Avalanche - page 436

 
chepikds:

No))) martingale and me are incompatible))) better a bird in the hand than sleepless nights)))

Z. Although the crane is "beautiful")) (с)


P.S. You have to sleep at night... All the more - the system is B E S O R I G R I S N :-) )) Do not jump to conclusions... Think over your options... :-)))

PPS. Crane - Yes, it's beautiful. We should take it. :-)))
 
Roman.:


Especially - the system - B E S O R I G R I S H E :-) ))

I don't believe it !!!)))

Can I see the equity? Maybe it will change my mind...

Although unlikely, in such systems the risk is not limited to 100%, and this confuses me very much...

 
chepikds:

I don't believe it !!!)))

Can I see the equity? Maybe it will change my mind...

Unlikely though, in such systems the risk is not limited to 100%, which confuses me very much...


I have a detailed report in the attached file on the previous page - the drawdown is just because of the fact that I have not used the number of systems per 10000 deposits - about 10 systems, with a starting lot 0.1 each. "Can I see equity? Maybe it will change my mind..." - how do you show equity?
 
Roman.:


Well, why are you so hot, Vitaly...:-))) It's enough to refill one system at a time from the calculations... It is enough to top up one system at a time to calculate ... the maximum possible drawdown of the total number of systems, especially as they "overlap" and compensate each other. I.e. part of them settles, part of them batts, in general it is interesting to observe...

These are netting versions, i.e. there are no lots there, all margin is released after closing the next position, etc.

In general, to be completely frank, at the moment the detailed report is as follows - this is just because there were eight systems at 10000 - all start with 0.1 lot, the principle of operation is the same, different - the channel width (some versions have it dynamic) and TP level, trawl on fractals...

With correct approach and adding, say, one system for each 10000, with 0.1 lot start - it may very well be...


I agree that, if approached properly, the topic is promising.

.....................................

Do you use the Friendly Margin Call system?

 
Roman.:

The detailed report in the attached file on the previous page - the drawdown is due to the fact that I have been overdoing the number of systems per 10000 depo - about 10 systems, each with a starting lot of 0.1. "Can I see equity? Maybe it will change my mind..." - how do you show equity?
I'm still sticking to my opinion, and good luck to you in achieving the cherished goal!
 
chepikds:

I don't believe it !!!)))

Can I see the equity? Maybe it will change my mind...

Unlikely though, in such systems the risk is not limited to 100%, which confuses me very much...


Screenshot of screen with indicators - equity and balance changes - Surgeon (blue thin line on bottom indicator - equity indicator) and Profit calculation - in top left corner, such a drawdown exactly because of roughness in amount of systems...

 
lasso:


I agree that with the right approach, the topic is promising.

.....................................

Do you apply the Friendly Margin Call system?


If you mean it (extern int MaxLoss = 90; // Maximum allowable drawdown in percentage of balance) - then yes. :-)))

// Внешние переменные (оптимизируются)
//

extern double Lots = 0.1;         // Стартовый лот, если явно не задан ("0"), то рассчитываем лот взависимости от размера стоп-лосса
extern  double MaxRisk=0;         // риск на капитал в %
                                  // рассчитываем объем позиции взависимости от размера стопа, при заданном риске
                                  // например при депо 10 000 риск 1% при стопе 100 пп это будет примерно лот 0.1,
                                  // при стопе 200 пп уже лот должен быть 0.05, для того чтобы риск 1% остался на том же уровне


extern int MaxLoss = 90;          // Максимально допустимая просадка в процентах от баланса
extern int StopLossPips = 800;    // Стоплосс в пипсах - для пятизнака
extern int TakeProfitPips = 740;  // Тейкпрофит в пипсах для начальных ордеров (без исп-ия трала), для пятизнака
......
 
Roman.:


Screenshot of the screen with indicators - changes in equity and balance - Surgeon (blue thin line on the bottom indicator - equity indicator) and profitability - in the upper left corner, such a drawdown is precisely because of the coarseness in the number of systems ...


Didn't look into your archive. Sorry...

Tell me, what is your limit on the maximum number of flips?

And the size of lots by step?

Thank you.

 
Roman.:


Screenshot of the screen with indicators - equity and balance changes - Surgeon (blue thin line on the bottom indicator - equity indicator) and profit breakdown - in the upper left corner, such a drawdown precisely because of the roughness in the number of systems...

Equity is good but the lot is greatly overestimated. Suppose you open a position with a big lot on Friday before the market close, and on Monday there is a gap and a huge drawdown. The risk is present even with a single system (the more systems, the greater the risk of total loss), martingale, that says it all... Not going to change your mind by any means, it's just my humble opinion.
 
lasso:


I have not looked into your archives. Sorry...

Tell me, what is your limit on the maximum number of flips?

And the size of lots by step?

Thank you.


Turnovers - different systems in the portfolio - the number varies... (from 3 and above - the maximum for 2010 was 5)... (which variants had 5 reversals in the last year in the test - with an interval of about 1 time in 4.5 months, those have higher profits, steeper slope of the balance curve).

The sizes of lots: Aggressive decreasing with every next turn the ratio of lots - (5 - 4 - 3 - 2 - 2 - 2...) and lots - respectively - 0.1 - start; (0.5; 2; 6; 12; 24...)

At present time, since 10.01.2011 I am trading on one of the systems on my real micro account - coefficients are the same, lots - 10 times less...

Reason: