StatArb Pro 250,000 USD (tarafından statarbpro)

Kazanma : +17.81%
Düşüş 7.99%
Pipler: 352.1
Tradeler 128
Kazandı:
Kaybetti:
Tür: Gerçek
Kaldıraç: 1:100
Trading: El ile

StatArb Pro 250,000 USD Tartışma

Jun 11, 2012 at 11:13
7,166 Görüntüleme
125 Replies
Jun 11, 2012 zamanından beri üye   55 iletiler
Aug 22, 2012 at 03:31
1) Actually we only track pairs with an 80% win rate, so 50% is actually 80%.

2) Of course there is risk. There is just less risk with this style of trading and no, we never use martingale.
Mar 07, 2010 zamanından beri üye   257 iletiler
Aug 22, 2012 at 03:40
your other longest posted account has been up a ~year with 3.41% compounded profit and estimated 27% drawdown; in fact the constant drawdown is the problem about this strategy since if you want to trade it ... you might have to wait in the worst case 4 months or so for the last trade to close or take the drowdown as a loss

another thing is the swap since you're trading all exotic currs that have high swings ... doesn't the swap kill any potential profit ? I don't think the muslim accounts exist anymore for keeping the trades open that long ... or do you make the swap work towards the profit ?
stevewalker
forex_trader_79941
Jun 06, 2012 zamanından beri üye   1439 iletiler
Aug 22, 2012 at 19:41
agree

'# 2. Can you open comments and Magic in your myfxbook statment? If it was not different system, please do it - open 'comments''

forextut posted:
June 3th - was big DD , so why you 'Prior to June 6th ' running a different system?... why is not in new myfxbook statment
and question # 2. Can you open comments and Magic in your myfxbook statment? If it was not different system, please do it - open 'comments'
stevewalker
forex_trader_79941
Jun 06, 2012 zamanından beri üye   1439 iletiler
Aug 22, 2012 at 20:29
average tarder can predict the end of stroy

good luck.

you will really need it

walker


Jun 11, 2012 zamanından beri üye   55 iletiler
Aug 22, 2012 at 20:50
I've been trading for institutions for over 6 years now.

I've been trading this very system for institutions for over 2.

Luck doesn't factor in to this. Mathematics do. You do realize that Statistical Arbitrage is one of the longest running strategies in trading, right? With the exception of Longterm Capital who ran into liquidity issues and crashed and burned some years ago, the strategy doesn't fail if implemented correctly.

BTW, thanks for the screenshot. +21,000 pips there!
Jun 11, 2012 zamanından beri üye   55 iletiler
Aug 22, 2012 at 20:53
duzyfx posted:
your other longest posted account has been up a ~year with 3.41% compounded profit and estimated 27% drawdown; in fact the constant drawdown is the problem about this strategy since if you want to trade it ... you might have to wait in the worst case 4 months or so for the last trade to close or take the drowdown as a loss

another thing is the swap since you're trading all exotic currs that have high swings ... doesn't the swap kill any potential profit ? I don't think the muslim accounts exist anymore for keeping the trades open that long ... or do you make the swap work towards the profit ?

The 4 month trade you're referring to was an abandoned trade during testing. The average holding period is about 19 days.

Swaps can eat into your profits, but yes, you usually make about 70% of swap costs up on the other side of the swing.
stevewalker
forex_trader_79941
Jun 06, 2012 zamanından beri üye   1439 iletiler
Aug 22, 2012 at 20:59
no offense
I hope you make good profit.

I am not the one who hate people who makes profit

but when I see fat below Balance this reminds me many other failed systems.
on the top of that I am personally a programmer and tested too many.

but who knows
you may get a great result
                        or great fail.

time will tell.

my wish for you is to make profit
but my logic says it will not go for long.

good luck

walker


statarbpro posted:
I've been trading for institutions for over 6 years now.

I've been trading this very system for institutions for over 2.

Luck doesn't factor in to this. Mathematics do. You do realize that Statistical Arbitrage is one of the longest running strategies in trading, right? With the exception of Longterm Capital who ran into liquidity issues and crashed and burned some years ago, the strategy doesn't fail if implemented correctly.

BTW, thanks for the screenshot. +21,000 pips there!
stevewalker
forex_trader_79941
Jun 06, 2012 zamanından beri üye   1439 iletiler
Aug 22, 2012 at 21:06 (Aug 22, 2012 at 21:08 düzenlendi)
in this kind of systems; means corrolated paris trades Back test means nothing.

becouse system expects all traded corolated pairs react like did before.
surly it is not possible. whlie one curr is not reacting like past how we can expect 2 or 3 or more react same as past.
no way......

to prevent that and stay in the reasonable risk levels you should dramaticly decrease your trade volume( risk ).
on the other hand this will effect your gain %.

if you can suffer with an average or below average gain % you can run this system much more safely.

but if you run it with the BT result high gain setup it will definetly blow account at some point. especially if you run with increasing risk mode.

wish you good luck

walker

PS : the start point is the most important point for your balance. I am sure you know what I mean.😉
Jun 11, 2012 zamanından beri üye   55 iletiler
Aug 22, 2012 at 21:17
Correlation is only one of 7 ranking factors used in the system.
Mar 07, 2010 zamanından beri üye   257 iletiler
Aug 22, 2012 at 23:29
anyways how is this EA sold ? a couple days ago I've seen a rental offer for 1 year for a few under $500 and another offer for either $1k or $2k (can't remember). Now I see the promo for $297.

So is the EA rented or bought ? Is the EA relying on an external server for signals (eg: signal copier) or does it work on it's own ?

What minimum leverage is necessary ? How many minimum pairs are necessary ?
Mar 07, 2010 zamanından beri üye   257 iletiler
Aug 22, 2012 at 23:36
another thing - please update this account ...

last update: 'Updated:Aug 05 at 20:25'
Nov 07, 2009 zamanından beri üye   11 iletiler
Aug 23, 2012 at 19:33 (Aug 23, 2012 at 19:34 düzenlendi)
Dear statarbpro,

On your homepage you have a detailed report from a MT4 live account with a deposit of $1000000 showing a gain of 53.9%.
The last trade on this account was opened 2012.06.04.

Why are you not adding this account to MyFxBook for verification? You have done so with 4 other smaller accounts...

Could you please link that account to MyFxBook?

I do not doubt that it is a real live account - however it is weird that you suddenly stopped trading it 2 months ago and that you are not showing it here for all to see.

If you put it up here (and have nothing to hide) then we can be sure that it didn´t went the other way in the past few months.

Please elaborate on this or link that account here...
Jun 11, 2012 zamanından beri üye   55 iletiler
Aug 23, 2012 at 20:01
duzyfx posted:
another thing - please update this account ...

last update: 'Updated:Aug 05 at 20:25'

Done.
Jun 11, 2012 zamanından beri üye   55 iletiler
Aug 23, 2012 at 20:02
McKeen posted:
Dear statarbpro,

On your homepage you have a detailed report from a MT4 live account with a deposit of $1000000 showing a gain of 53.9%.
The last trade on this account was opened 2012.06.04.

Why are you not adding this account to MyFxBook for verification? You have done so with 4 other smaller accounts...

Could you please link that account to MyFxBook?

I do not doubt that it is a real live account - however it is weird that you suddenly stopped trading it 2 months ago and that you are not showing it here for all to see.

If you put it up here (and have nothing to hide) then we can be sure that it didn´t went the other way in the past few months.

Please elaborate on this or link that account here...

1) The account was, in fact a demo account. It was a proof of concept for the MT4 version. While this system has been in use for quite some time, the Metatrader version is a recent development.

2) And I certainly have nothing to hide. The account has always been here. https://www.myfxbook.com/members/statarbpro/statarb-pro/357731

Retail traders must be getting scammed a lot these days. I don't get grilled this hard from hedge funds.
Nov 07, 2009 zamanından beri üye   11 iletiler
Aug 23, 2012 at 20:14
I have to say that you seem pretty down to earth and you have provided good answers to both mine and other members questions. I believe that you are who you say you are.

I wish you all the best and that growth on your accounts will continue.

Perhaps Ill be a customer of yours one day... 😉

Ps. You are absolutely right about us being scammed - it is more of a rule than an exception Ds.
Jun 11, 2012 zamanından beri üye   55 iletiler
Aug 23, 2012 at 20:25
I appreciate the vote of confidence. I thought I was doing something good here by releasing a system that actually made money over the long term and immediately I was attacked from all angles. Some don't understand what this does, but I believe a lot of it is, and you said it, that the marketplace is rife with folks with less than honorable intentions.
stevewalker
forex_trader_79941
Jun 06, 2012 zamanından beri üye   1439 iletiler
Aug 23, 2012 at 20:48 (Aug 23, 2012 at 20:49 düzenlendi)
guys & gals

- open History
- 200.000 usd initial deposit
- quick answers

lets wait and see, time will tell.

good luck

walker
Mar 07, 2010 zamanından beri üye   257 iletiler
Aug 24, 2012 at 01:37
duzyfx posted:
anyways how is this EA sold ? a couple days ago I've seen a rental offer for 1 year for a few under $500 and another offer for either $1k or $2k (can't remember). Now I see the promo for $297.

So is the EA rented or bought ? Is the EA relying on an external server for signals (eg: signal copier) or does it work on it's own ?

What minimum leverage is necessary ? How many minimum pairs are necessary ?

can you answer this ?
Mar 07, 2010 zamanından beri üye   257 iletiler
Aug 24, 2012 at 01:46
statarbpro posted:
Retail traders must be getting scammed a lot these days. I don't get grilled this hard from hedge funds.

if you sell to 100 ppl then you get 30k
if 1000 then you get 300k

most people bring to the market highly optimized EAs that stop working a month or so after the release

like the saying goes - if you really have a good system why can't you bet your house, credit cards, your friends money etc on it ?

why are you trying to make money by selling it ? The rule of the thumb is if you sell 1000 copies you make 300k
those 1000 copies could create such an influence in the market that the strategy won't work anymore since the order will be noticed and taken care of by the market...

to be honest you'd have to be a saint to offer a system that lasts ... and we know people are not saints
Mar 07, 2010 zamanından beri üye   257 iletiler
Aug 24, 2012 at 01:47
statarbpro posted:
... marketplace is rife with folks with less than honorable intentions.

I bet there are many that have honorable intentions but it's not enough! It's a zero sum game. Big players always win.
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