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BEST WAY TO TREAT EA Portofolio : Risk Weighting, 12 Curency porto. Keep optimizing fo curvefitting all time??

Nov 19, 2021 04:03 am
ORDequity User

ارسالها: 7
تاریخ عضویت: 24/10/2021

 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


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

We Show, Not Tell