[DARWIN] TVS by LongVision - lpphbti

[BenHardy]

Hi lpphbti,

First, let me congratulate you on the incredible performance of TVS, I hope you can continue with it!

I recognized that even though you stopped night scalping in March, the used capacity remains on a high level (screenshot attached). Have you considered working with fractional entries and exits? Your average holding time meanwhile is about 1 day (+ you stopped the scalping trades, see above), so conducting e.g. 3 entires/exits each with e.g. 3 seconds delay (and only 33% of the regular size) could significantly increase your scalability in investors would earn more because of less divergence.

What do you think about it?

Best,
Ben

 

[LongVision]

Hi lpphbti,

First, let me congratulate you on the incredible performance of TVS, I hope you can continue with it!

I recognized that even though you stopped night scalping in March, the used capacity remains on a high level (screenshot attached). Have you considered working with fractional entries and exits? Your average holding time meanwhile is about 1 day (+ you stopped the scalping trades, see above), so conducting e.g. 3 entires/exits each with e.g. 3 seconds delay (and only 33% of the regular size) could significantly increase your scalability in investors would earn more because of less divergence.

What do you think about it?

Best,
Ben

Hi, thanks for your kind words. Yes, fractional entries and exits are on my agenda to improve capacity. I will definitely implement fractional orders in the near future.

Regarding the other points, these divergences are mostly due to news-based EA entries during high-impact news. This delayed entry might reduce divergence, but I'm not sure if it will improve overall returns.

 

[BenHardy]

Hi, thanks for your kind words. Yes, fractional entries and exits are on my agenda to improve capacity. I will definitely implement fractional orders in the near future.

Regarding the other points, these divergences are mostly due to news-based EA entries during high-impact news. This delayed entry might reduce divergence, but I'm not sure if it will improve overall returns.

Thanks for the swift reply!
Yes, the fractioning with most of the partial entries being delayed may reduce the profitability of some (not all) of your utilized strategies (just conduct proper backtests to get an idea about the differences). However, the impact may be less than going "all-in" per trading signal with not enough liquidity (your capacity has already reached about 40% on average, meaning the investors already lose a significant percentage of the profits due to big volumes ordered at once).

P.S. If you trade on MT4 I can send you the source code of a tool (for free) which automatically conducts said fractioning of positions. For example you halve the current native risk per position and said utility will clone each an every position listed in the terminal with a custom delay, and also close them in the correct order with delay. Even SLTP can be randomized for said clones. If you need more info, just send me a pm 🙂.

 

[LongVision]

Thanks for the swift reply!
Yes, the fractioning with most of the partial entries being delayed may reduce the profitability of some (not all) of your utilized strategies (just conduct proper backtests to get an idea about the differences). However, the impact may be less than going "all-in" per trading signal with not enough liquidity (your capacity has already reached about 40% on average, meaning the investors already lose a significant percentage of the profits due to big volumes ordered at once).

P.S. If you trade on MT4 I can send you the source code of a tool (for free) which automatically conducts said fractioning of positions. For example you halve the current native risk per position and said utility will clone each an every position listed in the terminal with a custom delay, and also close them in the correct order with delay. Even SLTP can be randomized for said clones. If you need more info, just send me a pm 🙂.

Thanks

 

[LongVision]

Something went wrong with MQL5 VPS. My EA entries were not triggered today after the CPI data. I can't re-migrate because I am out of the station and have no laptop.

 

[LongVision]

Something went wrong with MQL5 VPS. My EA entries were not triggered today after the CPI data. I can't re-migrate because I am out of the station and have no laptop.

"It looks like a lucky escape; otherwise, it would be a -2% loss. 😳

 

[LongVision]

Something went wrong with MQL5 VPS. My EA entries were not triggered today after the CPI data. I can't re-migrate because I am out of the station and have no laptop.

EAs are functioning now. This issue recurs every few months after migration. It is likely a bug due to the upgrade of MQL5 VPS.

 

[LongVision]

Heading into one of the worst months in a long time, with stop losses being triggered left, right, and center.

 

[CavaliereVerde]

Mastering Automated Trading with $2M+ under management

Discover how engineer Laxmipati Pandey turned into a successful trader managing over €2M with DARWIN TVS using automated and systematic trading strategies.

blog.darwinex.com

 

[LongVision]

Darwin TVS completed 5Year of track-record.

 

[LongVision]

Currently in 9th place on the Hall of Fame

 

[LongVision]

https://twitter.com/x/status/1863485869736563050

 

[LongVision]

New ATH after -10%DD

 

[ProfitPioneer]

Thank you for providing the TVS strategy, which has demonstrated a strong track record of over five years with controlled drawdowns and stable performance. I truly appreciate the opportunity to gain further insights into the strategy.

I have a couple of questions regarding the TVS approach and its performance:

1. Handling Regime Shifts in Global Equity Markets
   It appears that TVS is a long-biased strategy applied to global stock indices. Given that global equity markets can experience prolonged downturns (e.g., 2022), could you elaborate on how the strategy is designed to handle regime shifts from long-term upward trends to bear markets? Specifically, how does TVS differentiate between short-term corrections and more sustained downward periods? Understanding this aspect would help clarify how the strategy aims to minimize drawdowns and improve performance during challenging market conditions.
2. Trends in Trading Behavior
   From the trading behavior statistics, I noticed some emerging trends, such as a gradual increase in the average holding duration for positions, as well as an increase in both average winning and losing trade pips. Could you clarify whether these changes are the result of intentional strategy optimizations or if they are driven by other external factors?

Thank you for taking the time to address these questions. Your insights would be invaluable in helping me better understand the nuances of the TVS strategy and its adaptability to evolving market conditions.

Looking forward to your response.

 

[LongVision]

Hi, thanks for your kind words. Here is a reply to your query:

1. There is 50% exposure to equity indices with a long bias and 50% exposure to long-short strategies on multiple forex pairs. Additionally, there is a mechanism to exit long positions in indices during a strong sell-off. There is also a mechanism to identify bear markets, and no trades are made until there are signs of market recovery.
2. This is an intentional change to strategies, such as stopping night scalping and trading on larger timeframes for both forex and indices, as AUM is increasing.

On a side note, there is still some pending optimization for forex strategies that will further reduce leverage.

Feel free to ask anything else.

Regards,
LPP

 

[LongVision]

https://twitter.com/x/status/1885415272430940290

 

[LongVision]

https://twitter.com/x/status/1885415272430940290

-2.5% after Gapdown🙁

 

[LongVision]

Lost a >6% gain in this volatile market.

 

[LongVision]

😭