Breakout Brent crudeoil "copy paste/adjusted"
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Hi Kenneth,
Thanks for sharing this little trading system. My first thought was this result with two averages and one oscillator must be curve fitted! But after playing around I have to admit that you have found a promising setup. The simplest things are the best:-). I tried to make it better and the only little improvement I found so far was the usage of a percentage stop/take profit.
Best regards,
Reiner
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@Inertia: I also run the code with deactivated averaging down. Just set averagedown=0 and it is off. To the MM. I don’t think it is so awfully risky, I run it in most of my live strategies. I think the major risk is that you lose accumulated profit faster. To really damage your account it would need that the strategy makes some profit over some time to increase the position size and then there must come a VERY bad day. If the losses come little more slowly with several trades the strategy is automatically reducing position size again. So I think the risk is bearable.
@bertholomeo: I uploaded the version with MM. In this code you find the MM. It is even marked out as “fixed fraction MM”. Have a look.1 user thanked author for this post.
@inertia: I thought again about the risk of the MM and not even a VERY bad day like i wrote before would any harm since we never trade without stop loss. So I think the risk of blowing up your account are low. The position sizing is only active when there is profit. By adding MM you will get a much more volatile equity curve. How volatile depends on the parameter delta. Here you can adjust how fast the position size is increased.
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