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丑陋的缩编 (The Ugly Drawdown)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:aparsai
发布日期:First Post: May 30, 2007 10:31pm
I'd like to begin a discussion around drawdown and especially drawdonw in PipBoxer. I want to realistically evaluate the behaviour of PipBoxer in the past. I'm seeking to achieve two main goals through this thread:

 

  1. To show PipBoxer users/potential users that facing drawdown in this system is quite natural and depending on the Risk Management strategy that you take you might lose substantial amount of money before making money. Sometimes you make money first and then lose substantial amount of money depending on when and how you trade PipBoxer.
  2. To improve the behaviour of PipBoxer. This is more geared toward risk managment element of PipBoxer. The discussions will hopefully help us to come up with the best practices in currency diversification and position sizing methods. An indepth look at the PipBoxer can also help me to enhance the strategy.

I would like to insist that a system trader is not a fortuneteller. I am not in the business of predicting the future. I just do my best - based on quantitative and technical analysis - to find the odds of winning. I also incorporate risk management and money management techniques to enhance the behaviour of the system. This is the mentality that has built PipBoxer. If somebody is looking for an instant Pip maker this is not his/her territory. This territory is for those serious traders who want to gradually build up their portfolio, those who are not afraid of the ugly drawdown.

Every single suggestion, comment, or question is welcome here. I hope this also helps everybody else who is focusing on system building to come up with realistic profitable solutions.

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