Well, i think the right word is more like "quant" (or "strategist"). ;-)) Clearly, if you trade a system where you allow only short (or long) entry, for sure your position can grow very high (you are essentially <B>"martingaling"</b>, which will lead to account liquidation). I am not sure what you are referring to, contact me via email or Skype to see in detail what you mean. Tom
Yesterday yen had a large spike. I did not have consequences in the mini folio, as i am not trading it. Most lucky performers are SI and CL. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3125390" width="1200" /> I had some ideas for new strategic rules. Such as giving the possibility to the trending scalp to grow with the trending position by a given factor. I have to test it, to see if beneficial to the hedging game. ;-) Tom
The <b>micro</b> folio instead had the MJY, so had some consequences, loading up positions ("drawdown = investment") and then taking profit: <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3127364" width="1200" />
In particular, this is what happened to MJY. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3127641" width="1200" /> (as we already know, vertical red line is a rollover instant) This is also an interesting table from CME with E-micro Futures Contract Specs: http://www.cmegroup.com/trading/fx/files/FX-241_Emicro-Forex-Sell-Sheet.pdf Tom
As far as I understood from your web site, you developed GBot by yourself. Are you going to sell your back-testing software or open source it ? I am not talking about the strategies you developed, just the back-testing software.
Thanks softdown for asking. My main focus on this thread was discussing new strategic rules, especially hedging mechanisms, with you experts of ET. I consider invaluable the feedback of you people. For this reason, and to honor this excellent site policy, i kind of avoided to make statements in the direction of "advertising" this project. Although i am not and i don't even plan to "sell" it (in the sense of "selling lincenses"). Besides, since i am continuosly working on it, probably it would not even make much sense. Infact, as you probably have got, i am letting anyone interested experience it (freely). If you have questions on the project itself, or any other which is not much related with strategical aspects, i guess we might more appropriately discuss them privately. Feel free to contact me via email or skype. Tom
Just restarted a new session (15 hours). SI and CL grabbed rapidly some scalps (exceeding 4K). (on suggestion by Pocket, added NKD to see if gets wilds and study the hedging rules. No discretionary bounds defined) <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3129286" width="1200" /> Have also added some rule to expand the scalps with volatility, which need to be verified (i am simultaneouly running simulations to find the best rule interactions). Tom
Raised another K in the meantime. Most lucky performer is SI. Sooner or later we should see a vast dd and some inversion ... ;-) <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3129873" width="1200" />
Mini folio is proceeding so far with some good luck. It shut down around 10:20 to allow moving the game with mkt. <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3130428" width="1200" /> Tom