For those who are convinced that all EAs with a martin are losing out. - page 52
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I was wondering if it was possible to go a slightly different way. Two counter-trend systems set up on negatively correlated instruments place opposite positions, hedging each other because their trends are mirrored. It allows us to hope for lower risks compared with a single counter-trend system.
There is also the question of optimisation, which is a necessary condition for a system with reduced risk.
How so? If it is a mirror, there is no hedging during counter-trend entries. In the case of a trend development, only mirror increased drawdowns.
Regardless of whether there is or is not correlation between the instruments, if the maximum drawdown of an Expert Advisor occurs in different time periods, the total maximum drawdown will not be much greater than the maximum drawdown of one of them. This may result in a profit on the recovery factor. It seems to me that optimization should not depend on each other by the best recovery factor.
This will not reduce the drawdown, but rather increase it, because almost all the time the profit is in deficit, until it finally reaches enough profit to justify the risk!
And the margin required for 2 martins will almost double!
Yura, hi! Haven't seen you here in a while...
Lesha, hi! been reading the forum more often over the last couple of years...
This will not reduce the drawdown, but rather increase it, because almost all the time the profit is in deficit, until it finally reaches enough profit to justify the risk!
And the margin required for 2 martins will almost double!
The fact that most of the time the profit is negative is not important. The important thing is that if the maximum drawdown of each instrument occurs at different times, the total drawdown of both instruments will be less than the sum of drawdowns of individual instruments. Therefore the total recovery factor will be greater than the recovery factors for individual instruments. The margin is the same as it would be if the 2 EAs were running on different accounts.
You don't refuse to work using multiple EAs, reasoning that you need more margins for multiple EAs. More margin, but more profit.
khorosh:
То что большая часть времени профит в минусе неважно. Важно то, что если максимальные просадки на каждом инструменте возникают в разное время, то суммарная просадка по обоим инструментам будет меньше суммы просадок по отдельным инструментам. В связи с этим суммарный фактор восстановления будет больше чем факторы восстановления для отдельных инструментов. Моржи столько же, как и в случае, если бы эти 2 советника работали на разных счетах.
You don't refuse to work using several EAs, reasoning that you need more morge for several ones.
I disagree, and I wish you would check and make sure it would take twice as much depot!
I reply to the addendum in the same way, check it out! I always have one EA on Real and the next version is refined on Demo! I don't see any sense in keeping two on the Real! I'd rather have one!
I disagree, and I wish you would check and make sure you need twice as much depo!
I disagree, and I wish you would check and make sure it would take twice as much depot!
I reply to the addendum in the same way, check it out! I always have one EA on Real and the next version is refined on Demo! I don't see any sense in keeping two on the Real! I'd rather have one!
And for nothing. You know the concepts of risk diversification and portfolio trading. I advise you to familiarise yourself with it and take it on board.