正在載入……
繼續訪問Myfxbook.com
繼續訪問Myfxbook.com
Čeština
Deutsch
English
Español
Français
Indonesia
Latviešu
Melayu
Polski
Português(Brasil)
Português(Portugal)
Slovenčina
Svenska
Türkçe
Vietnamese
Русский
हिंदी
ไทย
日本語
简体字
繁體中文
한국어
登錄
註冊
Open an account with FOREX.com
FX Tools:
經濟日曆
Interest Rates
FX Calculators
新聞
價差
情緒
外匯熱力圖
相關性
Market Hours
首頁
christof
帖子
分享
分享此頁面！
帖子作者：
christof
Raptor
在
交易系統
中
Dec 12, 2009 at 14:49
With high leverage, carelessly scaling the lots by the equity can cause unwanted exits end reentries:<a href=http://www.myfxbook.com/files/christof/trades_aw.png target='_blank'><img src=http://www.myfxbook.com/files/christof/trades_aw.png /></a>Basically there's no perfect solution. Higher leverage increases the transaction costs not just because of the obviously bigger trade sizes but it also requires more trades for the same relative protection against drawdowns.
admiral
在
交易系統
中
Dec 11, 2009 at 14:46
50% equity drawdown at the moment. For max growth, it could still be ok, but why would an automated system be afraid to take losses and do hedging instead of trading the net position?
Reward Risk Ratio
在
意見箱
中
Dec 08, 2009 at 17:50
The Reward Risk Ratio calculation has a bug, or seems at least very weird: It turns negative, when the average loss is bigger than the average winner.So there's a gap between 0 and 1 and it's non monotonic, e.g., from better to worse: 3 -> 2 -> 1.5 -> 1.0 -> -1.0 -> -0.8 -> -0.2 -> 0.If you want to emphasize the lower values, you could take the log of the ratio.
EURUSD
在
交易系統
中
Dec 04, 2009 at 22:49
No mice today, but very strong dollar bulls, which is even worse.But really, a 28 pip spike followed by a 250 pip trend, what's up with that? I guess today the fundamental traders got their share of market inefficiency.
Cheetah
在
交易系統
中
Dec 01, 2009 at 07:16
I cannot describe the system (there is none) or the specifics, but I can tell how it works in general:The decision making is done by neural nets. Before november everything was done in mql4, and now everything is c++ (huge speedup). What I do is programming the input data, architecture, optimization algorithm, fitness function, etc. Then my pc does the number crunching. The results of each optimization run (several hours to days on my 3Ghz Core2Duo) are often pretty different, so I decided to combine some of them again, to yield a single number for market exposure.
Cheetah
在
交易系統
中
Dec 01, 2009 at 06:25
November 2009 Additional StatisticsNumber of trades = 907. (616 winners, 291 loosers, 83 absolute direction changes)Average winning trade = 220 pips * 0.017 lots. (5 digit pips)Average loosing trade = 220 pips * 0.018 lots.Profit Factor = Gross Profit / Gross Loss = 2263 / 1105 = 2.05.Net Profit / Total Spread = 1159 / (15 pips * 15.88 lots) = 4.86.
Rus_power3
在
交易系統
中
Nov 27, 2009 at 15:03
Looks impressive, but I couldn't really replicate most of the trades. Either a time zone issue, or we have different charts...Is it a form of grid trading? Maybe you could post a chart with a few trades, like this:<a href=http://www.myfxbook.com/files/christof/trades.png target='_blank'><img src=http://www.myfxbook.com/files/christof/trades.png /></a>
You have an Ad Blocker!
Myfxbook is a site supported by advertisements. Here are two ways for you to continue browsing:
Ad Free Subscription
或
Disable your Ad Blocker
Already subscribed?
登錄
您沒有登錄
此功能僅適用於註冊會員。
註冊是免費的，只需不到一分鐘。
點擊註冊按鈕繼續。
除非您已經是會員並享受我們的服務，否則只需登錄。
Keep up to date with the markets
Enable notifications to receive real-time important market updates:
經濟日曆
外匯新聞
You can disable notifications at any time from your browser.
Unblock Notifications
You've blocked browser notifications for Myfxbook.com. Please enable it:
You can disable notifications at any time from your browser.
以前
共識
實際
