Increasing Size During Drawdown

[TheMagican]

Good set of posts,btw,Epic.I appreciate your assistance.

R-squared and Beta could be too much for me now,i think.

But,if your willing to assist,i`m in.

 

[TheMagican]

Quote from ammo:

so you are averaging intraday and going home flat?

Correct.

 

[Epic]

Quote from TheMagican:

Correct.

Ok, this is making much more sense now. Thanks for clarifying Ammo.

 

[Epic]

Quote from TheMagican:

Good set of posts,btw,Epic.I appreciate your assistance.

R-squared and Beta could be too much for me now,i think.

But,if your willing to assist,i`m in.

I can't really help you with any of it much more without you studying a bit. I can't do it for you without a complete list of your trades. Even then, it sounds like we would have to sit down and properly categorize the trades which would take a bit of discussion and programming. I don't have time for that sort of thing. Frankly, I've already spent too much time.

 

[TheMagican]

Quote from Epic:

I don't have time for that sort of thing.

Ok,but honk when you`ll have one.

Meanwhile,i`ll just continue to do what i do.

 

[relocate]

I have a question for Epic,if i may.

What are the relative, maximal and absolute DD stand for.

From the statement i saw recently,the figures are as follows:

205%,205% - respectively.absolute DD expressed in the absolute value and equal $2,5k.

Thx in advance for the reply!

p.s.Total trades:138

Ave win: 255; Ave loss: (858)

 

[oldtime]

Quote from mcgene4xpro:

LOL, that is why i said only " if you know what you are doing"

Also DD is not a real loss. It is a potential loss. LOL.

yes, I read that a long time ago, but back then, I didn't "know what I was doing."

 

[relocate]

Quote from relocate:

I have a question for Epic,if i may.

What are the relative, maximal and absolute DD stand for.

From the statement i saw recently,the figures are as follows:

205%,205% - respectively.absolute DD expressed in the absolute value and equal $2,5k.

Thx in advance for the reply!

p.s.Total trades:138

Ave win: 255; Ave loss: (858)

bump...

Anyone,besides Epic,could give a comment on this?

 

[QuantWizard]

Martingales will invariably lead to ruin. Instead, you maximise long term geometric mean of returns through Kelly betting, just google it.

 

[oldtime]

Quote from QuantWizard:

Martingales will invariably lead to ruin. Instead, you maximise long term geometric mean of returns through Kelly betting, just google it.

yes, many of us that Martingale have been googled many times

it is the least of our worries

I googled "Rich people that Kelly bet", and didn't get many hits

so you don't have to worry about getting googled for a while