Avalanche - page 437
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
If you mean this (extern int MaxLoss = 90; // Maximum allowable drawdown as a percentage of balance) - then yes. :-)))
No. ))
Wrote it, and I'm sitting here moping myself up.... Friendly )))) Margin Call )))
..........................
This is what John Katana and Yuri Khorosh wrote about.
Wiped out the depo, so what the hell. You go out, have a drink.
A day later, you come in "fully refreshed" with exactly the same depo.
And if you've doubled the deposit, you withdraw the first part. And again, you go and get drunk.
.....................
In short. The number of binges from joy should really be greater than the number of binges from grief.
Your Friendly Margin Call system.
Going to get a patent tomorrow....
Stop giving away ideas....
For example, the anti-martin :-) The equity is good, but the lot is sharply overestimated. Suppose I opened a position with a big lot on Friday before the market close, and on Monday I got a gap and a huge drawdown. The risk is present even with a single system (the more of them, the greater the risk of total loss), martingale, that says it all. I'm not going to change your mind by any means, it's just my humble opinion.
I totally agree with you, but "the crane, bitch, is "beautiful")) (с)" :-)))
P.S. No one is focusing on martin... Swarming in other directions as well...
PPS. Anti-Martin - for example :-))
Turns - different systems in the portfolio - different number... (from 3 and up - the maximum was 5 in 2010)... (In the last year 5 reversals were in the test - with interval about 1 time in 4,5 months, those profits are higher, the slope of the balance curve is steeper)...
Size of lots: Aggressive - decreasing with each successive rollover multiplier - (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 a real micro trading account - coefficients are the same, lots - 10 times less ...
1) Was it 5? Or is there a hard limit of no more than 5 flips in the CU? These are slightly different things....
2) I tried different ways, and came to the optimal 0.1 - start; (0.3; 0.6; 1.2; )
4 flips and that's it. Then the tin and a sharp deterioration in the financial results of working out the TC.
1) Was it 5? Or is there a hard limit of no more than 5 flips in the CU? These are slightly different things....
2) I've tried different things, and come to the conclusion that the optimum is 0.1 - start; (0.3; 0.6;1.2; )
4 flips and that's it. Then the tin and a sharp deterioration in the financial results of working out the TC
1. This is understandable. Of course, there were variants with 6 and 7 flips... As a result of optimization and forwards, appropriate ones were chosen... with appropriate parameters and for some of forwards the number of flips was the same as during optimization or even less... Perhaps a strict limit on the number of turns, i.e., after 5 flips, if the price has reached the opposite channel edge - accept this drawdown and enter the market with the start lot.
2) It depends on what you have sharpened your TS for. In fact - "The truth is somewhere nearby ..." and whatever you say "All roads (for those who follow them) lead to Rome " :-))).
As for Lavin's portfolio - let's say one has a channel - 483p - current (dynamic (according to APP)) profit of 220p, the other has a channel of 660p, profit of 640p. It turns out that if the second system enters a rollover, the first one exits the market with a profit... at their simultaneous start. I.e. it turns out that they compensate each other. Of course, if there are many of them, we can analyze their joint operation and the drawdown with flips using the portfolio trade analyzer on I. Kim's website, but how will it work in real time...? For a start, it's a demo... Then it turns out that some of them are in buy, and some are in sell, and the joint operation is more difficult to evaluate and analyze, so all that remains is to "observe" ...:-)))
Help find an advisor on the system Avalanche, half a day looking for. all around only talk about it, and the advisor itself can not download anywhere
Here's a system that's close in principle.
But it is in the tester. But in real life, the tick disappears, then there are not enough bars in the window, then there is no connection.
Although when everything is working, retrospectively trades in the tester are repeated one-to-one.
It works very profitably even without martingale, but it is more beautiful.
Here's a system that's close in principle.
But it is in the tester. But in real life, the tick disappears, there are not enough bars in the window, there is no connection.
Although when everything is working, retrospectively trades in the tester are repeated one-to-one.
It works very profitably even without martingale, but it is more beautiful.
Help find an advisor on the system Avalanche, half a day looking for. all around only talk about it, and the advisor itself can not download anywhere
I have not found it yet - when you find it, you're out of money.
Good evening!
Post if anyone can a more or less working net avalanche...
Thanks in advance!)