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btoz82
による投稿
Multi System Portolio - Demo to Real
一般
の中
Apr 21, 2017 at 05:47
Thanks Baldo, i understand negative slippage is inevitable, depending on which server i am on etc. I've looked at some of the trading results and there are some ridiculously large positive slippages which don't look right. There are a few other things that look potentially "massaged" to create better looking results. its a bit of a mine field!
Multi System Portolio - Demo to Real
一般
の中
Apr 19, 2017 at 07:41
Hi all,I created a 100k demo auto trade portfolio copying 12 traders (looking for return relative to drawdown with eggs in a few baskets) and just wanted to run my logic through and to have picked apart any unrealistic settings/logic.I set the multiplier for each system to get the hypothetical drawdown to just under 5%(5k). Multipliers range from 0.13 to 1.1 and minimal balance from 1k to over 28k. I've let this run over a period and can see that the demo results may be in line with previous months real returns.Do you think this is a good set up? The real question though, is what differenc...
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