There are 9 systems trading at 3% of balance per trade with drawdowns ranging from 19% to 35% each, depending on the system.
As far as I understand, each system's ME is insufficient.
And we need expectation value of each system in the portfolio to be not lower than a necessary minimum. Otherwise systems will start pulling each other down.
Dezil: And I do not need it well, I need it profitably)
Moreover, the lock is a fixation of profit at best, minus the double spread and slowing down the trade for a long time, so to speak - until the circumstances are clarified )))
I don't have purely meaningful lokas, sometimes I get them, but just multidirectional poses from different independent systems, so no long hiccups. each pose is closed by its own system
Dezil: I don't have any meaningful lots in their pure form, but just differently directed positions from different independent systems, so there's no long hiccups.
As much as I've tried to write a program for lots, the chart is the same - decreasing by double spread. Maybe there are more options, I don't know. But the NFA is already against
OnGoing: It should decrease because during a failure of one system, the other system will compensate at that moment.
It is unlikely that this will always be the case. It is like interference, some will subtract and some will add up. But the probability of all adding or all subtracting is low.
but 1-2% per trade is not interesting?
The question was how to optimise, i.e. not to cut profits too much by reducing the drawdown.
There are 9 systems trading at 3% of balance per trade with drawdowns ranging from 19% to 35% each, depending on the system.
As far as I understand, each system's ME is insufficient.
And we need expectation value of each system in the portfolio to be not lower than a necessary minimum. Otherwise systems will start pulling each other down.
The question was how to optimise, i.e. not to cut profits too much by reducing the drawdown.
Exactly the opposite is what you were told - to trade multiple pairs at once - increasing profits while reducing drawdowns
Multiple pairs is clear, I'm talking about different systems within the same instrument
Nah, the loki's are going to turn out. That's no good.
And I do not need it well, I need it profitably)
I don't have any meaningful lots in their pure form, but just differently directed positions from different independent systems, so there's no long hiccups.
It should decrease because during a failure of one system, the other system will compensate at that moment.