Hotsauce Portfolio (REAL) (由 forex_trader_155411)
该用户已经删除了这个系统。
Edit Your Comment
Hotsauce Portfolio (REAL)讨论
Jan 08, 2014 at 06:05
会员从Jul 21, 2010开始
106帖子
Hi there,
I assume it's the GBPCAD(Jalapeno?) set file that is in drawdown atm? I bought that commercial set file just a few days ago and it has gone almost to fifth level in it's basket(around 15 pips to fifth level).
I did several backtests with Tickstory downloaded data to see how it would perform but how have you seen it cope with these drawdowns and how do you think this particular case will develop(I still assume you have this set file in drawdown)?
I assume it's the GBPCAD(Jalapeno?) set file that is in drawdown atm? I bought that commercial set file just a few days ago and it has gone almost to fifth level in it's basket(around 15 pips to fifth level).
I did several backtests with Tickstory downloaded data to see how it would perform but how have you seen it cope with these drawdowns and how do you think this particular case will develop(I still assume you have this set file in drawdown)?
Less effort, better results.

forex_trader_155411
会员从Oct 10, 2013开始
18帖子
Jan 08, 2014 at 10:57
会员从Oct 10, 2013开始
18帖子
Hi,
yes Jalapeno is in a 15% drawdown right now, if it hits 50% it will realize it's loss, however that never happend in the backtest. It used it highest level of 7 7 times during the backtest and the max relative drawdown is 28%.
Hence everything is normal and it is tading as backtestest should the drawdown exceed 28 or 30% than it would enter unknown territory unless that happend it is trading like normal.
The setfile will not open a higher level than 7, after that it will just wait. It is normal that it hit level 5 or 6 rather quickly if a trend occurs.
v/r
Martrin
yes Jalapeno is in a 15% drawdown right now, if it hits 50% it will realize it's loss, however that never happend in the backtest. It used it highest level of 7 7 times during the backtest and the max relative drawdown is 28%.
Hence everything is normal and it is tading as backtestest should the drawdown exceed 28 or 30% than it would enter unknown territory unless that happend it is trading like normal.
The setfile will not open a higher level than 7, after that it will just wait. It is normal that it hit level 5 or 6 rather quickly if a trend occurs.
v/r
Martrin

forex_trader_155411
会员从Oct 10, 2013开始
18帖子
Jan 09, 2014 at 21:01
会员从Oct 10, 2013开始
18帖子
We will see how the situation resolves in the hours/days ahead. All of the four CAD based pairs in our portfolio are now in a drawdown resulting in an all time high drawdown figure of 15%. Still not too much to worry about as our monthly growth % is roughly 25%.
v/r
Martin
v/r
Martin

forex_trader_155411
会员从Oct 10, 2013开始
18帖子
Jan 28, 2014 at 11:49
会员从Oct 10, 2013开始
18帖子
Yes we reduced our exposure to apparantely correlated pairs for both CAD and AUD. This reduces the number of EAs from 14 down to 10. And we are close to introduce a new EURNOK grid EA to complement the portfolio and increase diversification.
Our upcoming newsletter contains some more information.
Our upcoming newsletter contains some more information.

forex_trader_155411
会员从Oct 10, 2013开始
18帖子
Jan 28, 2014 at 11:51
会员从Oct 10, 2013开始
18帖子
Yes we got 3 stop loss hits due to an overexposure to CAD related pairs. We learned our lesson and reduced the amount of "correlated" pairs across the board. We are totally fine with stop loss hits, however 3 packed together was something that I considered "unlikely" a month ago. We are all students of the markets and I am doing my homework to make sure that something like this doesn't happen again.
v/r
Martin
v/r
Martin
Jan 28, 2014 at 22:17
会员从Jun 13, 2013开始
2帖子
I follow many grid and martingale systems. I have to admit that despite your equity curve now not looking ideal, apparently your portfolio suffered the least damage from the CAD and AUD trends and I can see that it is now even back in black. If you look at many of the strategies on say signaltrader.com you will be shocked. A couple of trade leaders have had to deposit funds to maintain their margin, unfairly at the expense of their followers, and are still getting hammered. One particular 91 week long running strategy has an unrealised PnL of -140% of the original deposited amount at the minute. Following this rout of martingale and grid strategies does your portfolio still consist of just Blessing 3 set files?

forex_trader_155411
会员从Oct 10, 2013开始
18帖子
Jan 29, 2014 at 08:53
会员从Oct 10, 2013开始
18帖子
It is paramount to have a stop loss in place and if price hit that level you must have the discipline to cut your losses short to preserve your capital. Many traders with deep pockets think that they can somehow get out of the trade without the loss.
The huge problem is that a drawdown is already a loss, the fact that it is still only on paper and not real doesn't change the fact that's a loss.
Our mistake was to assume that the behaviour of commodity related pairs like the CAD pairs is determined mainly by the other currency in the pair. However the strong trend in CAD itself cause 3 of our 4 CAD pairs to hit the stop loss. the last CAD related pair is AUDCAD a commodity cross which did not hit the stop loss as teh trend in CAD also affected AUD hence buffering the trend.
We learned from our mistake and reduced our exposure to correlated pairs across the board. With all of our incredibly profitable exotic pairs like EURZAR, USDZAR, AUDSGD, EURNOK and the like we are now having a portfolio with much lower risk even though we removed 5 EAs. The portfolio has now 9 EAs and we will add a modified GBPCAD soon.
v/r
Martin
The huge problem is that a drawdown is already a loss, the fact that it is still only on paper and not real doesn't change the fact that's a loss.
Our mistake was to assume that the behaviour of commodity related pairs like the CAD pairs is determined mainly by the other currency in the pair. However the strong trend in CAD itself cause 3 of our 4 CAD pairs to hit the stop loss. the last CAD related pair is AUDCAD a commodity cross which did not hit the stop loss as teh trend in CAD also affected AUD hence buffering the trend.
We learned from our mistake and reduced our exposure to correlated pairs across the board. With all of our incredibly profitable exotic pairs like EURZAR, USDZAR, AUDSGD, EURNOK and the like we are now having a portfolio with much lower risk even though we removed 5 EAs. The portfolio has now 9 EAs and we will add a modified GBPCAD soon.
v/r
Martin

forex_trader_155411
会员从Oct 10, 2013开始
18帖子
Jan 29, 2014 at 08:53
会员从Oct 10, 2013开始
18帖子
Yes right now our Pepperstone live portfolio still consists only of 9 b3 setfiles which we developed ourself.
We opened an IC Markets account last week which will run the same portfolio but here we can add a special scalper and our CFD model trading the US markets (Nazdaq, Russel2000). We prefer to trade the Naz but if we sense a strong speculative sentiment shown by the outperformance of small cap stocks than we will switch over to the russel2000. We might also include little VIX trades. But the VIX is highly volatile as it is a volatility related instrument itself so we will only trade a small part of the portfolio. It is all about risk/reward.
We will move away from grid and the CFD model as well as our own EA which we develop right now don't need retail brokers as they can be run with an good ECN US broker (0.1 min lot size and 100 leverage w/o hedging).
But this transition away from grids won't happen overnight.
We opened an IC Markets account last week which will run the same portfolio but here we can add a special scalper and our CFD model trading the US markets (Nazdaq, Russel2000). We prefer to trade the Naz but if we sense a strong speculative sentiment shown by the outperformance of small cap stocks than we will switch over to the russel2000. We might also include little VIX trades. But the VIX is highly volatile as it is a volatility related instrument itself so we will only trade a small part of the portfolio. It is all about risk/reward.
We will move away from grid and the CFD model as well as our own EA which we develop right now don't need retail brokers as they can be run with an good ECN US broker (0.1 min lot size and 100 leverage w/o hedging).
But this transition away from grids won't happen overnight.
会员从Jul 02, 2012开始
127帖子
会员从Jul 02, 2012开始
127帖子
会员从Dec 17, 2011开始
74帖子

*商业用途和垃圾邮件将不被容忍,并可能导致账户终止。
提示:发布图片/YouTube网址会自动嵌入到您的帖子中!
提示:键入@符号,自动完成参与此讨论的用户名。