[DARWIN] TXR by TrainerTXR - Trainer

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TrainerTXR

Junior member
45 79
@TrainerTXR :
However, IMO, you should keep this strategy for your own capital only.
Why?
With such kind of scalping strategy, the more the AuM, the more weigh enter/exit the market, the more slippage/negative effect to your result.
No worries yet.
Closely monitoring divergence, which is still positive as the AuM increases.
The stats concerning order details provided by darwinex are very helpful (and cool).
TXR_divergence.PNG


And, if it becomes critical there will be ways to work around.

From this point of view its good that the Darwinia AuM is no real money, so it cannot affect divergence.
If you belive in darwinex attributs there should be plenty of room for expansion. Cp attribute has strongly improved :
cp.PNG
 
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CavaliereVerde

Experienced member
1,596 2,067
What is you specialty/field as IT professional?
 

TrainerTXR

Junior member
45 79
What is you specialty/field as IT professional?
Actually not programming, as you may think. No, I starting as Consultant (with all that funny MS certification&carrier). Later one it develops from the technical implementing to pure project managing - planning and implementing really large international networks for some big companies.

But after a few years it becomes more and more boring, just do the planning, communication, presentation and selling to CIOs ;-) .
Often over the week somewhere in country/abroad- but not at home with wife&kids :-(

Since in the deep of my heart I am a tekki and scientist (and not a manager), thats why I studied. But after getting my master and working 3 years at the universtity there where no jobs at all for young physicans - so I drifted to IT like many many other. And of course you could make good money in that business since there was a large demand.

But developing trading strategies is much closer to my origin as an physics scientist.
Its damned hard but its really fun as well, in the end I am happy with my deciscion.
 
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TrungLN

Well-known member
250 390
But developing trading strategies is much closer to my origin as an physics scientist.
I'm close to your case but my major in University is about automotive engineer. But, I drift to a embedded software engineer.

Trading is also my favorite. Not only the feeling about can make much money, but also some fascination when we demonstrate we can win where most of other failed.
And also, trading is very close to math. (About possibility statistics.)
 

Long Term

Newbie
8 11
Is CP really a strong or meanin attribute, I understand the basic idea behind it but my Darwin currently has a capacity of $333 million. Definitely doesn’t mean it‘s hundreds of times better than anything else.
 
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TrainerTXR

Junior member
45 79
Cp has less or nothing to do with the quality of the Darwin. I think its just a rough guess how much capital a darwin may be able to absorb based on the last few month of activity. Nobody really knows or can exactly predict how the Darwin behaves in terms of divergence (slippage) when it comes into 7 digit following capital.

For example darwinex itself did not use Cp in their "Good Scores" selection list.
Definition of "Good Scores" from darwinex : Includes DARWINs with a good grade combination in the 12 Investment Attributes (excluding Capacity).
 
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CavaliereVerde

Experienced member
1,596 2,067
Cp has less or nothing to do with the quality of the Darwin.
Let me disagree. :)
IMO Darwinex is underestimating the importance of Cp.
The consequence are very visible scalpers with huge divergence problems.
Let's look to THA : investors are getting half the return, how many of them are aware of it?
This is good as long as investors are retail, in 2018 ERQ was filled by a single intitutional investor.
 
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TrainerTXR

Junior member
45 79
Let me disagree. :)
IMO Darwinex is underestimating the importance of Cp.
The consequence are very visible scalpers with huge divergence problems.
Let's look to THA : investors are getting half the return, how many of them are aware of it?
This is good as long as investors are retail, in 2018 ERQ was filled by a single intitutional investor.
Okay - what if I exchange the word Darwin with 'strategy' (or even edge) ?
I guess many providers are not aware of the problem and/or have no idea what to do against it.

But - divergence is not only cost for investors - its less profit for the provider = they have to take care.

From trading this system with in sum larger Lotsizes than the investors current avg size - I have an idea when comes to be critical.
As long as I see this picture (which is MUCH more important that the Cp numbers!) ...
Lotsize.PNG
TXR_divergence2.PNG

... I know my followers are save.

If that average size comes to 5 o 10 Mio per Trade (not 0.07!! like now) - yes than it become more difficult.
But this will take time, since investors seem to be somehow lazy and sometimes crazy (leaving at ATH) ;-)
 
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TrainerTXR

Junior member
45 79
One last post concerning divergence discussion.

Since most likely the majority of forum member is still not invested in TXR a little proof, that positive divergence really pays out.
Of course I am invested in my own darwin (60% investor saving is better than 40% comm reduction due to >60 d-score!) I have data for the last month:
Div2020.PNG

Div2021.PNG

as you can see, investors ($ row) do better than the raw darwin (and even better than the traders account ).
Its not much but it would pay the management fee of about 0.1% per month.
 
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CavaliereVerde

Experienced member
1,596 2,067
TXR is a very promising darwin and I like your style but I know you since few days and I require 700 days of native trackrecord to invest.
Can you show backtests of your current strategy?
 
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TrainerTXR

Junior member
45 79
TXR is a very promising darwin and I like your style but I know you since few days and I require 700 days of native trackrecord to invest.
Can you show backtests of your current strategy?
As I told I am developing and trading strategies since 2006 - so I am some kind of pioneer . I don't know when MT4 comes up, but I guess later? So I am not coding in MT4/MQL - instead I all of my routines are developed in Tradestation/MultiCharts Easylanguage.
Maby 5000 lines of codes in total and Its simply not possible to do the same stuff in MT4.
Long time this was the standard for trading with InteractiveBrokers (now its Python and others).
And sytems still running in TS while I use a propriatary self developed TS>MT4 bridge to send and control orders.

But just this week I did a new linking of one IC markets account - I simply wanted to know, how good the D-Score will be compared to TXR and XRX (somehow I anticipated some question like yours??)

So here is what it looks like, if you are trading the raw strategy since Jul2017 with a good broker without and darwinex risk manager and ESMA/ASIC leverage limitation:
ICMarkets2.PNG


1612630567130.png

D-Score is 79.3 >> NOT better than TXR !
 
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