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Automated Traders Community

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Passivepreneurs

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5 contributions to Automated Traders Community
Trading system portfolio
Hi guys, while I was watching the last video of Renè I was wondering something. How many of you have some portfolio of strategies in live trading? something like the portfolio that Renè showed us on YT about ORB. Do you have a portfolio in live trading? and how many strategies do you have in this portfolio? I am not understanding if here there are people that want to find a single good EA maybe to pass FTMO or other prop or people that want to create a portfolio of different strategies that run together.
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Bring Ideas together
Hi to all, hi ro René Nice idea to make this community. If we bring our deas together, we might develop a few EAs that can make a difference. By now I am partially succesful only. For long term tests I always have inacceptble drawdowns. Best sucess I have using EAs for manual strategies. If I see a good setup coming I enable the EA to execute the orders. That helps me avoiding to open a position too early, to overtrade, to be too late. Liek that I will not take every signal, just the ones which show setups, too complicated to input in an EA. Then I move my SL and TP according to the market situation. Results are better than fully automated trading and better than fully manual trading.
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New comment Jul '23
1 like • Jul '23
@Jacoob Ducky aren't you scared about overoptimization?
1 like • Jul '23
@Jacoob Ducky I meant about the parameters. It is okay for the 13 years of history, but what I was talking about is test a lot of iterations and just grab the best one according the data. Maybe the strategy in the backtest could work, but when is real market time could be bad due to this
Portfolio of Trading System!
Hey guys! Hope you having a great day! How you can see from my post I really interested in Portfolio of Trading System. I got a portfolio for crypto, one for forex and within 2 days I will launch my portfolio for DAX. My idea is to have something like 5/6 portfolio on different asset and then create the portfolio with strategy from all the other portfolio. My problem is that I have (for example) 12 strategy on DAX? I take all the 12 backtest with 1 lot and put together in quantanalyzer. I study if the portfolio could be better without one or two strategy and write down all the important metrics (for me) as %DD or Return/DD. So my study has 1 lot for every strategy as size and is not modificable. But to differentiate from the other post I want to focus on how do you choose the strategy to put inside the portfolio? I will be glad to ear some results as well of your portfolio. Data like how much DD, how many strategies you run, how much profit and so on. Mine are young and with predecided size so at the moment does not count. Anyway if you want to know this data just ask me in the comment.
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Weighting trading system
Hi guys! I want to talk about weighting the trading system into a portfolio of trading system. What is in your opinion the best way to do it? Do you use the value that maximixe your Return/DD ratio? Do you use the largest loss of each system to decide how many lots trade with? Do you use the avg loss and max consecutive loss? I am thinking in this moment in a formula that incorporate the largest loss and the avg loss*max consecutive loss because I am not able to create an excel that does the return/dd ratio at the moment. PS: I hope that I choose the right discussion :D
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Hello Pairs Traders!
A big thanks to Renè that I got invited into this group. I am working on EAs and Indicators now since 2018 and hope to find people who share the same passion for trading like I do. Currently I am working on a pairs trading system which is using cointegration and other additional methods to find good trading opportunities. It would be great if somebody here in the community has got experience with systems like that. The system is much more complicated than a standard EA which is working on just one Symbol. At the end, it shall scan for setups automatically though all available symbols. I am willing to share the current project with a skilled at that area trader or skilled MT5 coder. To be clear: I am not selling anything to anybody. A cooperative partner is what I am looking for, just because working on something together makes the development phase much more faster and gives more fun to it too. I do speak English and German.
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New comment Aug '23
1 like • Jul '23
Hey Timo! I have a degree in Statistics and I created a EA that calculates z score of a cointegrated pair and enter in the market according the z score and the boundaries you choose. The cointegration calculus are outside the ea. I use an excel where you just need to paste the historical series you want to study. But my problem is that I do not know if is working well. At the moment is working just on sp500 and nasdaq on M1 and H1. I do not know which time frame is the best and I do not know which levels are best for entries.
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Aurelio Pavarini
1
1point to level up
@aurelio-pavarini-7581
I create trading system

Active 26d ago
Joined Jul 19, 2023
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