Anti-Martingale Money Management (Roulette Trader eBook)
Anti-Martingale Money Management (Roulette Trader eBook)
Website: https://roulettetrader.com/
Full in-depth online PDF (Roulette Trader Ebook): http://anyflip.com/etus/cbgf
Edit:
Hi SQX team, I've been trying to develop this inside the SQX Code editor, re-using already the code present from the Martingale with fixed sized and merging it with the Fixed amount MM
This code at the moment only works with market orders, There is a bug with stop/limit order who does not allow to set the size correctly, also the Separate MM by direction is bugged to.
Other than this the conversion into MQL/TS must be done, but at least there is a framework from where to start it in future if your team would like to implement it.
Features: Fixed amount settings + :
- Cycle Target: How long should be your winning streak target before restarting from the RiskedMoney amount
- Cumulative: Possibility to use a cumulative streak instead of the consecutive one, decrease by 1 (RiskedMoney) after a loss, increase by 1 unit after a win, till the cycle target is reached
- Flat-Lining Technique: Help preserving profits on a run of consecutive losses, useful on a cumulative streak of losses trades
- Flat-Lining Min $ amount: If the Flat-Lining Technique is enabled this will be our $ amount that we start after a loss, After a win we add our RiskedMoney amount to it
Other then the 2 bugs present and the MQL/TS code missing, these optional features could be added as a refine:
// - Implement the possibility to compound the profits as our strategy/portfolio capital starts to grow
// - Implement possibility to use lot sizes other than $ amount
Thank you!
Attachments
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Votes +10
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Project StrategyQuant X
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Type Feature
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Status New
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Priority Normal
History
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Dave-S8
30.09.2020 11:57Subject changed from Reversed Martingale Money Management (Reduce size after a loss, Increase size after a profit) to Anti-Martingale Money Management
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Lumen2730
01.11.2020 12:37Subject changed from Anti-Martingale Money Management to Anti-Martingale Money Management (Roulette Trader eBook)
Description changed:
Anti-Martingale Money Management (Roulette Trader eBook)
Website: https://roulettetrader.com/
Full in-depth online PDF (Roulette Trader Ebook): http://anyflip.com/etus/cbgf
Edit:
Hi SQX team, I've been trying to develop this inside the SQX Code editor, re-using already the code present from the Martingale with fixed sized and merging it with the Fixed amount MM
This code at the moment only works with market orders, There is a bug with stop/limit order who does not allow to set the size correctly, also the Separate MM by direction is bugged to.
Other than this the conversion into MQL/TS must be done, but at least there is a framework from where to start it in future if your team would like to implement it.
Features: Fixed amount settings + :
- Cycle Target: How long should be your winning streak target before restarting from the RiskedMoney amount
- Cumulative: Possibility to use a cumulative streak instead of the consecutive one, decrease by 1 (RiskedMoney) after a loss, increase by 1 unit after a win, till the cycle target is reached
- Flat-Lining Technique: Help preserving profits on a run of consecutive losses, useful on a cumulative streak of losses trades
- Flat-Lining Min $ amount: If the Flat-Lining Technique is enabled this will be our $ amount that we start after a loss, After a win we add our RiskedMoney amount to it
Other then the 2 bugs present and the MQL/TS code missing, these optional features could be added as a refine:
// - Implement the possibility to compound the profits as our strategy/portfolio capital starts to grow
// - Implement possibility to use lot sizes other than $ amount
Thank you!
Attachment RouletteTraderConsecutiveCumulativeStreakDollarMM.java added
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Lumen2730
01.11.2020 15:33
This is how it look
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anonymous
02.11.2020 23:13
http://bettersystemtrader.com/036-michael-bryant/
Michael Bryant talks about "trade dependencies" Where tradeable patterns exist in the equity curve of a strategy. Some more ideas in this context maybe in that interview near the 20 minute mark.
-increase/reduce MM above/bellow a MA of the equity curve
-reduce sizing if x losses occur in a row.
-increase sizing if y wins occur in a row.
I don't know about resetting at a certain point but maybe a cap and floor.
Michael Bryant talks about "trade dependencies" Where tradeable patterns exist in the equity curve of a strategy. Some more ideas in this context maybe in that interview near the 20 minute mark.
-increase/reduce MM above/bellow a MA of the equity curve
-reduce sizing if x losses occur in a row.
-increase sizing if y wins occur in a row.
I don't know about resetting at a certain point but maybe a cap and floor.
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Karish
10.11.2020 22:48
Thats actually a great idea, i dont know why the dev team aint commented till now..
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hankeys
11.11.2020 09:32Attachment drawdown_distribution.jpg added
Attachment histogram of consec losses.jpg added
Attachment new QA columns.jpg added
yes, everything will be looking good from backtest, when you can optimize everything, but truth is it will lead only to overoptimising - problem is simple, distribution of trades in the future will be different
reminds me my early times with SQ3 in 2016 when i have made snippets to QA analysing consec losses and profits and trying to find optimal values where to add or remove from positions - yes there were times when everything works, but very soon came periods when it mostly ended in bigger losses
KW
JK
MF
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Votes: +10
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