Originally Posted by Ravique
You stated that you expect your system to show a 1000% profit in a years time, risking twice your initial capital. This sounds redicilious, but still, I am just curious, what is the basis of your analysis? A back test? Well, it suck's most of the time. A three day live demo test? Also does not count as a reasonable basis for anything.
The risk to twice the initial capital is based on a 20 % drawdown of the whole combined portfolio.The basis of anylysis is based on forward and backktests of the each individual expert advisors .These are based on data available for last three years.We looked at the forward tests and did back tests for the same periods as forward tests ,and these confirmed the reliability tests , our systems do not use shorter time frames but use longer time frames with few indicators ,making our testing reliable.
The $200k drawdown is based on autolot trading of expert advisors ,so low risk to initial capital, average trading maximum being $20 per pip to start with ,with a system maximum combined drawdown of 2,000 pips
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All of the 23 experts you included in your system can be trend oriented and show nice results on trends, but they can suck big time during sideways market, just as most indicators and experts do.
Sure .....but the expert advisors are mixed bunch of trenders,contrarian entries,semi marrtingalers with probabilistic trades and probabilistic anti trenders .These combined give a smooth equity curve
So unless you post the details to your system, the experts you use, the rules they follow, the money management strategy you plan to follow, the things you fix every day, and the basis to your systems profit ability analysis, there is no point in this discussion.
There is every point in this discussion since this discussion is not about my portfolio ......but a discussion about any portfolio and how it should be constructed.
All these different types of expert advisors to cater for different types of markets are available ,many freely, on the internet
Or you want to discuss the advantages and disadvantages of expert advisor portfolio trading systems in general? Then clarify, what do you mean by that? Just a bunch of EA's combined in one system?
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