Quote:
Originally Posted by PipCop  (...)
UPDATE - 2009/08/05 - I have changed the lot size from 0.1 to 1.0, as this robot seems to be able to handle it at this point. Let's see if it takes off. |
IMO to handle efficiently 1.0 lots the system should have at least 100000 balance. It is all right when it still works on single multiples of the base lot, but at some point it switches to 2x, 4x and 8x multiples of the base lot and this is the moment when the worst drawdown occurs when the trend changes.
When I demoed it with 1000 account, where the base lot was 0,01 it did well until it got to the 0.08 lots and after the trend U-turn the account was obliterated.
In this case when it gets to 8x multiples it will trade 8 lots in one trade and there may be several of them...
Pipcop, I think that you should have stayed with the original lot size. This "stress" test will not prove much if it fails.