Avalanche - page 476
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Moving on... :-))
The key is already at the start... :-)))
TRADER AND RAKE. Just in time.
THE TRADER AND THE RAKE. Just on topic.
:-))) Read it. You'd better comment on my posts on the previous page...
There is another question (without equity trawl), by the way, it may be useful in this case as all deals of a TS are hidden there and it is possible that one of the trend TS with a money management system based on Martin will go casting (i.e. ask for more and more lots to open positions - when getting into a flat (let's say)), and at a faster pace (at next turns), than other TS will exit trades with profit (smaller), for example, exit immediately after the start or the first flip (iteration) - a significant drawdown of DEP is not excluded here too ...
Well, you already have an avalanche, so try to attach it to the multicurrency! The cumulative move of multiple currency pairs will pleasantly surprise you.
Well, you already have an avalanche, so try to add it to the multicurrency one! The cumulative move of many currency pairs will pleasantly surprise you.
I've got the Lavin portfolio loaded for the demo right now... :-)))
I am talking about it - by the way, it may be in this case will be useful, because there all deals TS - hidden, that is not excluded the possibility that one of the trend TS with money management based on Martin will pour (ie, request more and more lots to open positions - when you get into a flat (let's say)), and the rate faster (with another flip), if the portfolio was previously in profit ... in the end, if one particular TS has become straightened out of the general canvas, we trash all positions including this TS by equity, end up closing all deals of all the TS with MM on Martin with profit and then using the starting volumes of the systems when each of them meets the conditions of market entry - is such an exit with profit possible if we trash on equity?
I have a Lavin portfolio loaded on demo at the moment... :-)))
I mean it - by the way, saying, it may be in this case will be beneficial, because there all deals TS - hidden, that is not excluded the possibility that one of the trend TS with money management based on Martin will go casting (ie, request more and more lots to open positions - when getting into a flat (say)), and the rate faster (when the next flip), provided that earlier portfolio was in profit ... in the end, if one particular TS started to turn out of the general canvas, as a result we use Equity Spread to cover all positions including this TS and close all deals of all the TS with MM on margin with profit and then using starting volumes of the systems when each of them meets their conditions for market entry - is such exit with profit possible if we use Equity Spread?
for an equity trawl, equity should be in the plus)
I know - it's the equity of the portfolio... :-)))
Provided that it is in the plus, and at the same time any of the TC on any instrument starts to straighten out (to gain minus A on flips), there is an opportunity to exit all trades of all portfolio owls with profit when trailing on equity ... ???
I have a Lavin portfolio loaded on demo at the moment... :-)))
I mean it - by the way, saying, it may be in this case will be beneficial, because there all deals TS - hidden, that is not excluded the possibility that one of the trend TS with money management based on Martin will go casting (ie, request more and more lots to open positions - when getting into a flat (say)), and the rate faster (when the next flip), provided that earlier portfolio was in profit ... in the end, if one particular TS started to turn out of the general canvas, as a result we use Equity Spread to cover all positions including this TS and close all deals of all these TS with MM on margin with profit and then using starting volumes of the systems when meeting trading conditions of each of them for market entry - is such exit with profit possible if we use Equity Spread?
In the case I suggested (Avalanche on a multicurrency), it is known in advance that the prices of all pairs want to get away from the starting point. Some will be able to do it "on the fly", others will not be able to do it soon enough.
Further on, it's up to you. I just haven't delved any deeper yet, so why ask questions to which I have no more serious answer than "fuck knows"?
Create, invent, try...
In my proposed case (Avalanche on multicurrency) it is known in advance that the prices of all pairs want to get away from the starting point. Some will be able to do it "on the fly", others will not be able to do it soon enough.
Further on, it's up to you. I just haven't looked deeper yet, so why ask questions to which I have no more serious answer than "fuck knows"?
I take it that's the whole point of this portfolio equity trawl... I.e. we cover trades of all owls in the portfolio (besides their independent closing conditions, taking take and stop positions) and exit with a profit... In this case there are no orders in the market. Everything starts with a clean slate - it all works regardless of the type, type and MM variant (including martini) of all trading systems in a given portfolio.
I understand that this is the whole point of this portfolio equity trawl... I.e. we cover trades of all owls in the portfolio (in addition to their independent closing conditions, reaching take and stop positions) and exit with a profit... In this case there are no orders in the market. Everything starts with a clean slate - it all works regardless of the type, type and MM variant (including martini) of all trading systems in a given portfolio.
This means that the portfolio of open orders is only needed as long as it is profitable! As soon as it stops - it is time to review it.
Well, as far as an equity trawl is concerned, this is roughly the case.
That is, the portfolio of open orders is only needed as long as it is profitable! As soon as it stops, it is time to review it.
I look at it from a slightly different point of view. Equity trawl and trailing equity is a way to limit further losses in the entire portfolio without having to reexamine all systems immediately upon entering this trawl. It may be a good solution to leave everything as it is and continue trading in the same portfolio with the same parameters of the included owls. In the context of Avalanche - is to close all positions and prevent further iterations of any TS from the portfolio (i.e. interrupt the cycle of flips), and then start all owls from scratch... Like so, especially if everything is optimized and ready to trade without having to change anything in this portfolio ... :-)))