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Thanks for the post, i'll give it a try.

Hi folks, curious to know your approach to using correlations to limit overall risk on trades that are open simultaneously. Say 2 simultaneous trades to begin with. First Thoughts My first thought is to use the Portfolio Risk Formula. If I know the worst case correlation for the 2 pairs (I...

It's just a risky as any other kind of trading. You need to have an edge so that you win at a higher rate than that required to break even, considering your risk reward ratio. If you don't have an edge, it just delays the inevitable ultimate loss. Edge? Scalping to make £100 for £1,000 risk...

But; it depends on what you are trying to achieve and individual goals.

I think what you're mentioning is to maintain a risk of 2% on the account balance, and continuously compound as the account balance increases. Risking no more than 2% of the new balance each time. Problem is, if you continuously compound at 2% (or any %) as in case 1 on the left. You expose...

@tomorton . Nice post, keep it coming.

@easymon1 . Thanks, looks interesting. similar principles. will look further.

Hi folks, I'm just working on a model to figure out the best way to increase risk sizes per trade as you make progress doing god's work in FX. With emphasis on scaling quickly within a risk level (yet to be defined risk level) So far I am thinking simulations around Absolute Drawdown: if...

@Robert Morse . Hi Robert, sent you a PM.

Hi folks, just wondering what are you experiences in getting round the max lotsize restrictions with IBKR and other brokers. Have you had, and how have you dealt with problems of scaling your trading activity with those restrictions,

I simple placeholder might to consider a time horizon of 48 hours.

Ranges. Uniformly distributed.

Good idea, I'll give it a look.

Nice.

Hi, thanks for the post. Yes you're right. Most of my signals are shorter term in the H1 timeframe. I think the signal decays in predictive quality the further away the target SL and TPs are from the current price, unless the signals are in a higher timeframe on which you then enter in a lower...

Hi thanks for the post. The ultimate aim is for risk management. So I have multiple positions in different assets classes, sometimes the same asset class and I need to check the correlation between the PnLs in-order to positions size new entries so as to keep within a risk limit. The best way...

Greeting folks, any good ideas out there on how to best model the likely duration of a live trade. Thanks.

Sure. How do you trade? Most price based indictors just re-represent price action and have little predictive ability in general, but then you have indicators for properties that tend to cluster like volatility which normally work well, so it really depends. But there are ways to determine the...

Hey, lots of ways to use it. Example: entering buy trades as an example, where the SL is 2 x ATR(12). We can look at the st deviation of the downsides in 20 for down bars (StDevDown(20)) which is the 'Buy Sortino' denominator. and only enter trades where StDevDown(20) x M <= 2 x ATR(2)...