Trading Game System Discussion

Welcome all your post....

I'd like to talk about my Game Management and Trade Management Techniques here, as these are my 40% (20% 20%) donation to a single system.
Please note that there is not 100% winning strategy, don't ever consider doing it. The only solution is to combine with multiple techniques.
I shall post all of my famous techniques one by one from basic to complicated without confusing you. It may be too complicated for new traders, but experience traders will find it effortless to ch-up. Please be patient.


Game Management Techniques
This method could not change the trading result (Win or lose) and could not manipulate the RR ratio. However this method is for managing another trade with/without the past commerce's statistical outcome.

1. Strategy System Expectancy = Post #2
2. Money Management = Post #3
3. Martingale and Anti-Martingale = Post #4
4. Risking 1 contract for each $10,000 = Post #5
5. Fixed Fractional = Post #6 to 7
6. Optimal and Safe f = Post #8
7. Fixed Ratio = Post #12 to 14
8. Cost Averaging = Post #27
9. Pyramiding = Post #39
10. Scaling Out = Post #40 to 42
11. Unique method: MS = Post #48 to 49 51 to 54

Game Management Discussion will be ending.
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Trade Management Techniques
This strategy could able to change the trading result (Win or lose) with manipulate the RR ratio. 1 trade may consist of multiple positions in order to restrain the RR, so to divert one trade into some predicted scenarios. Simply speaking, this method is all about controlling a trade result.

Fundamental Model = Post #78
1. Stop Target and loss
2. Trailing stop
3. Hold posture

Complex Model
1. Model 1: Martingale (Mygrid method) Grid = Post #80
2. Model 2: Averaging up/down Grid = Post #81
3. Model 3: Averaging up/down Trailing BE Grid = Post #81
4. Model 4: Averaging up Trailing BE Grid Hedging
5. Model 5A: Averaging Up Averaging Down Trailing BE Grid Hedging
6. Model 5B: Averaging Up Averaging Down Trailing BE Grid Hedging
7. Model 6A: Averaging Up Martingale 1P Trailing BE Grid Hedging
8. Model 6B: Averaging Up Martingale 1P Trailing BE Grid Hedging
9. Model 7: Averaging Up Added 1P Trailing BE Grid Hedging
10. Model 8: Hedging Correlation with/without basket trading any version 4/5/6/7
11.

Trade Management Discussion is now start...
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https://forexintuitive.com/attachmen...549331086.xlsx

Model 2: Averaging up/down Grid
#8658;Risk: Averaging down - Margin call risk for performing due to large lot size need to be purchased.
#8658;Risk: Averaging upward - Stop loss for each of the rankings
#8658;Reward: Averaging down - No profit as the net profit is equilibrium

#8658;Reward: Averaging upward - Gain more profit if it's trending
#8658;My rating: Doing averaging up is great. Do not consider to do averaging down, because no profit to be made.

Please note there's a relation for version 3 and 2. So I post the version.


Model 3: Averaging up/down Trailing BE Grid
#8658;Risk: Averaging down - Margin call risk for performing due to large lot size need to be purchased.
#8658;Risk: Averaging upward - Only the very first grid level SL
#8658;Reward: Averaging down - No profit as the net profit is equilibrium

#8658;Reward: Averaging upward - earn more profit if it's trending
#8658;My rating: Carrying averaging up is great as the risk is modest. Do not consider to do averaging down, because no profit to be made.

Both these model are also known as martingale procedure. However, how to use this method efficient and have more profit compare to normal method. Please check structure.

Martingale Structure
1. Employ multiple grid formation with trailing stop to breakeven price.
2. Employ lot multiplier rather than lot increment. So to have appropriate grid distant for price to change in order to not hit breakeven price readily.
3. Use S/R arrangement for this instance, so there would have two outcome (Price either moves within the area or breakout)
4. Limit the number of grid formation, so this martingale arrangement could be closed once hit the last TP.
5. Assign stop reduction for the first grid level position and assign all positions with TP (TP is y pips distant in the last grid amount )
6. All positions are closed after market price hit breakeven price, 1st grid SL or last grid TP.
7. Add x pips profit to breakeven price. So if market is change, you'll get x pips profit before all position is closed.


I show you the contrast by using lot multiplier and lot increment. Which is the very best and why. Please just see the Lot size, price, NAV and profit inside the excel table. It is possible to dismiss the other and I will not explain the calculation because this is not important.
Sample 1 is having lot multiplier. Formula is Subsequent grid lot size = Past grid lot size (Past grid lot size x lot multiplier)
Sample two is using lot increment. Formula is Subsequent grid lot size = Past grid lot size lot increment

As you can see the NAV (Breakeven price) for both sample, both accomplish the identical function but sample two use larger lot size. You can study the chart as well.
Chart Legend
Left worth is price
Right worth is lot size
Bottom worth is grid position


#9658;Conclusion:
Can you find the profit. You can acquire many pips when the market is trending, and there's not any risk after 2nd grid level and above are triggered because path the halt to BE price. So if market is ranging, you get breakeven x pips profit.
https://forexintuitive.com/attachmen...1560252826.png

Quote:

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Originally Posted by ;

quote I will misunderstand your article but I am afraid you are mix and fitting two different things. The R:R is a component of an individual system's requirement. That's nothing to do with MM. The gains and the losses just multiplie. MM tries to maximize the yield of a winning system. It can't turn a loser into a profitable substance. Proof: MM is a modulation of this position size. The position dimension is a number. If you multiply a negative value (expectancy of a loser) with a positive value (lot size) you get a negative value (new expectancy).

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Your informations are precious and usefull for newbies for the MM.
BUT I agree PipMeUp: everybody must separate Expectancy of the egy (Risk / Bonus * win/lose proportions ) with money management.

ONCE your expectancy of winning is ABOVE 0,5 THEN you can try to play with money management.

I believe the optimal money management isn't linear and provides common sense.

I tried a non linear using the Roulette on net and I can lasted very long time: the longer you sustain against a random process, the greater you're (you can not win at the end).

My information if you don't know what to do is to employ a degree money management: appliy a predetermined AMOUNT of money risked in every trade (1 percent of initial capital for example) before your capital is the double. On every level, redo the 1 percent capital process. This is the only MM that can sustain any type of win / reduction sequence.

Moreover once you eliminate a lot, you can win then the best is to remain in the sport as long as you can.

Great stuff.

This is a good thread. I will contribute later on to it.