Behemoth EURJPY 5% risk (由 stevetrade)
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Behemoth EURJPY 5% risk討論
Jun 25, 2010 at 12:24
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2 Replies
會員從Oct 28, 2009開始
1424帖子
Jun 25, 2010 at 12:26
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
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.
會員從Oct 28, 2009開始
1424帖子
Jun 25, 2010 at 14:39
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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