Recent content by Oppz

Hi Just started to read about Shannon’s Demon principle, and find it quite interesting. Has anyone explored using just a few uncorrelated assets and made daily rebalance? Of course with assets that are commission free. Try to make a internet search for this, but did only come up with some...

Good question, It's based on old-fashioned backtesting. A 6-month filter will, based on 20yrs of data, only have turned the systems "off" a few times. There is of course always a risk, but based on history I think I can live with it.

I did additional testing, and the shocking conclusion is that it is "better" not to use this as a filter, as both the profit and smoothness of the equity curve in my backtested simulations is higher / smoother without this filter. As how.... I will still use a simple 6-month filter for the...

Somewhat late response, but I just read the thread... That is actually wrong.. The tax authority had made a "temporary" tax bill based on his turnover reported by the broker, but as he not hade made any declaration the tax authority based the tax bill on 30% of the turnover, not 30% of the...

Well... Nice to meet you and thanks for all your effort and the books you have made, really good trading books. So what's your thought about my "concerns" for 1 & 3? I realize that a system-of-system approach never will be better than a bunch of really nice systems in terms of profit, but...

Thanks for the link, exactly what I was looking for. Interesting to read the article and other articles he links to. It seems to be an area with not so much analysis/articles out there (as the author also writes). I did only read it briefly for now, but there were some areas I didn't really...

One thing that I have started to think about is if there would be any advantages to having additional filters for trading a system of systems. Let’s say that I have 20 systems / EA (different currencies, timeframes, parameters etc. ), but in total 20 systems that are reasonably uncorrelated. I...

Hi I am running some FOREX EA, and am struggling to decide what method to use for deciding my lot size (leverage). We have some to chose from.. Kelly, Optimal f, Safe f, % of equity etc.. All with some pros and cons that have been discussed in this forum. As how, I am developing the principle...