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Originally Posted by Muddyguy
Are you serious? My question to you is why didn't you just use the C4 correlation robot I wrote to do exactly this task?  |
'cos the EA you posted with the PDF 'timed out' about a year ago
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But, to provide some sort of basic answer, if you had entered one lot long GBPJPY and one short CHFJPY on July 1st, the maximum negative pip exposure would have been 1,533 and a negative dollar value of $13,092. You would still be negative $5,773 and 676 pips, excluding swap earnings. Additional positions before mid-August would have increased the drawdown. After mid-August, most additional positions would have helped reduce the drawdown.
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This is what I wanted, just a rough ball-park figure - enough to wake me up to what the dangers can be! And get an idea of where the 'point of no return' might be, beyond where d/d is more likely to continue. I'm aware that this is the same as trading GBPCHF, which can trend for 1000's of pips, but I think there is a psychological benefit to trading both pairs.
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BTW, if you had used my C4 robot and let it run, it would have reported the maximum drawdown of this trading set-up to you. That is one of it's features. It will even send you an email to give you a physical historical record.
Bill
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That would be great! -
omelette@oceanfree.net