你会记得今年 3 月底开始的缩编. 这符合每个货币对组合中的主要变化. 这是一个令人不愉快的经验,至少可以说,.
转移似乎已经结束与. 我们可以回到战略蓬勃发展的强劲趋势. QB 亲完一个月 13.6%.
我项目事情变得更好,现在,市场强烈趋势分析. 他们又有了新的方向,真正坚持到底.
上个月付清所做的更改. 该 信噪比 让我们从一些亏损交易. QB Pro 战略核心, 从 Myfxbook 此图所示, 它显然跟踪在当前的市场条件下的显示.
QB 日元战略发布轻微损失. 性能根本阻挡不了我. 这说, 这些数字在告诉我我超重趋势组件这个月. 我要把更多的投资组合重量 QB Pro 和带走 QB 日元.
有两件事,我爱关于趋势策略.
1. 这是一个趋势的策略. 它使我们有机会时我们就否则会坐出市场赚钱
2. 它预计在长期赚钱
事情看起来很大. 我要去保持最大的杠杆在的地方 35:1 类似的未来业绩的预期.
大新闻
既然事情已走上正轨, 我打算在 7 月中到新交易员打开 QB Pro. 你为什么应该考虑加入 QB Pro?
- 最佳的方式学会是有钱就行
- 你可以看到开放的行业,在真正的时间
- 了解什么是受苦知道你交易规则希望包含数学的边缘
- 你愿意拿你的钱冒险. 你面临的损失非常真实的可能性.
QB Pro 是开放给每个人,除了美国居民及公民.
如果你不在我的邮件列表上, 请确保您注册,QB Pro 插槽打开时,您会收到更新.
有趣的. On what basis do you judge that every currency pair encountered a major shift. Shift in what? And what would be the causes?
I ask because I am running 11 strategies that have 40 months solid back test records, each with max DD of around 20%, but during May and June this year they almost all tanked in unison (之间 10 和 15% DD each), unlike their previous years back test performance.
I too am hoping for a more productive July.
嘿,安德鲁 ·,
I use a long term trend filter. You’ll notice for the most part that my trades on a given currency are either all long or all short. Like any filter, it’s prone to oscillation when the trend is near the 0 值. It just so happened that almost every currency pair was near the filter’s 0 value in April-May, causing me to get whipsawed repeatedly. The April pain started when the trends reversed strongly near the 0 值. I was zigging when the market was zagging.
It’s a problem to think about. I could use multiple filters. 最终, if the market was going up and then decides to plumment, no amount of trend filters will avoid that scenario. The best realistic solution is to minimize the damage.
Nassim Taleb would characterize that as a robust strategy rather than anti-fragile. That’s a big reason why I’m excited to add QB Yen as a substrategy to the portfolio.
感谢肖恩. Would you share those long term settings? Is it something like the 50 and 200SMAs?
In my EAs I sometimes use a filter on the MACD (long period settings) so that the histogram has to be at least x units above or below zero line before triggering. That deals with some of the whipsawing. But if x is too large you of course get into a trend rather late when the trend does develop.
嘿,安德鲁 ·,
The MACD is a solid way of minimizing whip saws. It’s best used as a filter rather than a trigger, 就像你在做.
As for the long term filters, I do have to keep some things proprietary 😉
If your located in Dallas TX why does it say QB pro is not ope for US residents ?
Hi William,
Very good point. QB Pro is owned by my Irish company Dominari Online Courses Ltd. I am the trader, but I pay myself as a contractor. I admit it sounds a little convoluted.
I cannot accept US traders because neither myself nor my companies are NFA/CFTC registered.