Hedging Martingale. - page 16

 
transcendreamer:

that's an interesting idea - martingale on synthetics

perhaps someone has tried it?

(disclaimer - this is all out of purely theoretical interest of course)

I tried it in 2012. At Alpari NZDUSD - XAUUSD. Almost lost it. There was a lot going in at first.

I salted it and salted it (over the winter), but it kept going up and up... :-) In the end it didn't have enough collateral... and it went downhill from there in no time...

Fucking Murphy... :-)

 

Now I'm downloading data from USDRUB-EURRUB on the same place on Monday - I've set equal volumes to draw charts...

Then to look, to decide, to choose, to test variants...

I'm not giving the link to the functor, it's not advertising. I have no interest in it myself. Purely for research purposes...

If something interesting happens, I'll write...

 

How about this?

*almost* immunised from the 2012 synthetic trend

 
transcendreamer:

How about this?

*almost* immunised from the 2012 synthetic trend

Cool. "Trade (averaging on breakout inside the channel) from the limits - I don't want to..."
 
R0MAN:
Cool. "Trade (averaging on breakout inside the channel) from the borders - I don't want to..."
forward test of course looks worse but there are still returns
 
R0MAN:
Cool. "Trade (averaging on a breakout inside the channel) from the boundaries - I don't want to..."
from the borders of the channel nay, better after a v-shaped peak is formed
 
transcendreamer:
from the borders of the nain channel, preferably after a v-shaped peak is formed

I see. That is, after the formation of a fractal... :-) as far as straight contracts are concerned... I will consider this variant of averaging myself ...

And what (where) are such beautiful fractals drawn on?

 

crazy research....

spread-synthetic with total volume of 0.5 lots

test 2 months, forward 1 month

grid $55

stupid grid doubling

worst case drawdown: 4*1+3*2+2*4+1*8=26 steps * $55 = $1,430

but the margin! 26*27000=702000 rubles!

we need to be softer.

 
R0MAN:

I see. That is, after the formation of a fractal... :-) with respect to direct contracts I myself will consider this variant of averaging...

And what (where) are such beautiful fractals drawn on?

in general, a fractal is almost a 1-2-3 / 2B pattern

I draw wonderful fractals with my own indicator portfolio optimizer (in kodobase, see my profile)

 
transcendreamer:

crazy research....

spread-synthetic with total volume of 0.5 lots

test 2 months, forward 1 month

grid $55

stupid grid doubling

worst case drawdown: 4*1+3*2+2*4+1*8=26 steps * $55 = $1,430

but the margin! 26*27000=702000 rubles!

we need to be softer.

I see. Is this all in MT?
Reason: