Der durchschnittliche Slippage anhand der Statistik der Ausführung auf echten Konten verschiedener Broker ist in Punkten angegeben. Er hängt von der Differenz zwischen den Währungskursen des Anbieters von "AFXCapital-Real" und des Abonnenten sowie von Verzögerungen in der Ausführung von Orders ab. Je kleiner der Wert ist, desto besser ist die Qualität des Kopierens.
The Pepper portfolio proposes FOREX strategies trend following and mean reversion on the H1 timeframe, the operations are managed by expert advisors owned by FarmerForex, developed through the use of the Walk Forward Analysis.
The Walk Forward Analysis measures the real potential of our strategy by also illustrating potential gains. It is also able to tell us the effects in case of changes in market conditions. It is therefore a fundamental framework for achieving good results in trading.
Any type of trading strategy that achieves good results with the Walk Forward test, in real operability is very difficult for us to disappoint. The information released by the Walk Forward analysis is superior to that provided by normal optimization.
The historical simulation includes a sufficient amount of operations to be able to draw significant conclusions, and large enough to leave a certain number of degrees of freedom to the number and duration of the variables employed by the trading strategy.
The types of market suitable for trading are bull, bear, cyclical and congested.
For each single strategy a preliminary check was made through a single test, to determine on a cross-section of the historical data with a set of parameters of the strategy, if it does what it was designed for, and a subsequent trading simulation, which calculates all the operations that would be carried out using the selected variables and produces a number of performance statistics, including the suitability of the strategy as specified by the objective function (Expected Payoff ≥ 10 pips).
The optimization was done through a search grid, which calculates and then puts all the possible historical simulations specified by the optimization process into order of goodness. The ranges of the variables define a grid of combinations of variables, the performance is evaluated for each combination.
The Walk Forward Analysis aims to achieve a very fair distribution of both profits and drawdowns. In addition to this fair distribution, a favorable upward direction in profits from data more distant to more recent ones. A favorable downward trend in drawdowns from the farthest years to the nearest ones. The variance of the profits contained, as well as that of the drawdowns. Still further, the greatest drawdown in the farthest year. All this leads to a highly satisfactory and acceptable model, which thrives in the most recent test period.
Maximum risk: before starting operations on a strategy, a pain threshold, or strategy stop loss (SSL), must be established that can dictate when the strategy should be abandoned.
The factors that play a role in the calculation of the stop loss strategy you are:
The minimum trading capital needed to continue financing the margin required to operate at the same level of commitment
A decision to limit losses to a predetermined percentage of trading capital
A drawdown exceeding the maximum drawdown or a predetermined multiple thereof
The strategy stop loss calculation takes place as follows:
Maximum drawdown (MDD): $ 3500
Safety factor for MDD (DSF): 2
System stop loss: MDD × DSF
System stop loss: $ 5000 × 2
System stop loss: $ 7,000