[Archive] Learn how to make money villagers! - page 737

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It's ridiculous, how can you work with an indicator that draws backwards) On M30 it's the same.
 
7Konstantin7:

did it get bigger in a week)?

or in a year?

in 3 days in the tester, you can get a lot)


Yes it is in the tester. In real life, I don't think it will work out the same way
 
new-rena:

This is in the tester. On the real - I don't think it will work the same way

I see)

Don't waste your time with the indicators. They're useless.

 
7Konstantin7:

Don't waste your time with indicators, they're useless.

It depends on what kind... and it depends on what you need.
 
joo:
depends on what... and it depends on what you need.

well that's also true depending on how and with what to cook)

I can't think of a manual axe that's always stable.

it's much more interesting to apply in the Expert Advisor)

 
paukas:
The drawdown will not decrease. The probability of getting it will decrease.

OK, let me draw it again just to be clear.

The order volume of each of these 10 systems is constant and equals 1 lot.

And now we take the sum of all these 10 systems and divide it by 10, so that the total order volume of the portfolio is 1 lot (0.1 lot from each of the 10 systems):

How is the drawdown getting bigger?

 

Mathemat:

How is the drawdown getting bigger?

))) Exactly. And no one believes ))))

Pick pairs correctly according to the principle of arbitrage and go.... I would also check for history and correlations and mirroring. Ggggg

Banks hedge as well. I, for example, have 21 pairs. Less than 10 is no fun at all, although in some cases two is enough.

 

There are 9 systems trading at 3% of the balance per trade with drawdowns for each system ranging from 19% to 35%, depending on the system.

All systems together give a total drawdown of 55%.

The question - how to choose the optimal risk of each deal in each system, so that maximum aggregate drawdown was let's say not more than 35%?

 
Dezil:

The question - how to choose the optimal risk of each transaction in each system, so that the maximum aggregate drawdown was, say, not more than 35%?

A little higher. Actually 35% is a lot... probably. A maximum of 10-11% is better.
 
Dezil:

There are 9 systems trading at 3% of the balance per trade with drawdowns for each system ranging from 19% to 35%, depending on the system.

All systems together give a total drawdown of 55%.

The question - how to choose the optimal risk of each deal in each system, so that maximum aggregate drawdown was let's say not more than 35%?

Well, 1-2% per trade is not interesting?
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