Recent content by GAlbano76

What you say it's true. But indeed I haven't dedicated too much time to analyze in the details how it works. RM reacts not only to changes in the strategy but also with the volatility of the markets traded. So it's not so easy to calculate.

Hello folks! After the changes I made on 11/12 the underlying account is UP 4.86% As the Risk Manager is still linked to the old BSL the number are way lower (nearly plus 1%) I have estimated that when the RM will be alligned with the new version of BSL, the VAR will be around 6.5/7 ... so the...

UPDATE: finally I got there.... now BSL will work with 2 different type of systems: one trend/cyclical and one trend. The weight is 72% trend/cyclical and 18% trend. I decided for now to stop using full cyclical systems... I will consider to use them again if I see them to fit in the new "team"...

From now on BSL is trading with only 7 systems.... three trend/cyclical and four cyclical but weighted 1/4.

Hi Volcano! I will think about that. Maybe I can keep them with 0.01 lots (now 0.06-0,12) ..... just to keep trace..... As you said I have done my "homework" and I think that as type3 systems worked well al the year and also in my backtests (when all the systems worked) ... they are more stable...

Hi all! BSL is FLAT from 1 year ago... and this is not what I wanted and what I was expecting from my ALGOs. Maybe market is changed (it's a strong possibility since covid impacted everything in march....) or my expectations were biased. I'm more inclined to think that market IS changed from...

I was trying to add another description of BSL but this time I will do it in reverse: if there is someone interested in BSL I'm here to reply to all the questions which may arise. For sure I'm very confident in the way BSL trades and for the time being I'm expecting as soon as possible the...

Joined today! Hi everyone nice to be here... CavaliereVerde, can you add the BSL forum page?......thnx!