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VLR – Vipro

@vipro

The VaR of your Strategy is now at 5.1%, its lowest level.

This implies a replication ratio of 1:4 between your Darwinex account and your Darwin.

So if Monday there is a DD of 10% on your account, your Darwin will undergo a DD of 40%.

I just re-read the entire topic, including your explanation of your money management since your master account.

I’m not sure that the fact that the Darwin is 400% more risky than your strategy be automatically integrated into your replication between source and destination accounts.

And my recent experience tells me that we must be concerned about this issue before the occurrence of the next major DD.

I have exactly the same problems as you in a project of Darwin. Namely, a number of trades, so an exposure that varies depending on market phases.

And yet, I have no magic formula to propose to solve this problem. And the more I get involved in understanding the functioning of RiskManager more I realize that it’s really complex.

What is certain is that increasing the capital during a phase with little exposure lowers your VaR.

I understand that you increase your capital to increase the number of trades that will be replicated from your master account.

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@Medialux, IMO at present we can only waiting for implementation of features, described in Darwinex Reloaded, which must change current state of problem of VaR.

Also it seems that Replication Ratio does not using simple formula RR = 20 / VaR, so may be at next week we’ll don’t have RR = 4 for VLR.

I continue to wish such restriction for VaR:


If look at the picture, we can see, that there are periods with low drawdown. In these “good” pereiods VaR will lowers. October is one of “good” periods.

Delicate phase in VLR.

The low VaR creates an increase in the volatility of the Darwin, but in addition the Risk Manager Squezze’s more than 50% of the exposure.

That means that the first losing trades are well kept, and the new recovery trades are denied.

And there is an additional risk, while closing existing trades, if the D-Leverage drops suddenly, the VaR of the strategy risks plunging more.

My 6% rule allowed me to avoid the current drawdown.

I am tempted to reinvest, but my rule of 6% stopping me.

If I observe VLR so closely, not only as investors, but because I am subjected to exactly the same problems with a strategy with which I want to create a Darwin.

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Yes, there is the big volatility, but Monthly VaR start growing already and I hope Replication Ratio will decreased soon.
Current week almost done, it was not so good week as previous, and I’ll don’t increase Darwins balance at this week.
EA’s continue work.

Does your trading system have a Martin element?

From what I have observed, for example on its Zulutrade account where trades are visible, it’s averaging down on several currency pairs. But always with the same lot, without martingale.

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@liuzhuo, my trading system don’t use martingale, as @Medialux wrote already.
Sorry for delay with answer, I was out of computer this weekend and thanks to @Medialux.

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One more week is done. Unfortunately, there was no enought price movement to close open trades with profit in 09/11.

As in previous week, I did not add any funds to trading account at this weekend.
But next week is started already.

One more week done. GBPUSD assets closed with small profit but AUDCAD opened.

As in previous two weeks, I did not add any funds to trading account at this week.
Thanks to investors for trust and patience.

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It’s Friday again!
Current week is almost done. Open AUDCAD assets closed today with small profit

Unfortunately, Darwin VLR has negative profit in November now (-4.28%), instead its underlying strategy ViproAlfaM (+2.89%)

I added $100 to trading account, current balance is $1720.

At present on myfxbook.com we can see following results:

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Added $90 to trading account for new week, current balance is $1810.

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New week started already.

Added $171 at last weekend, current balance of VLR trading account is $2013.

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It’s Friday again!
Current week is almost done. At this week VLR touched DarwinIA Top40 at first time.

$124 was added into Darwinex account, but balance of VLR was decreased by 76$ (is $1963 at present) and can be decreased more before next week start because I plan to create new Darwin.

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For this Darwin VLR added trading on 2 new currency pairs. Total number of used currency pairs is 6 at present (all combinations of GBP, USD, AUD, CAD).

I moved $400 from VLR to new Darwin which will be available for the next week.

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VLR touched the last maximum of Return after almost two months of wating.

Also I moved more $250 from VLR to new Darwin - not so good start as I wish.

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One more week done - and let’s do some fun.

As described, my new Darwin was created at 10 December, but it will be on the public only since 19 December - it is one of rules of Darwinex. Acronym for new Darwin already selected and I can’t change it.

Whether somebody can guess its acronym?

Hints: it is not random combination of three letters. It was second member of the set of three Darwin’s acronyms. The third acronym is free at present, if all will be ok, I plane to use it for third Darwin in the future.

And the some rules:

  • Each person can choose 5 possible options of an acronym.
  • Deadline for posting and summing up is 19 Dec 00:00 MSK (UTC+3)
  • Little prize for the right answer is $50. If there will be more than one right answer, prize will be divided for each person.

And as usual - weekly picture

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Added $100 to VLR which I win in little bet of regarding previous post.

Current balance is $1382.

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One more week done

Unfortunately, there is new drawdown on VLR. So, get more patience and wait for a next week.

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Did not you have the opportinity to stop your system towards mid-December?

Personally I consider the fact that a strategy that connects to a Darwin is active the last two weeks of December and the first week of January as a fault.

I have to disagree.
Look to my LSC with a custom period from 15 december 2015 to 6 january 2016: +30%