Behemoth EURJPY 5% risk (에 의해 stevetrade)
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Behemoth EURJPY 5% risk 토론
Oct 28, 2009 부터 멤버
게시물1430
Jun 25, 2010 at 12:26
Oct 28, 2009 부터 멤버
게시물1430
This is Behemoth compounded with 5% risk.
Well, I say 5% risk. The lots maxed out in 2006 and from then on it is fixed lot sizes of 99,999 lots.
Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is.
I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
Well, I say 5% risk. The lots maxed out in 2006 and from then on it is fixed lot sizes of 99,999 lots.
Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is.
I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
Jun 25, 2010 at 14:31
Apr 20, 2010 부터 멤버
게시물6
Hi Steve,
have you ever tried to run tests with fixed lots? Would be interesting.
Another thing:
You mentioned that you'll try to run the PinpointWizard on DukasCopy's 99% modeling quality historical data, any luck on that?
Best regards,
Peter
ps: nice results btw :)
have you ever tried to run tests with fixed lots? Would be interesting.
Another thing:
You mentioned that you'll try to run the PinpointWizard on DukasCopy's 99% modeling quality historical data, any luck on that?
Best regards,
Peter
ps: nice results btw :)
Sooner or later, but it will work.
Oct 28, 2009 부터 멤버
게시물1430
Jun 25, 2010 at 14:39
Oct 28, 2009 부터 멤버
게시물1430
Hi Peter,
Yes, there are two fixed lot results further down the list. I've only done two pairs on fixed lots so far but will add the others.
I am currently running PinPoint on live forward testing. I had problems getting the Dukascopy data to return anything better than 90%.
Steve
Yes, there are two fixed lot results further down the list. I've only done two pairs on fixed lots so far but will add the others.
I am currently running PinPoint on live forward testing. I had problems getting the Dukascopy data to return anything better than 90%.
Steve
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
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