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Risk Weighting, 12 Curency porto. Keep optimizing fo curvefitting all time??

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rachmat sadikin

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2 years ago #275031

Im a MAM and PAMM manager trading in multi broker house

We hoping to built system as robust as posible
so we can leave it alone 24/7/365 days

but what i found is
https://strategyquant.com/forum/topic/oot-anyone-ea-optimizing-wfa-walkbackward-analysis-curvefit-robbust/

Yes, there no such a thing as WFA robustnest guarantee,
If WFA posible as out of sample,
So Does WBA , Walk Back Ward Analysis, its still out of sample

Do it with your TICK DATA broker that differ EACH!
Live Spread, Slippage Simulation,
YEAHH! Thats when OUR Wife started to leave us by ourself never going out in weekend!
LMAO

This is where our duty END statistically whatever tools and coding we do!

But at least with Quant Analyzer we can find projection in monte carlo, if our system is already breach the max drawdown and stagnant area

NEXT !!!!!!!!!!!!

I have simple Solution wich i practice and work in live trade!
We dont need recode EA changing strategy multiple times!

Just Curve Fit The RISK Weighting for Each Curency!
And Use Monte Carlo back for predictig Worst Case Scenario

The logic is KISS Keep it simple and stupid :
Whatever we did to Our Strategy is traning the system to be adapt with each Curency
Each curency depent on Fundamental decicission
Thats where Pattern began and change
Drawdown and stagnatn period happened during those change

But not every country curency or CFD had the same moment of fundamental change,
Even in Covid 2020 era
If we had 12 curency running! 4 in Drawdown moment that those country still doing some policy to do. lets say 8 running Good !

We lowering the risk of the 4, until those 4 went back on track
We rising the risk of the rest of 8, until they start going wrong by our statistic measure

But Use Quant Analyzer as your bench mark on the New Curve fitted Risk,
So we know, if WCS breach, we do Re-Curvitting more!

This is never ending Cuve fitting i know, Exhausting right?
But, believe in me, i know you guys never leave your PC, desktop etc, even you have already had 24:! Profit factor system

So,
By doing this way, I climbing up the roller coaster faster than the MonteCarlo WCS Worscasescenario

Thanks God!

My Private MAM keep going strong in this Covid and Coin transistion Era
And Now im living bigger from FX rather than my Automotive Business

I eat MAM nd PAMM Fee bigger than my own profit!

Thanks! Strategy Quant!

Just My 2 Cent!

NB : NEver publish your strategy description detail in any forum, even to calm down or supporting client there
Brokers do spy on us, and silly things like 15-25 pips slippage always happened after i reveal some algo change in any forum and social media

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Full Algo Trader
I dont believed in a system that didnt proven statistically!
Thanks Strategy quant!

Strategy : Reversal Entry Trading System,
Since 2011
80% Technical, 20% Fundamental
That always Adapt to Latest Market Condition

The System Always updated with walkforward analysis
The Break Even Point done in 1 month with surpressed DD under 35%

No Grid No Martingale
Just Individual TP and SL
Our Target Dailly Gain 3-5 percent

We Show, Not Tell

You Must Use Low Spread ECN or STP Broker,
Any other that EURUSD average dailly under 0.7 Pips is better

Happy Trading

--------------------------------------------

Never judge our decission by Greed n Fear,
This is trading, this is business, this is STATISTIC

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