Behemoth USDCHF 5% risk (โดย stevetrade)
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Behemoth USDCHF 5% risk การสนทนา
Jun 29, 2010 at 08:40
1,071 การดู
2 Replies
เป็นสมาชิกตั้งแต่ Oct 28, 2009
1430 โพสต์
Jun 29, 2010 at 09:08
This is Behemoth compounded with 5% risk.
Well, I say 5% risk. The lots maxed out 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 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.
เป็นสมาชิกตั้งแต่ Jun 16, 2010
205 โพสต์
Jun 29, 2010 at 10:51
Hi Steve.
Could you please upload a strategy for the last year or two only - would be nice to see how it handles the financial crisis impact on the forex market?
Sincerely
Soeren
Could you please upload a strategy for the last year or two only - would be nice to see how it handles the financial crisis impact on the forex market?
Sincerely
Soeren
Always get cashback -
เป็นสมาชิกตั้งแต่ Oct 28, 2009
1430 โพสต์
Jun 29, 2010 at 10:58
(แก้ไขแล้ว Jun 29, 2010 at 11:04)
Hi Soeren,
You can see the monthly performance in the summary at the bottom. Although the percentage figures are nonsense because I think MyFxBook are calculating from the backtest starting equity rather than the months starting equity you will see that since the beginning of 2007 on this pair there have been only two losing months.
The strategy actually performs better in the recent past due to higher volatility in the markets.
Steve
You can see the monthly performance in the summary at the bottom. Although the percentage figures are nonsense because I think MyFxBook are calculating from the backtest starting equity rather than the months starting equity you will see that since the beginning of 2007 on this pair there have been only two losing months.
The strategy actually performs better in the recent past due to higher volatility in the markets.
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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