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 at the high of a bar for a short position, then the long position SL will trigger when the bid reaches the low as expected but the short position will trigger the SL slightly before the bid gets all the way to the high. Why? Because the short position SL is actually triggered by the ASK price. This bias is exacerbated at lower timeframe bars where…
Author: bentra
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 exactly what happens when our stop-loss widens due to volatility in the market if we are using fixed lots. The second thing to think about is curve fitting. If we have an SL based on ATR and we are using fixed lots, that means the amount of money we are risking on each trade goes up during higher volatility times and so too does the reward.…
Martingale vs. Non-Martingale (Simplified RoR vs Profit in 3 trade runs with all possibilities worked out when we have already an edge)
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 market crosschecks and making use of older data where the spread may be too large to be useful (even though the otherwise potential exploitable patterns may still exist.) What we will do essentially is export tick data from TDS in a custom format: date-time, bid, bid (instead of date-time, bid, ask.) Currently, TDS does not allow us to have two bid columns when customizing the export…
Here’s a list of currently bugged indicators and blocks in 136 dev 2 and previous versions.(WFD) Woodies Famir Down: https://roadmap.strategyquant.com/tasks/sq4_8652(WFU) Woodies Famir Up: https://roadmap.strategyquant.com/tasks/sq4_8652(RCD) Fast Reflex Crosses Down Slow Reflex: https://roadmap.strategyquant.com/tasks/sq4_8662(RCU) Fast Reflex Crosses Up Slow Reflex: https://roadmap.strategyquant.com/tasks/sq4_8662Trailing Stop: https://roadmap.strategyquant.com/tasks/sq4_8626, https://roadmap.strategyquant.com/tasks/sq4_9004KAMA: https://roadmap.strategyquant.com/tasks/sq4_8667Schaff Trend Cycle: https://roadmap.strategyquant.com/tasks/sq4_8663Hull Moving Average: https://roadmap.strategyquant.com/tasks/sq4_8620Simultaneous Indi-Level-SL + Exit rule: https://roadmap.strategyquant.com/tasks/sq4_8563
2018/11 SUG began as several versions of the same breakout strategy on H1, H4 and D1 timeframes an several markets. 2021/11 began adding more timeframes to diversify (In hindsight, these would’ve smoothed out the large DD significantly.) Also lowered the lot sizing greatly on the source account. You may notice, looking at the source account and comparing it to SUG, a much slower recovery on the source account than the Darwin. This is because Darwinex always adjusts the lot sizing for the risk to remain consistant for the Darwin. Knowing it would not effect my Darwin, I reduced my lot…