So what did we do wrong that we could do right the next time? As Twee noted just talking about the method is a violation of rules so what's the point of starting the thread again? I got banned for posting backtesting results for this system for my ...

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This is by mt4 tester, so it has commission in spread. The tester spread might however be too low and I think swaps are not counted (I'm not sure about this) - I don't trade with mt4, I just use it for charting and backtesting. I have noticed by ...

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Just for comparison, here are test curves with fixed 0.1 lot. Still very similar to the previous (but more volatile as expected) so I have no idea what is the difference between the tests I did and the tests other people have done.

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That's exactly what I'm using too so yes, I'm confusing things here.. edit: I just noticed my curves on previous testing were indeed with x% from current account = exponential, below are the curves with fixed initial deposit of 10k, alpari 1min data ...

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Or you could use percentage risk based on initial deposit. That's what I'm using and it's best of both worlds (I have never seen anyone else use this btw which is strange). You get results based on real MM method and it's still not exponential. If ...

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Sorry to disappoint you but I have tried similar methods too and usually they just end to be curvefitting. Remember to do the testing on all majors and possible commodity currencies too, using one currency is not enough and easily leads to ...

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Kelly returns optimal ratio in percentage to risk with each trade, not fixed position size. The real problem with kelly is that the probability with trading is not actually predictable. Kelly is also very aggressive and kelly leads to very volatile, ...

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Based on this quote his MM method sounds a lot like kelly (which is basically optimal if you know the possibilities). One thing that is unclear for me is how can he know the probabilities for each trade. He can have historical probabilities but they ...

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February contract From 33 to 38 in 2 hours.

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Watch out.. Take a peek at crude.

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I don't know if it's available as ebook, at least I have a hardcover version url

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That's correct, If the volatility is high and you are using fixed size then you are exposing yourself to the greater risk every time and this is even worse than just htat because when volatility is high, markets are usually more unpredictable than ...

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I edited my original post after I noticed you already said you used fixed postiion. I copypaste the reply below: okay I noticed I already quoted the sizing method. I don't understand why the fixed trade size if stop is variable. If you use FSF for ...

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What kind of position sizing you used? I did exactly the same as you did and my results are quite different. edit: okay I noticed I already quoted the sizing method. I don't understand why the fixed trade size if stop is variable. If you use FSF for ...

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Yes but now it's actually happening. It's different to be technically broke and to not pay your debtors.

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Wow. Looks like california is defaulting. url

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Would it be too rude to ask a little detail on what kind of intraday method you are using [in general sense, I'm not askin precise logic]? I have been pondering about intraday version myself too, haven't just had energy to develop one. My idea was ...

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I have to say that I don't like this article at all. Now it's mostly [imho] about who releases data when, not if there are too many positive surprises. url

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This is something where I have to disagree. It's all about stops (if you use proper MM), not pips. If you have a tight stop, you should use bigger position to get equal risk for each trade and as this is volatility breakout results will then differ ...

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Couple of months min, then ride as long as the price agrees [edit: possibly years]. (with stops of course that might take me out sooner)

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