Quote:
Originally Posted by mikkom
I did in fact read your pages and your strategy (what you say about it in the faq page) sounds quite solid - the little that is said at the page. In fact I think that finding those small moments where price bursts might be one of the only strategies that work in really long term and also at almost any kind of a market.
However it's kind of hard to say anything about your system in particular because the "performance" only shows few months and that is far too little to make any kind of judgement even though the curves look quite much what they should. One thing that got my attention was the lot sizing especially the quite big orders. What is your risk ratio for a longer period with those lot sizes? The orders are so big that it made me think if there is some kind of martingale algorithm behind the scenes..
I also have to say that I'm not a big fan of black box solutions but that's just my humble opinion.
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Oh, and I forgot to answer the other question..
The lot sizes are mini lots. and They are proportioned by the Hedge size, so they are really quite reasonable.
We advocate about 1% margin at 200:1