BEST 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 , 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!
LMAO
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
So,
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