Sep 25, 2008

Money management

One more thing before launching the expert advisor in real-time mode, is determining the risk. The risk defined as the maximal portion (in percents) of the account that will be in japery every trade. Actually, the stop loss is derived from it. Here we can see the back test parametesr vs. the risk. 

I noticed that the performance changed a little bit, and it might be due to the model type, which is based on tick modeling with a random ingredient.

Since I am interested in a high risk, I might perform one more optimization for higher risk (the profit factor changes as the risk changed). 

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