Drawdowns safety

Viewing 15 posts - 1 through 15 (of 32 total)
  • #148822

    I need that when the system is in maxprofit and an operation fails, the following operations are with half the money, until the system exceeds the maxprofit again

    #148834

    You are not able to partially close an automated trade, it has to be for the total amount, I think it is a broker (IG) restriction rather than a PRT one

    #148842

    Ni partially close operations.

     

    Nexts operations with 50\100 money.

    And when the system go to Maxprofit new 100\100 of Money.

    #148900

     

    #148910

    There you go:

     

    #148911

    Ok Roberto, thanks.

     

    I  insert your Code and i say tomorrow.

     

    Much thanks!

    #148912

    Thanks Roger, so.

    #149003

    Ok boys … a problem.

    My system climbs positions, when it gains trades the following trades trades with more, when it loses trades the following trades trades with less.

    What I want is that when the system reaches maxprofit, if it loses a trade, it trades with half the money used IN THE LAST TRADE.

    And that it operates with half the money that again manages to place itself above the maxprofit.

    #149014

    Make an example, please.

    #149044

    The graphic!!!… ?

    #149060

    Text is enough

    #149086

    See if I can explain it.

    My system starts trading at € 1 pip.
    When you win a trade, the next trade is at € 2 pip, and so on.

    But, as in any system, some operations fail.
    What I want is that if an operation fails, and for example, that operation was at € 10 pip, the following operations are with half, at € 5 pip in this example, until the system exceeds the drawdown.

    Once the drawdown is over, I want it to continue operating where it left off, at € 10 pip in this example.

    I think the graphic in the previous post is well specified.

    Thanks!

    #149149

    Why not just use some kind of MM that increases and decreases positionsize according to strategyprofit? Why reduce by 50% if it’s only one loss? Might start winning again the next day. I think better to reduce proportionate to the size of the loss. If you lose again, it will go down further, but also go up more gradually without waiting until it clears the drawdown.

    #149162
    I tell you NONE.

    I have a bot that was working very well, but it has had a significant losing streak in the last few months and that I did not expect.

    This bot has a very good MM.
    When he gains operations he operates with more money, and when he loses operations he operates with less.
    The problem is that he has had a bad streak and after earning € 2,500 in one year, he has a drawdown of 75% right now.
    A fact that I can assure you, did not even cross my mind.
    For 9 months his hit rate has been 92%.

    On the one hand, I think it is something merely circumstantial, due to the thick lateral in dax of the last 3 months.

    But of course, I would like to solve this problem, so that when I am in drawdown I lose less money.

    I tell you NONE.

    I have a bot that was working very well, but it has had a significant losing streak in the last few months and that I did not expect.

    This bot has a very good MM.
    When he gains operations he operates with more money, and when he loses operations he operates with less.
    The problem is that he has had a bad streak and after earning € 2,500 in one year, he has a drawdown of 75% right now.
    A fact that I can assure you, did not even cross my mind.
    For 9 months his hit rate has been 92%.

    On the one hand, I think it is something merely circumstantial, due to the thick lateral in dax of the last 3 months.

    But of course, I would like to solve this problem, so that when I am in drawdown I lose less money.


    Ideas welcome! 🙂
    #149184

    Ideas welcome!

    Monitor every few days in Live and re-optimise when performance differs from backtest results.

    I ‘weed my portfolio’ at least every weekend … even in Demo! 🙂

Viewing 15 posts - 1 through 15 (of 32 total)

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