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 

https://www.mql5.com/en/forum/370289

 

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!

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