Jan 1996 to Jan 2010
Source:
As a value investor Buffet's strategy suits convergence where diversification doesn't work. With divergence, diversification is essential.
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Is Grid Trading (combined trend following and counter trend) Profitable? 3 replies
Making a good diversified portfolio 10 replies
Diversified EA Money Management Code 10 replies
HAMA PAD - A Simple Trading Approach 7 replies
Trading a (semi) automatic approach...but want more 11 replies
DislikedHello Copernicus, I just want to make congratulations for you thread, I am a pretty Newbie trader, it is old onalmost years two the market. It is 15 days I am reading your post from #1, I am now at #100 and still going on studying and testing. I like your scientific, clean and accurate way of thinking. I found a lot of knowledge in your thread and a way to grow up as a treader. Keep following you hoping soon to reach the last post , hoping one day to become aknowledged as you. I am as background an engineer so I like rigor and clean thinking Have...Ignored
Dislikedohh i just noticed since 2016 you DD is also far less, that could be the reason of low gains since 2017..... were you doubling up on your looser since 2000 till 2015 as trade management way ?Ignored
Disliked{quote} The trade results displayed above were non-compounded (profits not reinvested) ....hence the reduction in drawdown over time.....but yes....... last 3 years has been pretty ugly but seems to be picking up steam in last few months for FX. The strategy (displayed above) is a composite of 150 trend following systems across FX (Majors and crosses plus XAUUSD and XAGUSD). Single trades, no pyramiding or averaging. Just simple strategies that cut losses short and let profits run....but lot's of them. It has been a better story for FX since 2014...Ignored
Disliked{quote} what position sizing you are using?? are those size constant % of your account per trade ?? around what TF you are trading and approx what pips are targeted to achieve keeping in mind ??Ignored
Disliked{quote}last question how do you manage your trades ??? is little edge with n numbers of trades over time (which is getting averaged) is only reason in growth of your capital ?Ignored
DislikedHello Copernicus, thanks for kind answer. I have a question, it maybe too much from novice but i try: As i told you i have read only the first 100 thread... What do you use for backtesting? Do you have built an EA on MT4? I do not think so because you do not use it or you use Python? Because only with the excel you can't take care of all parameters ( Donchian break out mostly) STD is ok with excel but the rest??? , i ask you this question because i saw the graph of the result of back testing even at the beginnig of the thread, i wish to back test...Ignored
DislikedMorning N :-) {quote} For that example, I was using fixed lots across the time series according to the following sizing (in yellow below). This is all traded on the Daily timeframe with an average hold per trade of 30.2 days. No pips are targeted. Every strategy is unbounded with trailing stops....no profit targets are used. I am hunting anomalies with these techniques. {image} No martingales used. Each strategy cuts losses short and lets profits run with full risk release each trade. The portfolio comprises 21 separate sub portfolios (markets)....Ignored
Disliked{quote} nice. really thank you for all the information .. in past even i did tried to trade many pairs at same time but the problem was in fx across 28 standard pairs if i used to open more then 4 pairs then most of my trades used to get hedged to each other or my basket used to get over exposed on 1-2 currencies and with times handling all pairs manually was too much confusing as single separate currency changes its direction in time so adjusting all its cross pairs was totally messed up for me as i used to trade on h1 TF. might possible you have...Ignored