Hey Samuel,
Thirst of all thank you for you’re respond to our topic, and those long answers.
Good to here im not too crazy with my 20 % target 😀
i was before 3 weeks in profit. I restartet because my friends joined. We will share our results with the fxblue accounts, 2 are now startet a bit lately because of no time to setting up. And we will stick to demo for 3 Month and wait for consistency thank for you’re advise!
Two of us will go with the standard plan. The other will do his slightly configured plan. I already tell him to join here also as a voice in this forum and tell us more about his other configured plan. He is on the way. My other friend is a compleet beginner. So of course he will also join here and tell us his sight also from the plan too.
Answers to youre second Post:
3 – How can you avoid that a strategy in LIVE goes directly into a loss phase.
Absolute right it is the overall performace which is important. Yes i already got a bit finer with the Filer 1 & 2 Prozess. Now are a profit factor of 1.3. Before was 1.2 Also we searching for the lowest drawdown always.
4 -When the trend changes, our strategies are also adjusted. Or do we stick to a 1 month rhythm?
Okey no changes till next month, got it!
5 – How often do you add new strategies to the pool? And how do you avoid duplicate strategies in the pool itself.
With the Checkbox, resolver corelations in the collection. Thank you.
New approaches:
1 We have chosen to reach the 20% target. we have chosen 3 strategies instead of 2. The risk is still within limits. How many strategies per time unit and asset do you use? (See table below)
In the table the risk is calculated via Absolut Drawdown amount in the last month. Then i got also the average. Because most system hast other drawdown times. I use for a 3600 Account 0.01 Lot for each system. Total of 36 system the maximum amount of possible lot size is 0.36 Lot. In this EA’s constellation the maximum drawdown should be around 5 %.
2 We are currently testing with 1 strategy, with 7 weeks instead of 4 weeks, on the grounds that we think the performance is more stable if we choose a wider time period for filtering. We tested this and found that the sweet spot is somewhere between 6 – 8 weeks. What are your experiences with rebalancing the portfolio, what intervals do you have? (See table below)
This will the us my friend.
Updates will follow soon!