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darwin discussion

  • #201
  • Sep 28, 2024 9:28am Sep 28, 2024 9:28am
Quoting CashBox
{quote} Are you allowed to copy trade from Apex to Darwin or vice versa? If so, on which trading platform? If it's just a matter of me being able to continue to click one button with copying that to multiple accounts/platforms and just add Darwin to the trade copier (at their preferred risk) then I'm interested.
//----

pipmaster would be better qualified to answer that.....

a couple pot holes quickly come to my mind.......

all platforms do not use the same tickers...... not sure how that would be handled.....

darwin zero essentially has no rules..... it's real life trading..... you can hold overnight, weekends or months...... you can dca...... you can buy the ym and sell the nq...... you can be as inconsistent in contract size as you want..... you can trade news..... there is no following drawdown..... and more differences.....

copy trading with such vastly differing rules would be a coding nightmare......

the darwin concept itself would be intolerable for many of us.... darwin is better suited for people that plant pecan trees......

and how many do that.....h
to trade and code, keep both simple... no call to impress....h
  • #202
  • Sep 28, 2024 1:35pm Sep 28, 2024 1:35pm
Quoting hayseed
{quote} //---- pipmaster would be better qualified to answer that..... a couple pot holes quickly come to my mind....... all platforms do not use the same tickers...... not sure how that would be handled..... darwin zero essentially has no rules..... it's real life trading..... you can hold overnight, weekends or months...... you can dca...... you can buy the ym and sell the nq...... you can be as inconsistent in contract size as you want..... you can trade news..... there is no following drawdown..... and more differences..... copy trading with...
You can copy a personal account, such as amp, or any who use MT5.
Unfortunately, Darwinex does not offer Quantower (which I use with the props), Ninja, Tradeovate, etc and the props do not offer MT5
  • #203
  • Sep 29, 2024 11:22am Sep 29, 2024 11:22am
Quoting hayseed
i am learning darwins initial individual d-leverage per symbol
Yes, this seems to be one of the core metrics that determines how large a position is opened. I've already watched some of the videos and documents about the calculations behind the risk engine, but some things are still unclear to me.

Do you know whether there is an exact formula that can be used for the calculation with which you can estimate in advance at which D-leverage value / position size a position is opened in the DARWIN in contrast to the signal account? Since no stops are taken into account, I assume that only the max. leverage x equity is used to calculate this, but how exactly is still beyond me.

I would like to know what I have to do to get an identical risk multiplier of 1x (Darwin Risk) for a position that is opened in the signal account and the same position is then opened in the DARWIN.

Example:

Signal Account
Equity: 10,000 USD
Max. Leverage: 100:1
1 BUY @ 1.00 lots at 08:00 GMT.
Take Profit: 10 Pips ; Stop Loss: 10 Pips
Profit/Loss = $100.

Here it's easy to estimate what you will get (provided the prices at which you open/close a position are respected by the market/broker).

DARWIN
Equity: 10,000 USD
Max. Leverage: 30:1
1 BUY @ X lots at 08:00 GMT.
Take Profit: 10 Pips ; Stop Loss: 10 Pips
Profit/Loss = X

I don't know what I'm getting here. It may be that a position is opened at x0.88 of the actual position size, which leads to a reduction in my expected profit or loss, or it may be that the position is opened at x1.88, which in turn would lead to a significant increase in my expected profit or loss.

Darwinex advertises that there is no interference with a trader's individual trading style (which may be technically true), but you are still essentially subject to the will of a "risk engine", which in turn severely limits your expectations (even if not directly the trading style).
  • #204
  • Sep 29, 2024 1:01pm Sep 29, 2024 1:01pm
Quoting Noisy
{quote} Yes, this seems to be one of the core metrics that determines how large a position is opened. I've already watched some of the videos and documents about the calculations behind the risk engine, but some things are still unclear to me. Do you know whether there is an exact formula that can be used for the calculation with which you can estimate in advance at which D-leverage value / position size a position is opened in the DARWIN in contrast to the signal account? Since no stops are taken into account, I assume that only the max. leverage...
//----

i have requested ftp access...... not sure if i'll get it due to being in the states.....there are roads around that but prefer not to travel them.....

i'm working the d-leverage backwards until/if i receive ftp access permission..... we can figure a rough but fairly accurate formula simply by observation.....

d-leverage changes during the day based on the eurusd volatility...... calculating the eurusd volatility per hour per day we could derive a minimum and maximum..... if we assigned the lowest hour of the lowest day as 1 and we could then apply that.....

typically a single 6A_Z contract carries a d-leverage between 0.07 and 0.14...... it varies..... same for 6N_Z.....

a 6N_Z and 6B_Z open at the same time would be around 0.13...... at the london open or new york open, those numbers will rise relative to the eurusd volatility rising.....

a RTY_Z would run normally 0.11.......

a YM_Z might be 0.18...... a few hours later it might be 0.60......

those numbers can be many multiples higher.....

as example, a single NQ_Z carried 1.79 at 00:10.....

a totally acceptable position now might a few hours later be completely unacceptable...... that is how and why the risk engine trims back it's trades......

it wants to maintain a particular var to protect the investor......

my goal is to have darwin triple the size of my trades...... or more.....h
to trade and code, keep both simple... no call to impress....h
  • #205
  • Sep 30, 2024 8:57am Sep 30, 2024 8:57am
Quoting hayseed
it wants to maintain a particular var to protect the investor...... my goal is to have darwin triple the size of my trades...... or more.....h
Leaving aside the exact calculations of D-Leverage. As I understand it, the risk engine is trying to achieve/maintain a target VaR of no more than 6.5% per month. The closer you are to this value with the signal account, the more similar the results of this strategy should correspond to those of the DARWIN? So a strategy that would correspond to the monthly target VaR of exactly 6.5% should therefore give you 1:1 the same results as in DARWIN and thus a position size multiplier of 1x when opening new positions?

In practice this is probably not achievable. So I'm just wondering what should be done to ensure that the results in terms of return/drawdown that are achieved in the signal account are as similar as those in the DARWIN. I haven't even bothered with FTP yet, I have no idea what additional data/benefits you get with it.

It seems as if DARWIN currently offers me no advantages to achieve my goals (to achieve a "predictable" minimum income in X amount of time).
  • #206
  • Edited 3:13pm Sep 30, 2024 1:50pm | Edited 3:13pm
just received word that the ftp access is *edit* not available to those living in the sportsman's paradise......

oh well...

allocation decision, t- 2 hours 13 minutes.......h

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to trade and code, keep both simple... no call to impress....h
  • #207
  • Oct 1, 2024 5:56am Oct 1, 2024 5:56am
Quoting hayseed
just received word that the ftp access is *edit* not available to those living in the sportsman's paradise...... oh well... allocation decision, t- 2 hours 13 minutes.......h //----- {image} //------ {image}
What about the API?
  • #208
  • Oct 2, 2024 3:26pm Oct 2, 2024 3:26pm
Quoting Noisy
{quote} What about the API?
//-----

you must be granted ftp permission for the api to be any value..... i was just wanting a deeper understanding of the metrics......

they have put in years of effort in seeing into trading habits..... being able to see what they see would allow me to improve at a faster pace.....

a minor habit change today can vastly improve tomorrow......h
//------


https://help.darwinex.com/raw-darwin-data-user-guide

//----

https://api.darwinex.com/store/

//----

https://www.darwinex.com/data/darwin-data

//-----

Inserted Video


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Inserted Video
to trade and code, keep both simple... no call to impress....h
  • #209
  • Oct 3, 2024 9:12am Oct 3, 2024 9:12am
Quoting hayseed
you must be granted ftp permission for the api to be any value..... i was just wanting a deeper understanding of the metrics...... they have put in years of effort in seeing into trading habits..... being able to see what they see would allow me to improve at a faster pace..... a minor habit change today can vastly improve tomorrow
Yes, then that doesn't help. I thought the data you needed would probably be available without an FTP / Darwinex Classic account via the REST APIs offered.

As far as I understand it, the Darwinex D-Leverage value of a position in a DARWIN is essentially formed from the nominal leverage used, asset's volatility, correlation and duration as described here: https://help.darwinex.com/d-leverage. This D-Leverage value then determines the position size at which the position is opened in the DARWIN in contrast to your own position in the signal account.

Apart from Darwinex Zero where everyone has the same starting equity and the leverage of the available instruments are all the same, this may be even easier to estimate. But let's say you want to trade your own account with possibly different leverage / equity because you want to trade a classic live account from Darwinex or want to link your account from another broker, then assessing your own risk with a position becomes even more difficult. Because here you could have completely different values in terms of the available equity or leverage.

A kind of DARWIN risk manager for MT4/MT5 would be helpful which could suggest/display what size to open a position to get X Darwin Risk multiplier (since stops don't play a role anyway). At least in the case of a market order that takes the current point in time into account. With pending orders this would probably be even more difficult because you can't necessarily predict when they would be triggered and in the meantime, the risk engine could come to completely different calculation bases again. This still wouldn't guarantee that you get the same result with a position in the DARWIN as in the Signal Account since the risk engine could also make changes during the course of a position, but at least it would be a start.

Anyway, have a nice Sunday.
  • #210
  • Oct 26, 2024 6:03am Oct 26, 2024 6:03am
pretcher said once, 'manage your positions or the market will manage them for you'.......

spent most of this month working power restoration in st pete area of flordia......

should have closed all trades...... did not...... trading suffered..... spilt milk...... pretcher was right....... move on.....
//------

unless things turn for the worse, next 30k allotment will be granted 11/1/24...... slight chance of 40k, but hardly worth the consideration...... assuming 30k is granted, total will be 60k...... each allotment is for 90 days.....

progress should quicken with each passing month ........ the lessons learned, mistakes corrected, and entys/exits refined should see to that.......

fwi...... noticed my risk adjustment fell from around 1.9 down to 1.67 couple weeks ago..... likely due to a drawdown getting away while not staying focus on trading.....

next week would be better spent preparing for november...... getting back on the tracks......h
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to trade and code, keep both simple... no call to impress....h
  • #211
  • Edited 8:34am Oct 26, 2024 6:53am | Edited 8:34am
Quoting hayseed
pretcher said once, 'manage your positions or the market will manage them for you'....... spent most of this month working power restoration in st pete area of flordia...... should have closed all trades...... did not...... trading suffered..... spilt milk...... pretcher was right....... move on..... //------ unless things turn for the worse, next 30k allotment will be granted 11/1/24...... slight chance of 40k, but hardly worth the consideration...... assuming 30k is granted, total will be 60k...... each allotment is for 90 days..... progress should...
Can you pinpoint exactly where on that chart your "trading suffered." ?

Being in the top 10% really doesn't hurt. Does it?
  • #212
  • Oct 26, 2024 9:23am Oct 26, 2024 9:23am
Quoting OutThere
{quote} Can you pinpoint exactly where on that chart your "trading suffered." ? Being in the top 10% really doesn't hurt. Does it?
//-----

no, i can not from that chart..... and given the current string of winning trades is now 56 with over 30k in profit, it would appear my statement was incorrect....... my last loss was 284$ on 10/8/24.......

this is a good example of where darwin carries monitoring type research further....... in darwins chart below, my time spent in Florida away from computers at the house is clearly visible, start to finish......

autopilot doesn't work well in futures....... no trouble pinpointing that.....h
//-----

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to trade and code, keep both simple... no call to impress....h
  • #213
  • Oct 27, 2024 11:11pm Oct 27, 2024 11:11pm
Quoting hayseed
{quote} //----- no, i can not from that chart..... and given the current string of winning trades is now 56 with over 30k in profit, it would appear my statement was incorrect....... my last loss was 284$ on 10/8/24....... this is a good example of where darwin carries monitoring type research further....... in darwins chart below, my time spent in Florida away from computers at the house is clearly visible, start to finish...... autopilot doesn't work well in futures....... no trouble pinpointing that.....h //----- {image}
Your max dd suffered for sure.
  • #214
  • Oct 27, 2024 11:12pm Oct 27, 2024 11:12pm
It's really strange that this guys is in #2 position and has never received an allocation.
https://www.darwinexzero.com/darwin/OKMU/performance
  • #215
  • Oct 27, 2024 11:22pm Oct 27, 2024 11:22pm
Quoting OutThere
It's really strange that this guys is in #2 position and has never received an allocation. https://www.darwinexzero.com/darwin/OKMU/performance
That's because you don't understand how DZero works because you're too lazy too do the tiniest bit of research or listen to the experienced Darwin users.

This trader's calibration phase started in September meaning his Darwin Index would have been created October 1st so his first allocation will be on November 1st.

Your anti Darwin attitude is very similar to Trump Derangement Syndrome. It precludes you from seeing basic truths.

Consider yourself educated on how DZero allocations work.

You're welcome
Pride always comes before destruction.... -Proverbs 16:18
  • #216
  • Oct 27, 2024 11:27pm Oct 27, 2024 11:27pm
Quoting Expo33
{quote} That's because you don't understand how DZero works because you're too lazy too do the tiniest bit of research or listen to the experienced Darwin users. This trader's calibration phase started in September meaning his Darwin Index would have been created October 1st so his first allocation will be on November 1st. Your anti Darwin attitude is very similar to Trump Derangement Syndrome. It precludes you from seeing basic truths. Consider yourself educated on how DZero allocations work. You're welcome
Don't pollute this thread.

My apologies to op for baggage that dragged itself here.
  • #217
  • Edited Oct 28, 2024 12:18am Oct 27, 2024 11:57pm | Edited Oct 28, 2024 12:18am
Quoting OutThere
{quote} Don't pollute this thread. My apologies to op for baggage that dragged itself here.
A simple thank you will do

You asked a question that has been answered multiple times by others and that can be easily gleaned from DZero's website.

I was kind enough to take time to answer your question. I don't need an apology. I know you weren't raised without any manners

Again, you're very welcome.

PS. This thread is for those that want to learn about Darwinex. So it's not for you.
Pride always comes before destruction.... -Proverbs 16:18
  • #218
  • Edited 12:53am Oct 28, 2024 12:25am | Edited 12:53am
Quoting OutThere
It's really strange that this guys is in #2 position and has never received an allocation. https://www.darwinexzero.com/darwin/OKMU/performance
It will be interesting how much allocation he will get in just a few days.
I'm sure he is very excited after all that wait.

.

And his stats. Looks impressive.
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  • #219
  • Oct 28, 2024 2:19am Oct 28, 2024 2:19am
Personal Darwinex is going at a snail's pace.
They think they are calibrating me...
But I am calibrating them too.
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  • #220
  • Oct 28, 2024 2:33am Oct 28, 2024 2:33am
Quoting OutThere
{quote} It will be interesting how much allocation he will get in just a few days. I'm sure he is very excited after all that wait. . And his stats. Looks impressive. {image} {image}
According to DZero's allocation calculator it will be 265,000. However I don't know if it is true. I just plugged in his numbers.

https://www.darwinexzero.com/capital-allocation
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Pride always comes before destruction.... -Proverbs 16:18
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