Vermillion ForeX Trading System
|
Vermillion is a system based on dynamic statistical models - a unique strategy that can be applied and optimized to multiple time frames. What is unique about Vermillion is that it is uncorrelated to many popular strategies. If you watch it trade live, you will see that it is highly uncorreleated to other signals. Also, it is portable in between various time frames on the same cross. The algorithm behind Vermillion is based on the convergence of statistical models from 2 and 3 standard deviations. This solves the fundamental flaw in common moving average strategies, which analyzes current price rathar than derivative models such as standard deviation of current price. Standard deviation is a mathematical formula that measures volatility, showing how the price can be spread around it's "true value". The technician can be relatively certain that almost all of the price data needed will be found between the two standard deviations. This approach toward strategies gives Vermillion the analytical edge over linear regression and least squared algorithms, which although advanced, only analyze current price. The current Vermillion is a well-tested and traded application of this, and further versions and adaptations in the Vermillion family will follow. Wikipedia states: It is of interest to note that faulty interpretation of a price touching or breaching a band based on incorrect statistical assumptions has become so widespread that some traders now use these events alone as trading signals and by so doing may have unwittingly injected significance into these band-touching events that would otherwise be absent. Vermillion does not execute signals based on the price touching or not touching a bollinger band - Vermillion does not analyze current price. It analyzes various bands and other statistical models, which gives it the ultimate advantage over bollinger based strategies. It has exceptional success on the following crosses: EUR/USD 5 minute, GBP/USD 5 minute, USD/JPY 30 minute, EUR/USD 60 minute, GBP/JPY 60 minute How to purchase Vermillion Vermillion Expert Advisor for Meta Trader Platform Licensing option: Subscribe to eesfx.com for $100 / month http://eesfx.com/ Vermillion Auto-Traded Managed Account This can be organized through Strategy Runner. Use your existing fx trading account or open a new one. Minimum account size for this option is $10,000 Vermillion Plugin for Trade Station $500 USD email us info@ees.net.nz Pricing structure: Monthly use (includes access to eesfx.com and use of any other strategies offered by EES) $100 USD /month Unlimited private use at any broker, unlocked strategy (no code) $350 MQL Source code file including documentation $500 |
| Symbol | EURUSDm (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2005.12.23 14:05 - 2006.06.06 16:40 (2000.04.01 - 2013.06.01) | ||||
http://www.forex-automatic-trading-systems.com/developers/systems/vermillion/ Backtested Results
http://www.forex-automatic-trading-systems.com/developers/systems/vermillionlive/ Live Results
http://forex-automatic-trading-systems.com/