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Mark Penzer  

I've added averaging options to allow for an alternative lossless strategy. Here are some set files I've found using tick data with the first 6 months of 2018 in sample and last 6 months out of sample. Settings were found using 0.01 starting lot and resulting gain and DD for 2018 is in set file name. Set StartLotBalance to at least 30% more than the expected DD to allow for margin (This will vary depending on the account margin) if you want to increase lot size based on account balance.


aholmes33  
Mark Penzer:

I've added averaging options to allow for an alternative lossless strategy. Here are some set files I've found using tick data with the first 6 months of 2018 in sample and last 6 months out of sample. Settings were found using 0.01 starting lot and resulting gain and DD for 2018 is in set file name. Set StartLotBalance to at least 30% more than the expected DD to allow for margin (This will vary depending on the account margin) if you want to increase lot size based on account balance.


제품을 구매하거나 렌트한 사용자만 코멘트를 남길 수 있습니다