Recent Content by yoriz

  1. Monte Carlo Simulation on Portfolio of Multiple Strategies

    Having a fixed statistical calculation as opposed to a computationally heavy, probabilistic simulation is certainly a plus. I will have some...
    Post by: yoriz, Mar 20, 2024 in forum: Strategy Building

  2. Monte Carlo Simulation on Portfolio of Multiple Strategies

    Yes, that is what my intuition tells me. Hence, I don't want to consider each trade as independent and rather look at them as clustered events....
    Post by: yoriz, Mar 18, 2024 in forum: Strategy Building

  3. Monte Carlo Simulation on Portfolio of Multiple Strategies

    Thanks for all the valuable feedback so far. To answer Elf's last question first, this is one single strategy that has a few input parameters...
    Post by: yoriz, Mar 18, 2024 in forum: Strategy Building

  4. Monte Carlo Simulation on Portfolio of Multiple Strategies

    In the book "Trading Systems" by Urban Jaekle and Emilio Tomasini that is what they call Monte Carlo analysis (chapter 4.2). What do you consider...
    Post by: yoriz, Mar 17, 2024 in forum: Strategy Building

  5. Monte Carlo Simulation on Portfolio of Multiple Strategies

    Yes, that is a good way to compile a collections of strategies into a portfolio. But how do I then measure the performance of that portfolio? Can...
    Post by: yoriz, Mar 17, 2024 in forum: Strategy Building

  6. Monte Carlo Simulation on Portfolio of Multiple Strategies

    Single Strategy Monte Carlo When testing a strategy, the absolute profit of a strategy does not say much. We can simply turn up the volume (aka...
    Thread by: yoriz, Mar 16, 2024, 15 replies, in forum: Strategy Building

  7. Copytrading: What are your thoughts?

    I agree. I don't see how one could learn from watching a robot or human trade without knowning how/why trades are opened/closed. Therefore, I am...
    Post by: yoriz, Apr 13, 2023 in forum: Forex

  8. Copytrading: What are your thoughts?

    Interesting! Are you watching the charts more while copy trading, or are you studying what the robot does? How are you learning?
    Post by: yoriz, Mar 22, 2023 in forum: Forex

  9. Zero leverage Forex Trading.

    Indeed, so make sure your strategy has an "edge". In this example, OP had only -0.5% drawdown, so that gives room to dial up the volume.
    Post by: yoriz, Mar 18, 2023 in forum: Forex

  10. Zero leverage Forex Trading.

    Pity you didn't use the 10:1 leverage Oanda gave you. You would still only have -5% drawdown, but would have made +200% per year (assuming daily...
    Post by: yoriz, Mar 13, 2023 in forum: Forex

  11. Zero leverage Forex Trading.

    Slippage eats up a bit of your profit in pips. An entry and exit 20 pips apart, at 2.5 pips slippage each gives you 15 pips profit. So double the...
    Post by: yoriz, Mar 13, 2023 in forum: Forex

  12. Copytrading: What are your thoughts?

    I am confused?! How does one master the trader's mistakes if you are copy trading? It is basically a "black box" you can't see inside. You only...
    Post by: yoriz, Mar 13, 2023 in forum: Forex

  13. Zero leverage Forex Trading.

    I thought this thread was about not using any leverage, but going by your screenshot you are using 1:10 leverage (your Position Value is 46,635...
    Post by: yoriz, Mar 11, 2023 in forum: Forex

  14. Copytrading: What are your thoughts?

    Depends on your goal, obviously. Do you just want to make some money? Then copy trading *might* work for you, although I am skeptical given the...
    Post by: yoriz, Mar 11, 2023 in forum: Forex