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D Alembert System

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Hi traders...Does anyone use the D Alembert System for money management....( Increase lot size when  loosing ...decrease when you are winning...less risky than martingale)any thoughts if it could be implemented in the CP EA

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The Scalper

Am familiar with it....its both positive progressive and negative progressive just like the D Alembert but a bit more complicated 

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1
Emerson Feitosa

do you know the Masaniello management? it would be interesting to put in the CP. Here's the suggestion. it works progressively, where the capital at risk is considered, the hit rate and the number of trades. the system already says what the profit will be in % if the cycle closes in gain.

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The Scalper

Hi....Guys please lets vote☺️

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The Scalper
Quote from Andrey Khatimlianskyi

Ok, let's vote for it.

Parameters:

  • Expected loss in money (for example, $10)
  • Expected profit to expected loss ratio (for example, 3 (means 3:1))

Calculation of the first lot of new series:

  • If the last series closed with profit, and account reached a new high, use the standard lot size calculation (like it is now)
  • If the last series closed with loss, increase the lot by 1 unit (unit = first lot of the first series after account new high)
  • If the last series closed with profit >= 0 and < Expected loss in money, keep the same lot as in previous series.
  • If the last series closed with profit >= Expected loss in money and < 2*Expected loss in money, decrease lot by 1 unit
  • If the last series closed with profit >= 2*Expected loss in money and < 3*Expected loss in money, decrease lot by 2 units
  • If the last series closed with profit >= 3*Expected loss in money and < 4*Expected loss in money, decrease lot by 3 unit
  • and so on...

Okay👍.....thank you Sir

Cheers

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Andrey Khatimlianskyi
  • Planned (collecting votes)
Quote from The Scalper

Morning

Sounds brilliant!!!.....in that way we make sure our lotsizes  decreases even if we dont reach the expected TP....the smaller the lotsizes...the lower the drawdown...lesser chances of burning the account...

Ok, let's vote for it.

Parameters:

  • Expected loss in money (for example, $10)
  • Expected profit to expected loss ratio (for example, 3 (means 3:1))

Calculation of the first lot of new series:

  • If the last series closed with profit, and account reached a new high, use the standard lot size calculation (like it is now)
  • If the last series closed with loss, increase the lot by 1 unit (unit = first lot of the first series after account new high)
  • If the last series closed with profit >= 0 and < Expected loss in money, keep the same lot as in previous series.
  • If the last series closed with profit >= Expected loss in money and < 2*Expected loss in money, decrease lot by 1 unit
  • If the last series closed with profit >= 2*Expected loss in money and < 3*Expected loss in money, decrease lot by 2 units
  • If the last series closed with profit >= 3*Expected loss in money and < 4*Expected loss in money, decrease lot by 3 unit
  • and so on...

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2
The Scalper
Quote from Andrey Khatimlianskyi

Maybe we should set expected loss size in parameters as well?

Thus, we will have all data to calculate the next lot.

For example, with expected loss = 10 and ratio 3:1:

  • lot will increase by 1 unit (start lot size) after any loss
  • lot will decrease by 3 units after profit >= 30 (if overall account not reached new high)
  • lot will decrease by 2 units after profit >= 20 (if overall account not reached new high)
  • lot will decrease by 1 unit after profit >= 10 (if overall account not reached new high)
  • lot will remain the same after profit < 10.

Sounds good for you?

Morning

Sounds brilliant!!!.....in that way we make sure our lotsizes  decreases even if we dont reach the expected TP....the smaller the lotsizes...the lower the drawdown...lesser chances of burning the account...

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0
Andrey Khatimlianskyi
Quote from The Scalper

Good evening.

Yes thats very correct Sir....very happy to hear that

1.Yes ratio can be set by parameter....

2.I did think of it and its a very good idea ...but how do we determine if profit is a big one.... because sometimes it might close with rather a small profit maybe $3 instead of 33 like you had suggested...so how can we work around that

Maybe we should set expected loss size in parameters as well?

Thus, we will have all data to calculate the next lot.

For example, with expected loss = 10 and ratio 3:1:

  • lot will increase by 1 unit (start lot size) after any loss
  • lot will decrease by 3 units after profit >= 30 (if overall account not reached new high)
  • lot will decrease by 2 units after profit >= 20 (if overall account not reached new high)
  • lot will decrease by 1 unit after profit >= 10 (if overall account not reached new high)
  • lot will remain the same after profit < 10.

Sounds good for you?

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1
The Scalper
Quote from Andrey Khatimlianskyi

Okay, now it all makes a lot more sense.

1. After any loss increase lot by 1 unit (start lot size).

2. If new profit is reached on overall account, start with start lot size.

3. If order/series closed with profit less than TP, keep the same lot.

4. If order/series closed by TP (but overall account not reached new high), decrease next lot size by (TP size / SL size) units.

But I still have questions.

1. It will be very problematic to calculate (TP size / SL size) for all possible configurations (martin, anti-martin, different number of orders, etc). So I think ratio will be set by parameter.

2. Why not to decrease lot if we closed series with profit less than TP, but still a big one?

For example, if 11th order closed with profit $32 (it is lee than TP=33), why not to decrease lot by 2 units?

Good evening.

Yes thats very correct Sir....very happy to hear that

1.Yes ratio can be set by parameter....

2.I did think of it and its a very good idea ...but how do we determine if profit is a big one.... because sometimes it might close with rather a small profit maybe $3 instead of 33 like you had suggested...so how can we work around that

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1
Andrey Khatimlianskyi
Quote from The Scalper

Good morning

1.The ratio is calculated by the EA...User only has to set TP and SL values

2.Sorry ....Yes You are right 11th trade is 1.1 lotsize..... Apologies my bad


3.You mean closed by Trail Stop....if trades closes by Trail Stop we neither move forward or backward we bet the same lotsizes in the next batch




So With 1.1 lotsize if trades closes by Trail Stop...we bet 1.1 lotsizes again in our next batch of order series....but if it closes by TP then we win $33 and move 3 steps back....if it hits SL we move again a step forward


Logic


If trade is result is a loss( Either hits SL or closed by TrailStop)

(Increment lot size by x step/s)


If trade result win( TP HAS BEEN HIT) and Global Take Target Profit HASN'T been reached

(Decrement lotsize by x step/s )


If trade result win( CLOSED BY TRAILSTOP) and Global Take Target Profit HASN'T been reached

( Use same lotsizes( previous batch lotsize) )


If trade result win ( Either TP has been hit or closed by TrailStop)and Global Take Target Profit HAS been reached

(Close All Orders And Reset)


Okay, now it all makes a lot more sense.

1. After any loss increase lot by 1 unit (start lot size).

2. If new profit is reached on overall account, start with start lot size.

3. If order/series closed with profit less than TP, keep the same lot.

4. If order/series closed by TP (but overall account not reached new high), decrease next lot size by (TP size / SL size) units.

But I still have questions.

1. It will be very problematic to calculate (TP size / SL size) for all possible configurations (martin, anti-martin, different number of orders, etc). So I think ratio will be set by parameter.

2. Why not to decrease lot if we closed series with profit less than TP, but still a big one?

For example, if 11th order closed with profit $32 (it is lee than TP=33), why not to decrease lot by 2 units?

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1
The Scalper
Quote from Andrey Khatimlianskyi

1. profit ratio is set by user or calculated by EA (ratio = TP / SL)?

2. Why 0.11 is correct if we start from 0.1 and add 0.1 after every loss?

0.1-0.2-0.3-0.4-0.5-0.6-0.7-0.8-0.9-1.0-0.11?

3. What with my example?

11th trade 1.1 lots closed with +$3, overall loss is $52. What is the next lot? Still 3 steps back (0.8)?

Good morning

1.The ratio is calculated by the EA...User only has to set TP and SL values

2.Sorry ....Yes You are right 11th trade is 1.1 lotsize..... Apologies my bad


3.You mean closed by Trail Stop....if trades closes by Trail Stop we neither move forward or backward we bet the same lotsizes in the next batch




So With 1.1 lotsize if trades closes by Trail Stop...we bet 1.1 lotsizes again in our next batch of order series....but if it closes by TP then we win $33 and move 3 steps back....if it hits SL we move again a step forward


Logic


If trade is result is a loss( Either hits SL or closed by TrailStop)

(Increment lot size by x step/s)


If trade result win( TP HAS BEEN HIT) and Global Take Target Profit HASN'T been reached

(Decrement lotsize by x step/s )


If trade result win( CLOSED BY TRAILSTOP) and Global Take Target Profit HASN'T been reached

( Use same lotsizes( previous batch lotsize) )


If trade result win ( Either TP has been hit or closed by TrailStop)and Global Take Target Profit HAS been reached

(Close All Orders And Reset)