• Welcome to the Darwinex Forums, these forums are member-run and managed by CavaliereVerde. Member-run forum rules may differ from the site guidelines.

[DARWIN] TVS by LongVision - lpphbti

Yes result is above average but It also suffered two large drawdown in 2020 due to many correlated trade triggered at same time and all hit stoplosses.

I here only trying to fix sudden spike of risk.

Strategies I am using on TVS, shown result on live trading account since 2018 thats why I never rush to optimize and change anything.

So I am here not changing any entry setup but only trying to improve exit setup, redistribution of risk and adding new instruments.
 
LongVision said:
4.For NDX/DAX30 breakout strategy added new exit logic so average holding period will be increase from 02 days to 14 days with lower no of trade.
Click to expand...
As stock market is at ATH I will wait for correction and combine both exit logic together so that there is no unusual change in behavior of darwin TVS.
 
IMG_20210209_211816.jpg

ATH for darwin TVS. It takes atmost 06 month to recover DD.
 
LongVision said:
2020 was tough year for Darwin TVS.

All strategies was developed during 2017-18 and tested on data upto march-2018.
Now, I almost reoptimize all trading strategies with new data and added new instruments .

Following are major changes for Darwin TVS-

1.Risk for forex pair reduced to half.
2.New exit logic to improve win percentage for breakout strategy for forex pairs.
3.I increase exposure to Stock index and added most of the stock index to trade list.
4.For NDX/DAX30 breakout strategy added new exit logic so average holding period will be increase from 02 days to 14 days with lower no of trade.

Capacity score will be increase and leverage will be reduce after these major changes.

Hope these change will also improve equity curve.

Regards
LongVision
Click to expand...
An update for darwin TVS.

All changes mentioned above applied to darwin TVS.
Also few other changes done for darwin TVS-

1.Partial exit for momentum trading when momentum slow down. This change will reduce daily DD and protect some profit.

2. Added short trading for Stock indices. This strategy try to capture sharp selloff for stock market. This strategy is not very profitable most of the time but I added this for small risk for diversification only.

3.Closed Darwin ISC and added profitable strategies of Dawin ISC to Darwin TVS.

IMG_20210318_212743.jpg
 
LongVision said:
Risk Management
  1. Risk per trade varies from 0.5 to 2 percentage of Equity and depend on the type of strategy used.
Click to expand...
Now risk varies from 0.25 to 1.5 percentage of Equity per trade for underlying strategy and Money Management is based on Kelly criterion.
 
Last edited:
Nice Darwin indeed. Good returns, sistematic winning year after year, moderate DD (below 10% is excellent). However, hasn't it a too much long stagnation? 7 months stagnated.
In fact those four ratios are the only ones I care about... Well, maybe I should add D-Score? Nahh, I think I'll pass of D-Score
 
FXforfun said:
However, hasn't it a too much long stagnation? 7 months stagnated.
Click to expand...
To be honest I expect 02 years of stagnation for a single strategy per instrument. As darwin TVS is Multi-Strategy, Multi-asset and Multi-timeframe so I expect a stagnation period of 06 months for darwin.
EURUSD VT BT.png


FXforfun said:
Well, maybe I should add D-Score? Nahh, I think I'll pass of D-Score
Click to expand...
As the new D-Score use a long lookback period so D-Score >75, It may take up to 03 years if the equity curve is upward. With the old D-Score darwin TVS achieved D-Score of 80.1 within 01 year.
 
CavaliereVerde said:
Can you find me a darwin with a geniuine and long trackrecord with new highs every semester?
Click to expand...
Don't take me wrong. I know that's a requirement just for purebred strategies! But TVS has been stagnated for 6 and 7 months in 2 years? I should check again.

There are two Darwins I feel passion: UYZ and SYO. Their max. stagnation was 6 months on both although SYO will lose this honor next month.
I already wrote about this on SYO's Darwin that this was a point to get worried about because SYO is reaching a record on its stagnation
 
@CavaliereVerde @FXforfun @IlIlIlIlI
So now here is a question, Is it possible for a trader to reduce stagnation period?

I think following are some methods to reduce stagnation period. Lets discuss these methods or any other method if anyone know.

1.Increase the risk after losing a trade.
2.Pyramid the position after winning and reduce the risk after a loss.
3.Stop trading for some fixed time period if equity curve enter in DD phase.
4.Trading equity curve- i.e. stop trading if equity curve cross below moving average of equity curve and use another demo account to observe equity curve, if equity curve cross above moving average of equity curve then resume trading in original account.
5.Use hedge to reduce the overall risk after entering in DD phase and resume normal trade after DD recovery. Example -Portfolio of selected stocks and hedge the risk using Index S&P500.

Above mentioned method or any other method will really help over long period of time that is real question.
But one thing is sure these method surely complicate trading and violate KISS principle

KISS principle - Wikipedia

en.m.wikipedia.org en.m.wikipedia.org
 
Last edited:
You must log in or register to reply here.

Similar threads

CavaliereVerde
[DARWIN] MDU by jonfuentesx - Elpredador
2
Replies
21
Views
5K
jonfuentesx
jonfuentesx
CavaliereVerde
[DARWIN] VRT by VolcanoFX
Replies
19
Views
5K
VolcanoFX
VolcanoFX
CavaliereVerde
[DARWIN] ILR by IlIlIlIlI
3 4 5
Replies
92
Views
14K
CavaliereVerde
CavaliereVerde
CavaliereVerde
[DARWIN] XDX by TrävisDäTrader - Traevis
Replies
5
Views
2K
CavaliereVerde
CavaliereVerde
CavaliereVerde
[DARWIN] PDC and VDC by Emanita & Pure Pip Producer
8 9 10
Replies
195
Views
24K
Muiris
M
Top