it known I think we would all know about it.

There are no simple rules, you have to just try things out and see what woks best, most of the time at least. It's extremely unpredictable.

simonm
Mar 14th, 2001, 06:10 AM
Wouldn't you just run out of money very fast if you kept buying if the Australian currency crashed?

paulw
Mar 15th, 2001, 05:43 AM
Yep. Automated trading can cost you millions (and has) Never a good idea to automate totally but this isn't that hard to follow through. I just can't be bothered. The reason it gets complex is you normally don't deal in just one curreency against another since it doesn't give sufficient risk diversification and over-exposes to currency risk...

Cheers,

P.

DanL
Mar 18th, 2001, 07:04 PM
Everone wrote and told me what a bad method this is, but what about the maths behind it... after all, this is a math forum.

Yes, If the dollar crashes, you are screwed, but this depends how much you have to start with. I will only do it if i have enough to allow for a 10-15 cent drop, and i really don't think the Aus dollar will drop that far (again). If it does, i'm screwed, in the mean time, can anyone do the math?