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Having a fixed statistical calculation as opposed to a computationally heavy, probabilistic simulation is certainly a plus. I will have some reading to do... Thanks for the reference. What I get from this, is that I need to adjust my code to do sampling with replacement.

Yes, that is what my intuition tells me. Hence, I don't want to consider each trade as independent and rather look at them as clustered events. The input parameters have a strong effect on the behavior of the strategy (much more than the moving averages you mentioned as an example), and seem...

Thanks for all the valuable feedback so far. To answer Elf's last question first, this is one single strategy that has a few input parameters that can be varied (like entry timing, trigger level, take profit level, stop loss level, etc.). With a grid search I test thousands of settings, rank...

In the book "Trading Systems" by Urban Jaekle and Emilio Tomasini that is what they call Monte Carlo analysis (chapter 4.2). What do you consider Monte Carlo? Can you elaborate a bit more? If you are referring to statistical approaches like Sharpe Ratio: these assume a normal distribution of...

Yes, that is a good way to compile a collections of strategies into a portfolio. But how do I then measure the performance of that portfolio? Can I assume all trades are independent because I selected them for being uncorrelated? What if all the strategies have identical logic but a slightly...

Single Strategy Monte Carlo When testing a strategy, the absolute profit of a strategy does not say much. We can simply turn up the volume (aka "lot size") to generate more profit, but this obviously also increases the drawdown: So looking at only the profit is not enough. We should also take...

I agree. I don't see how one could learn from watching a robot or human trade without knowning how/why trades are opened/closed. Therefore, I am curious how Ziara78wu learns from copy trading.

Interesting! Are you watching the charts more while copy trading, or are you studying what the robot does? How are you learning?

Indeed, so make sure your strategy has an "edge". In this example, OP had only -0.5% drawdown, so that gives room to dial up the volume.

Pity you didn't use the 10:1 leverage Oanda gave you. You would still only have -5% drawdown, but would have made +200% per year (assuming daily compounding as you wrote). Why wouldn't you use leverage if this is a great amplifier of your profits?

Slippage eats up a bit of your profit in pips. An entry and exit 20 pips apart, at 2.5 pips slippage each gives you 15 pips profit. So double the volume is double the profit in dollars, at the same amount of pips. The volumes of an average retail trader will not affect the amount of slippage...

I am confused?! How does one master the trader's mistakes if you are copy trading? It is basically a "black box" you can't see inside. You only see entries and exits but don't know why the trader took them.

I thought this thread was about not using any leverage, but going by your screenshot you are using 1:10 leverage (your Position Value is 46,635 and your Margin Used 4,663). Now I am confused what it was that you were trying to show us?! As others have pointed out, the price movement in Forex is...

Depends on your goal, obviously. Do you just want to make some money? Then copy trading *might* work for you, although I am skeptical given the amount of kamikazi grid, Martingale and averaging bots I see on these copy trading sites. If you want to learn to trade yourself, then copy trading is...

Indeed, "really not good". If you have 10,000 in your account, your floating can't be -15,000.

Hahaha. Low-count poster here, but certainly not a bot.

I have seen many signals that are clearly grid/Marti style. These people reach the top of the lists with beautiful, straight equity curves. Until they don't.... However, what is stopping them from reopening a new account and start over again? They make more money from the copy platform than...

Amazing how this thread drifted away from the topic. From speculation what the strategy is, to crypto coins and conspiracy theories. Wow! I hope by now OP understands he should *never* give out his source code or the binaries. They can look at the forward test report if they like. It is a...

@newwurldmn Good point! They try to lure you in by offering an exorbitant large amount, but first have to see the source code. Hmmm, sounds fishy

Security professional here: anything will be decompiled. Managed languages like C#, Java, Python (regardless whether you ran an obfuscator), native compiled languages like C/C++, D, Rust, etc. Today's decompiler tools are very advanced, and reverse-engineering services are offered a lot on the...