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WGForex.com (による wgforex)
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| ピップス: | -444.4 |
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WGForex.com 討論
Aug 12, 2009 at 12:43
1,432 視聴
7 Replies
forex_trader_7
Aug 01, 2009からメンバー
895 投稿
Aug 13, 2009 at 00:09
Shouldn't be.
I think its more a question of when you change from demo to live that makes the difference. Normally we all go live when we do well. Systems make or lose money in streaks. So you have a good run, system looks good, and you go live, but you used all your luck in the good streak and switch on into a losing streak!
Well, that's how I figure it anyway...
I think its more a question of when you change from demo to live that makes the difference. Normally we all go live when we do well. Systems make or lose money in streaks. So you have a good run, system looks good, and you go live, but you used all your luck in the good streak and switch on into a losing streak!
Well, that's how I figure it anyway...
forex_trader_7
Aug 01, 2009からメンバー
895 投稿
Aug 13, 2009 at 00:12
What I do is I keep my demo's running when I go live, as a control. And in the past there's been very little difference between the performances.
And I try to switch on when you've just had a hiding. That might help also.
To me all systems have 4 states of performance. Over, under, normal and non. I try wait for a non period to finish before I go live. that way I switch onto one of the others.
And I try to switch on when you've just had a hiding. That might help also.
To me all systems have 4 states of performance. Over, under, normal and non. I try wait for a non period to finish before I go live. that way I switch onto one of the others.
Aug 03, 2009からメンバー
13 投稿
Aug 13, 2009 at 04:39
Its also good to run multiple systems that are non correlated, on multiple currency pairs that are non correlated. This would be the best of all worlds and smooth equity curve ... if one system and one pair isn't doing well the others should make up for it.
I'm running 2 systems now on 6 different pairs (so 12 instances). Most are non-correlated. I'll start testing system #3, then run that one also once I see fit ... then move on to system 4. Systems 1 and 2 work well in choppy or slight trend mkts ... systems 3 and 4 work well in trend mkts.
Overall it should do well in all mkts.
I'm running 2 systems now on 6 different pairs (so 12 instances). Most are non-correlated. I'll start testing system #3, then run that one also once I see fit ... then move on to system 4. Systems 1 and 2 work well in choppy or slight trend mkts ... systems 3 and 4 work well in trend mkts.
Overall it should do well in all mkts.
"Semper Gumby" ... Always Flexible
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