For sure bad periods will happen. Charvo is also right that it is better that the bad period happen when you can pay the DD with money already banked as opposed to start with 3 months under water. But I don't fully understand your scenario. Let's ...

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At the beginning it is very true. We can only accumulate losses and unrealized profits. We expect a 500 pip runner to pay the debt. Not even sure it will happen. I think I'll have to kill some "potential" to pay for the "survivability". As I see it, ...

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Like AlbinaGrande said you can be trained by the best surgeron you'll become another surgeron. We will all have to own the method and adapt it to our personality, our goals and let's face it to our trading skills! Systems are fragile. Changing just ...

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Keep in mind that the key of the method is the huge RR. When you close 3/4 of the position the RR is divided by 4. A tradeoff between smoothing the result and growing the account.

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url Fez said he has approximately a winrate of 7% and a RR of 40. I made the maths in hit-or-miss, no SL trail to BE.

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I would even go as far as telling that "guts feeling" entry should do. But I share with the others the sentiment that Fez's entries are not at all just "good enough". I did make Graeme's challenge of the millipede thread (yes this training works!). ...

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Also I think it is important for the learners we are to understand the nuts and bolts of the method. Those boring maths have shown important points: - The method works. - You can't enter flipping a coin. - You cannot compound as much as with a small ...

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Sure enough. But I posted in another thread that the volatility of the trend is way smaller than the volatility of the price. And the volatility of the change of the trend is itself again much smaller than the one of the trend. So the trends are ...

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It becomes a problem of the definition for the word random. I uploaded the R file but it doesnt show... I change the mean by adding a gaussian random number to it. So it isn't bound. But it would be very unrealistic. In real market the trend and its ...

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I expected someone to ask for the MT4 template before page 5...

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lorbax here is a picture of what I mean. Both are randomly generated but the mean is slowly and randomly changing in the second one. Even if it is completely random they have a real trend (not a spurious one). Actually two. I don't mean the market ...

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I'm not sure I understand what you say. But perhaps the answer is yes and no. I would say that in this case the exact timing would be irrelevant but the estimation of the current bias is. Keep in mind that if the estimation of the bias, let's call ...

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Don't confuse random market and random walk market. For you example that's mu and sigma that change randomly. If you prefer it's not random like a coin you flip but like a biased coin which bias changes randomly (and quite slowly) over the time. The ...

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Interesting. So you prefer closing one of the largest positions rather than the same number of pips worth of several small ones. But this way you stay massively net short in the rising movement (from my example) as you only closed only 1 ...

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I've always wondered what is the best strategy to adopt? 1- Stay zen as a shaolin monk at watch your card castle fall down. That's the plan! 2- Close the counter trend swing because "you predict" the market will continue for a next HH (seriously you ...

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I understand your point but it can and does happen during clear trends made of nice HH and HL.

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One question Sir. Let's say you enter a nice down going swing. Not one big enough to take profit but sizable nonetheless. You will continuously add. All the longs die and a bunch of the shorts survive. At the bottom when the market start turning you ...

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You sound depressed today prox'. I think that the failure of your experiment is due to the fact that you try to predict the market. And also that you overfit your data... Unlike you, I don't think the distribution of the market is changing from one ...

Statistical mean of the market [quant corner]

I'm not putting emphasis on the leverage but on the percentage. Indeed 1% is 1% whatever the leverage. I'm just saying that for this method 1% is just too much. Regarding the leverage: 1% on a 5 pip SL that's already 20:1 leverage (2 minilots for ...

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This is exactly it. You trade fixed size. More precisely piecewise constant lot size since you increase from time to time. While a lot of people including myself trade %. That's the reason I wanted to warn "1% is far too high with this method". You ...

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