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Is this strategy good enough?


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Is this strategy good enough?

  #31 (permalink)
 baruchs 
Israel
 
Experience: Intermediate
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Quoting 
Now my question is what do you think will be the net profit and DD if traded on 20 instruments together?

This is the question from post #7.

Quoting 
To properly answer a question the question needs to be well defined...I dont understand the problem in supplying more information? Why the mystery?

Don't tell me that you need more data to answer correctly one part and make an estimate about the second part. There is no mystery, actually the numbers I gave I invented. I have real data that I will post after I get some answers. The "mind blow" will be only if you give an answer and then see the results.

Quoting 
"One more thing - this is very robust strategy. I don't want to explain yet what it means"

I explained it already in previous post.

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  #32 (permalink)
 
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 redratsal 
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baruchs View Post
This is the question from post #7.

Don't tell me that you need more data to answer correctly one part and make an estimate about the second part. There is no mystery, actually the numbers I gave I invented. I have real data that I will post after I get some answers. The "mind blow" will be only if you give an answer and then see the results.

I explained it already in previous post.

Sorry again you are still missing the point, this is one of your past quote "This is more appropriate post. Its not a shame to ask questions, I do it myself. What I hate is people making statements which they can not prove"

My question is I don't understand your point?

Your strategy is working with many instruments, so what ?
You don't need to answer with a non answer

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  #33 (permalink)
 
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 Linds 
Victoria, Australia
 
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baruchs View Post
This is the question from post #7.

Don't tell me that you need more data to answer correctly one part and make an estimate about the second part. There is no mystery, actually the numbers I gave I invented. I have real data that I will post after I get some answers. The "mind blow" will be only if you give an answer and then see the results.

I explained it already in previous post.

well no..to assess any method I need some basic information--PF, W% , av win and av loss. Short of that I personally cant properly assess a method. Anyway, I will await your mind blowing findings if you choose to elaborate.

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  #34 (permalink)
 
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 Trader.Jon 
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LukeGeniol View Post
I see max DD, so it looks like on a some date you have a loss of 1.8k, is not montly averaged.

Without lots more detail, that is also how I interpret the information.

Jon

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  #35 (permalink)
 
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 Trader.Jon 
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baruchs View Post
O.K.

Now my question is what do you think will be the net profit and DD if traded on 20 instruments together?

Baruch

If the instruments are well correlated _total_ DD at any one time could be a multiple of the average/instrument DD.

TJ

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  #36 (permalink)
 
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 ThatManFromTexas 
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@baruchs

I apologize if my sense of humor offended you. (Trust me... you are not alone... )

I offer you a simple solution; Most Forex "brokers" offer a practice trading account. Test your strategy in simulation mode going forward not back testing. Post your results and charts after a week, a month etc.

They can't argue with facts... oops... forgot where I was... yes they will ... but at least you will have facts not others opinion to decide with.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #37 (permalink)
 baruchs 
Israel
 
Experience: Intermediate
Platform: NinjaTrader
Broker: pfg
Trading: eminis
Posts: 323 since Jun 2009

To all of you who need more measurements to answer my question.
Assume a tight range for your preferred measurement (sharp ratio, profit factor...) from minus infinity to plus infinity.
Now with this valuable information can you answer:
What is the max. theoretical range (min/max) of NP and DD of the strategy (NP = 5K, DD=1.8K) if traded on 20 instruments with same results for each?
Anyone who answers correctly I'll buy him/her a bear.
Anyone else who wants to make an estimate is warmly invited.

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  #38 (permalink)
 
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 ThatManFromTexas 
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baruchs View Post
To all of you who need more measurements to answer my question.
Assume a tight range for your preferred measurement (sharp ratio, profit factor...) from minus infinity to plus infinity.
Now with this valuable information can you answer:
What is the max. theoretical range (min/max) of NP and DD of the strategy (NP = 5K, DD=1.8K) if traded on 20 instruments with same results for each?
Anyone who answers correctly I'll buy him/her a bear.
Anyone else who wants to make an estimate is warmly invited.


No bull...

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #39 (permalink)
 
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 Cogito ergo sum 
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Theoretically speaking the outcome can be anything you like, depending on your variables and type of model.

I find that I do not have sufficient information to provide a fairly accurate hypothetical answer.

E.g. Is your model ceteris paribus? Does your NP take into account interest rates (Debit, and Credit), if yes what rates do you assume? Is your account on margin? Lastly, what are these 20 instruments equities, fixed income products, options, futures, cds, etc.

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  #40 (permalink)
 
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 monpere 
Bala, PA, USA
 
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Quoting 
Now my question is what do you think will be the net profit and DD if traded on 20 instruments together?

The issue is the question is so vague, it makes any answer irrelevant. If 1000 people gave you answers, they would all be pulled out of the air, because there is not enough data to base an answer on. It seems you are playing a game of riddles to tease us, so you can go on to your 'mind blowing' revelation. Ok, I'll play, my answer is NP $25,000k, DD $0.25 .... Next

Question: 'How much wood would a woodpecker peck, if a woodpecker would peck wood?'
Answer: 'This much'

It's analogous to the original question

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