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Opinion on system
Jul 30, 2011からメンバー
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Aug 25, 2011 at 14:33
Jul 30, 2011からメンバー
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Hmm, over 50.000$ I guess. I started this as a student, which pretty much means no risk capital at all :) Done now, but I had to buy a car first...etc etc, you know how it goes. Slowly feeding cash into the system on a monthly basis now though.
Riding waves always leads to a fall
Apr 25, 2011からメンバー
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Sep 01, 2011 at 06:49
Apr 25, 2011からメンバー
260 投稿
SnapTradeFX posted:
What do you guys think? (I'm not selling, just wondering what you think)
I see Martingale at work: on 8/12 you had a basket of 7 trades opened in an interval of little over 1 hour. If you are using a global stop loss, and the system still performs, ok, but even then I would be extra cautious with it. What if USDCHF would not have retraced?
He who thinks he can, and he who thinks he cannot, are both right. ~ Henry Ford
Jul 30, 2011からメンバー
71 投稿
Sep 01, 2011 at 08:57
Jul 30, 2011からメンバー
71 投稿
NextLevelForex posted:
SnapTradeFX posted:
What do you guys think? (I'm not selling, just wondering what you think)
I see Martingale at work: on 8/12 you had a basket of 7 trades opened in an interval of little over 1 hour. If you are using a global stop loss, and the system still performs, ok, but even then I would be extra cautious with it. What if USDCHF would not have retraced?
Well spotted! If it hadn't retraced it would have stopped out at -15$, causing a loss. I've been trying to find a decent balance between taking profits and stopping out, I've found that these work best when you calculate them seperately per pair. For now I'm doing this through optimization with overlapping backtests (5x random periods of about 4 years 99% tick data) then using SPSS. This works but is quite a chore! I'm working on doing this dynamically while trading so the system decides it's own stoploss based on x previous candles on x timeframe, I want to try and take volume into account as well but that'll take a while to figure out :)
Riding waves always leads to a fall
Apr 25, 2011からメンバー
260 投稿
Oct 14, 2011からメンバー
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