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LOK & LKL by portola - investors discussion


Welcome to my thread about LOK and LKL.
The purpose of this thread is to be in contact with investors who want to meet who is behind.

About me:
I’m 55 years old, BS in Computer Science and I arrived in the markets in 2011 looking for an alternative to the normal job.
I started to follow some traders but I always wanted to have my own strategy to be independent. Next steps were to receive training and read some books and I started to practice in demo mode.

One of my favourite quote is:“Trading is the most difficult way to make Easy Money”

About my strategy:
I found that indicators (Moving Averages, RSI, MACD, Stochastic, Bollinger Bands…) are not reliable and I decided to study the graphics without any indicator.
Then I found some behaviours in the EURUSD pair and I developped two strategies that evolved into one sigle strategy.

Currently my strategy is 100% manual and it works only on EURUSD.
It’s a pure price action strategy with several filters (news and volatility) to reduce the number of invalid trades, so on average, it takes only 1 trade per week.
No grid and no martingale.

Differences between LOK and LKL
LOK reflects all my trading history from the start (learn, investigate, backtest, trade, fall and rise) and the imported results provide an ugly graphic with +70% drawdown. Nonetheless, LOK has +65 score which allowed me to win some Darwinia prices.

LKL is the same strategy like LOK but it includes the trades taken only in Darwinex. LKL helps me to avoid this ugly drawdown in the graphics and shows only the actual results eliminating the period of learning forex and developing the strategy. The investable attributes are the same with the exception of Ex and Pf. I hope that after several months, they’ll be exactly the same.

Best regards,


Good luck :slight_smile:

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Christmas is coming and volatility falls a lot so it’s time to stop trading in order to make a small balance and spend more time with the family.

The quarterly results since I trade with Darwinex is the following:
Q4-18 3.52%
Q1-19 -18.86%
Q2-19 7.83%
Q3-19 0.11%
Q4-19 2.89%

After the catastrophic Q1-19, I’ve added a filter to avoid erroneous entries.
This filter reduces the number of trades to an average of 1 trade / week, but significantly increases the winning trades. The result is very positive, adding 3 consecutive quarters in positive and making a total of 10.83% in 9 months.

See you in January in the market.
Happy Christmas!


February summary:
No trades at all. My strategy doesn’t open any trade because the required conditions have not been met… 6 weeks in a row without any trade. The track record was 8 weeks in Q3-2018. Let’s see what’s the market behavior in the coming weeks.


Q1 Analysis
1,36% benefit in Q1, very small.
With February without any trade due to the high volatility, March recovered the activity at the end of month.
Very low number of trades, not enough to evaluate the goodness of this strategy compared with other quarters.
Let’s see what happens in Q2.

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