NMi Super Climber Ste 18% risk (By forex_trader_2825)
The user has deleted this system.
NMi Super Climber Ste 18% risk Discussion
Jul 26, 2013 at 03:50
431 Views
1 Replies
Member Since Dec 04, 2010
1557 posts
Aug 24, 2013 at 14:53
following with interest how this bot recovers from the 50% drawdown. I know it's traded at high risk.
forex_trader_2825
Member Since Nov 09, 2009
131 posts
Aug 25, 2013 at 02:10
(edited Aug 25, 2013 at 02:11)
Hi Ozzie,
Yes Im sure you and many others are. The 18% risk per trade makes the ROI and DD extreme, but when viewed with a long perspective Im sure you'd agree, its barely a blip in the big picture (see the red dash denoting the past equity high, and remember backtest and fwd test match almost exactly being an open bar system). As you can also see, it goes deeper into DD and for longer than what we've experinced thus far, and recovers everytime over the past 13 years, so it make little sense to withdraw funds now (as folks are prone to doing in a DD), quite the opposite actually.
http ://imageshack.us/photo/my-images/17/w09w. png/ (remove spaces to make link work)
Also, the account had funds added along the way so the relative ROI and DD are a bit skewed, too. The reality is that its only just exceeded the max previously seen DD in live fwd trading (previously 7.54% max DD for the 2.5% risk account from which it recovered, now its 7.92% from a peak.)
The fact is that there's very few algo's out there that make as many pips as this one does for so little drawdown from a peak over a 13 years of data (20,000+ pips for no more than about 200 pips from a peak, show me anything better thats not a tick scalping backtest ?). There's defnitely algo's out there that make less pips, with more DD in pips from a peak - that have had a better run in 2013 though, so I think there's logic in weighting more recent data.
The developer doesn't rest though and is always looking to improve it, with more weight on recent historical performance becoming a focus for him.
Cheers, Adam :)
Yes Im sure you and many others are. The 18% risk per trade makes the ROI and DD extreme, but when viewed with a long perspective Im sure you'd agree, its barely a blip in the big picture (see the red dash denoting the past equity high, and remember backtest and fwd test match almost exactly being an open bar system). As you can also see, it goes deeper into DD and for longer than what we've experinced thus far, and recovers everytime over the past 13 years, so it make little sense to withdraw funds now (as folks are prone to doing in a DD), quite the opposite actually.
http ://imageshack.us/photo/my-images/17/w09w. png/ (remove spaces to make link work)
Also, the account had funds added along the way so the relative ROI and DD are a bit skewed, too. The reality is that its only just exceeded the max previously seen DD in live fwd trading (previously 7.54% max DD for the 2.5% risk account from which it recovered, now its 7.92% from a peak.)
The fact is that there's very few algo's out there that make as many pips as this one does for so little drawdown from a peak over a 13 years of data (20,000+ pips for no more than about 200 pips from a peak, show me anything better thats not a tick scalping backtest ?). There's defnitely algo's out there that make less pips, with more DD in pips from a peak - that have had a better run in 2013 though, so I think there's logic in weighting more recent data.
The developer doesn't rest though and is always looking to improve it, with more weight on recent historical performance becoming a focus for him.
Cheers, Adam :)
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