Risk, sizing, and spread.
A working notebook on systematic forex.
Live on Darwinex
SUG
My systematic strategy, traded live and tracked independently by Darwinex since 2018. Breakout and mean-reversion systems across several timeframes, sized to a fixed risk target.
Writing
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Risk Fixed Lots vs. Risk Percent of Account on each trade when a Stop-Loss Based on Volatility is Used
According to Probability theory and the Kelly criterion (https://en.wikipedia.org/wiki/Kelly_criterion) the optimal amount to risk is a fraction of our risk capital. We do not want our risk fluctuating around based on volatility yet that’s…
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Martingale vs. Non-Martingale (Simplified RoR vs Profit with all possibilities worked out when we have an edge)
Martingale vs. Non-Martingale (Simplified RoR vs Profit in 3 trade runs with all possibilities worked out when we have already an edge)
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How to adjust spread to zero in Metatrader 5 using TDS for every tick based on real tick data.
MT5 now has a spread adjuster but unfortunately, one still cannot adjust spread for real tick accuracy yet. Adjusting the spread lower to a more reasonable level by today’s standards is useful for alternate…
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What is bid/ask spread bias in forex?
All indicators and price levels in spot forex are always based from Bid. If we place a SL at the low of a bar for a long position and we also place a stoploss…