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i guess i didnt make my statement clear then. when i said "surprising. by drawdown you mean daily total right? a stop added to your current system should not result in any greater loss on a specific trade." i meant to be asking frost wether the increases were seen as an increase in avg...

this convo just gave me an epiphany about why some systems blow out accounts even though all their backtesting shows very manageable draw downs. i guess in the worst case every system, regardless of stops or not, can blow out an account. the difference is with stops, you can define your...

agreed i dont think anyone quite understood what my original question was addressing. and i agree with you that a stop can increase the drawdown when applied to a system, for a specific case (specific chain of events). like with yours going from -500 to positive, but what you see in testing, or...

i fail to see how that has anything to do with max possible drawdown of a trade in that price action. if P/L gets to a level to be stopped out, it has the 'possibility' of not getting any better, causing the system to have the same or worse possible drawdown without the stop. ie. worse possible...

umm. maybe you didn't understand me. if you read my post again you'll see i asked if frost meant he found stops created bigger daily drawdowns or bigger specific trade drawdowns, nothing else. theoretically neither is the case, practically you can see something different. as for my statement...

surprising. by drawdown you mean daily total right? a stop added to your current system should not result in any greater loss on a specific trade.

were you able to create a profitable equity curve using predefined or trailing stops in your system? or do you find those strategies not producing enough return?

hi brown. how long have you been developing / running ATSs for?

surprising. must be a different implementation/data/test suite. did you run on eur/usd or something else? would you mind sharing with us which implementation of simple ma crossovers is a profitable automated signal? :D

moving avg crossover bots make money? i implemented a quick version and found it lost money over a years worth of eur/usd data.

well to be fair. 30 is a large sample size. for say.... estimating the average planet radius in our solar system. :D

i found a bug where if you trade none USD forex pairs. the commissions (in USD) dont get factored into the P/L column of the account page, it just gets subtracted from the currency balances on the left without any type of accounting. the end result is i have no idea what my daily P/L is...

my trading office is in kingston.. and by trading office i mean lay-z-boy and laptop. :D

you may also notice that looking at your new equity curve, the last 20% is not nearly as smooth as the rest and suffers from much higher draw downs. im not sure what time period the last 20% of the curve reflects but it might say something about the edge of your system in the near term market.

is it just me or is that bottle not opened? :D what part of the bahamas?

any thoughts on the long term movement of yen vs USD? think it will break sub 100 in the next two years? im wondering if i should move my yen balance over to CAD or EUR or leave it.

well i cant speak for frost. but i know when i dont feel like doing any r&d on a given day, i spend it watching reruns of star trek series and judge judy. thus i am worth far less than a McPloyee => i cant trade by hand AND my freedom fries taste funny.

an ats 'custodian' needs discipline in order to maintain a profitable running system in the same way a McPloyee needs discipline not to piss in the deep fryer. we might be on the same page here.

this sums up your ignorance on the subject of automated trading and specifically frost's bot. its very surprising that you've been following this thread since part 1 and still seem to know nothing about the situation. frost had every possible reason to go live with his new system, he had a well...

uhhh.. i assumed frost and interested parties would know what I was talking about. do you need me to explain what i meant? time is a powerful heuristic when trying to classify trading states. i took one trade in my life. lost money on it and decided that trading by hand wasn't for me. too...