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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
DislikedKarma Variations on EURUSD We are starting to get a logical narrative by testing the options. Here is where I am at currently. The better options need to be crunched across the portfolio and across a long time series when the EA is fully complete. The MAR is what we are after. Interesting that the KAMA cross on 30 min plus 2000 Donchian is our closest proxy for EDTT and it appears to do very well in comparison. This may offer some hope in our direction we take with Instant Karma. Same as EDTT.....stay out of the shit and only strike when excursions...Ignored
Disliked{quote} I arrived at the same conclusion comparing my manual testing from yesterday on copper and today's EA testing. Significant lows/highs as a filter make complete difference. As between night and day.Ignored
Disliked{quote}Also we can add hard SL option, as sometimes price moves so fast, that it makes loss larger than expected max risk. In the event similar to Swiss Franc depeg in 2015, we will lose much less, than waiting for cross back.Ignored
DislikedWe have been fishing for the past few days with some nibbles and lot's of false hooks.....but we may be on a game changer with the approach described in the last post R. It is blowing EDTT away. Still need to test across a broad universe once the EA is finalised.....but the results of the adapted technique are just too materially different to be random chance. The best thing is that this appears really powerful and we can still keep EDTT as this is clearly going to offer correlation benefits.:-) I never got this with EURUSD on EDTT over the same...Ignored
Disliked{quote} Great stuff! If this is the way to filter the noise, it can be used in any time frame, because main disadvantage is the capacity in these small time frames. What value of ATR you use for 5m and 30m? I don't think it is daily ATR?Ignored
DislikedResults {image} {image} EURUSD 1 Jan 2016 to 30 April 2018 Position sizing based on fixed risk of $500 but no stops - Performance exit only CAGR 5.37% Max Draw 2.88% MAR 1.86 How do you like them apples R :-) Notice the equity curve and no reliance on a single major outlier. This is a different game to EDTT and I am liking it. Tomorrow if I have time I will put my best and worst in EDTT to the test and see how this copes. I am knackered mate. Cheers till tomorrow.Ignored
Disliked{quote} Impressive! Am I getting this right: You are using KAMA cross only for exiting the trade (on M30 resp. M5), but the entry will alway be a new high or low on the M30 with the Donchian 2000?Ignored
Disliked{quote} That's it S in a nutshell :-) A slight nuance however is that all trade activity is actually conducted on M5 based on the close of the M5 bar..... as we synchronise entry on M5 for both M30 trades and M5 trades but my filter is the M30.....if that makes sense. Below is a visual way to hopefully get across what I mean. Let me know if this is sufficiently clear. I better hit the sack mate. Cheers C {image}Ignored
DislikedHello I have a noob question , how do you calculate the position size using only ATR ? for example : 10000$ account , 1% risk , current ATR(14) = 0.0014.Ignored
DislikedResults {image} {image} EURUSD 1 Jan 2016 to 30 April 2018 Position sizing based on fixed risk of $500 but no stops - Performance exit only CAGR 5.37% Max Draw 2.88% MAR 1.86 How do you like them apples R :-) Notice the equity curve and no reliance on a single major outlier. This is a different game to EDTT and I am liking it. Tomorrow if I have time I will put my best and worst in EDTT to the test and see how this copes. I am knackered mate. Cheers till tomorrow. https://www.youtube.com/watch?v=HFfh...xS99D_nWZI2EwT...Ignored
DislikedHello I have a noob question , how do you calculate the position size using only ATR ? for example : 10000$ account , 1% risk , current ATR(14) = 0.0014.Ignored
Disliked{quote} Hi MP. I am just hitting bed....and if you don't get a response from anyone...then I will respond tomorrow mate. Must sleep get....words can't muddled :-) Cheers mate :-) CIgnored
Disliked{quote} So let's say this is 14 pips ATR. Your theoretical SL from entry should be 14 pips and with this SL, you risk 1% of your capital i.e 100 USD. You can use hard SL or not, but this is how you calculate your position size. You can use some calculator online to make it easy. Like here: https://www.babypips.com/tools/position-size-calculator Also if you are new, please read whole course there - it is free. I am using EA for calculating positions https://www.mql5.com/en/market/product/5398 for many years now and it is super...Ignored
Disliked{quote} Nice M. Totally agree mate and it appears that the heavy duty Fund Managers in the diversified trend following space also agree with this verdict regarding equities such as Nick Radge, and Andreas Clenow. They simply refuse to adopt short strategies in equities and most tend to adopt rotational absolute momentum strategies in this space. Clenow's book "Stocks on the Move" gives some great examples on how to deploy this natural long only bias...Ignored
Disliked{quote} Thanks Ramadas I appreciate it , that's what I thought too , what confuse me after reading your's and C the last few posts is your indecisiveness of using a hard sl as an alternative to ATR , but doesn't an ATR SL "as you described above" still be considered as hard SL keeping in mind that you're going to exit the position once youhit your max predefined risk levelIgnored