Author Topic: BEST WAY TREAT EA Portofolio : Risk Weighting, 12 Curency porto. Keep optimizin  (Read 134 times)

Offline bismillahwd

  • Sr. Member
  • ****
  • Posts: 656
  • Private Trader Still - Hedge Fund Soon
ST WAY TO TREAT EA Portofolio : Risk Weighting, 12 Curency porto. Keep optimizing fo curvefitting all time??

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

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!

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

But at least with Portfolio Analyzer you should had it, 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 Portofolio 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

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!
Client Profit, me profit

Every one happy

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




updated announcement for signal copier :
i put info too in Signal Start Info :

"Hope u are using the most similar broker to get price feeds as master copier

note : Alpari RU and Alpari INT are similar feeds, Peppertsone and ICmarkets is good also, Maybe Tickmill too.

Just check slippage and ping times in Slippage Tab in here (upsthere)
Alpari Int (Risk Moderate)!tab=slippage

But this one is better :
Alpari RU (Risk 3 Times)!tab=slippage"

Online diyforexskills

  • Verified Vendor
  • Hero Member
  • ***
  • Posts: 2423
I am happy doing the "curve fitting"; after all is said and done, that is what happens when we optimise.

But I don't understand what you are doing when you write:

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

Can you give us an example? Is the portfolio analyser you use the one from Quant?

DIY ProTrader Signal Service

DIY DuoTrader Live

Information, rebates and products -


browse forum

* Recent Posts

Re: DIY Frequent Trader by diyforexskills
[Today at 05:04:57 AM]

Re: EUR/USD by drunkfx
[November 26, 2021, 05:20:52 PM]

Re: Which is the best trading platforms by drunkfx
[November 26, 2021, 05:18:34 PM]

Re: EUR/USD by Eliza Abrams
[November 26, 2021, 02:57:37 PM]

Re: Edge Miner EA by Forex21 by Ron
[November 26, 2021, 01:19:20 PM]

Edge Miner EA by Forex21 by taru
[November 26, 2021, 07:30:23 AM]

Re: What's your favourite currency pair to trade? by fxopen78
[November 25, 2021, 10:38:59 PM]

Re: EUR/USD by fxopen78
[November 25, 2021, 10:35:40 PM]

Re: EUR/USD by drunkfx
[November 25, 2021, 06:00:09 PM]

Re: What's your favourite currency pair to trade? by drunkfx
[November 25, 2021, 05:58:37 PM]