I started the algorithmic trading some years ago after attending a very interesting training. The passion showed by the teacher convinced me that I have to explore this area.
My background is Computer Science and I love to create and build Lego MindStorms robots, so it was easy for me to get into this field.
The strategy behind DKM is a mix of different trading techniques (breakouts, range trading, trend follower and scalping). No martingale or grids.
Like the trapeze artists, I operate with several safety nets. To have a safety trading system I control:
- the max loss in every trade
- the average loss
- the worst losing streak in a row and finally
- the max drawdown.
I’m a fully believer that a walk forward optimization is the only way to have predictable results in the future. I’ve developed my own optimization process who gives me a very useful information:
- what are the variables to optimize?
- what are the range of the parameters?
- how often I must reoptimize my EAs
I have to say that I trade not only with Darwinex, but all my EAs runs also with other brokers. My objective is to develop strategies that runs equally across different brokers. To do this, I’ve opened a demo account in 10 different brokers and a live account in 5 of these brokers. One of them is obviously Darwinex and I’ve to say that is clearly the best of all: good execution, excellent customer support, low commissions, Darwinia prizes and the possibility to sell legally the strategy.
Then, I control the difference between live and demo trades. If the trades are very different, something is going wrong and I must study why and how to solve it. To do this, every weekend I download all the trades (from 10 demo accounts and 5 live accounts) and I compare one by one. This is a hard work, but it gives me a very valuable information. In fact, from December 2018 to March 2019 I realized that some EAs doesn’t worked well. There was a lot of inconsistencies. After a hard work of debugging during Q2 and Q3 of 2019 I redefined all my trading systems.
In the next picture, you can see a clear change in the strategy. Since October 2019, I have less trades but much more accurate:
The result of all this work is that since October 2019 my system produces stable results with good returns (26% growth) with a 6% drawdown and a VaR of 5%:
Moreover, I have won Darwinia awards in May, June, July and August. Four months in a row!
Now it’s time for you, valuable investor, to trust in me, in my work and invest in my strategy.