Increasing volatility as of late

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LeviF
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Increasing volatility as of late

Post by LeviF »

Others experiencing the same?
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sluggo
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Post by sluggo »

It probably varies with (A) your portfolio, (B) your average hold time, (C) your risk management. Systems that reject trades and/or resize trades to keep total risk in a well defined & narrow range probably have a different profile than systems who take every single entry signal and do so at fixed %risk per trade. Run a half dozen systems having VERY different characteristics and compare the plots.
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LeviF
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Post by LeviF »

Yeah, I suppose you're right. With forex, I havent found any meaningful/helpful way to group or limit instruments, and simply limiting portfolio risk seems to hurt performance.
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