Khalid_Real_1 (由 Khalaad)

該使用者已經刪除了這個系統。

Khalid_Real_1討論

Jan 24, 2012 at 16:34
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2 Replies
會員從Dec 17, 2011開始   75帖子
May 10, 2012 at 17:31
What exactly are you 'testing'?
會員從Dec 19, 2011開始   1帖子
May 11, 2012 at 07:23
Anything which catches my fancy, or which I succumb to!

Seriously though, I opened this account to test various hypotheses to see if they would be good automated trading approaches. For most of my life I am a discretionary trader. However, I feel automation has a lot to offer, and now would favour automation over discretionary trading. If I can develop, or find, something which trades better than I manually can.

I believe neither backtesting, nor demo testing, can substitute for real-money testing.

Here I have tested a number of EAs, some manual strategies, and regretfully one recovery+hedging strategy.

Presently, I am living with the recovery+hedging strategy residue; and testing my version of Forex Robot.

So far nothing has made the grade for the main trading account. 😡

Warm regards,
Khalid
會員從Dec 17, 2011開始   75帖子
May 11, 2012 at 13:32
From my experience, which sounds very similar to yours, robots aren't as good as discretionary. I also continue to try out robots and they continue to hammer the balance. For me, this happened to a demo and to a live account. Shame on me!!

My main account is all discretionary as well. I've tried forex robot and just found it instantly goes into drawdown, I'm not a fan of that. The code is very nice though, great programming!

Real money testing takes everything into account, including the huge drawdowns we see with most robots. If only a robot could figure out where to place the stop correctly, then we could manage risk AND set a correct position size instead of using the arbitrary position size method (not sure what they call it). I prefer position size based on where the stop is placed, not based on the account size alone. BTW - Recently started reading and discussing the Kelly calculation, interesting perspective, I'm considering using 10%Kelly as my 'top end' risk percentage. (I'll post on SHF on this so you can hammer me!! haha, I've been warned!!)

In summary, your response above hits home with me, I'm at the same place. See you at Hopwoods place!
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