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Multi-Lots
Another EA that I have been testing. It uses a theory of increasing lots to scale into positions and closes all positions at a level of profit specified by the user.
I know there are several EAs that use this multi-lot theory. This one was written by Alejandro Galindo of elcactus.com. Other people are testing other versions of multi-lot EAs.
Some people are having success with these EAs, but the problem is when you increase lot size several times and the price still goes against you. This results in large drawdowns. I think we have to find a way to reduce these drawdowns. If anyone tests out these mult-lot EAs and has any ideas or suggestions, please post them. I'm sure many people would be very interested.
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