It is more like email list a final touch than smoothing the equity, but it brings up an interesting idea that it might be better to add new timeframes instead of trading email list multiple contracts in the same timeframe. Another option is to email list optimize also the timeframes (check the results of your system on several timeframes and pick one timeframe for each market.
- it can, but doesn't have to be the same) - but then, we need to email list ask ourselves how much of over-optimization this is. Anyway, here is another example of the portfolio mentioned above, when for every market we add the second email list, 15-minute, timeframe. The equity is slightly smoother, the drawdown hasn't increased so much, but the profit has. The net profit is email list 812,457 USD and the drawdown is 18,815 USD.
What systems to use The email list best variant is to have in a portfolio both trend and also counter-trend systems. Still, it is sufficient to have a system that can smartly react on email list both situations (equally, if possible). I am specialized in breakout strategies and I can say that it is all you need to have a balanced portfolio across several markets - but only if you have systems trading both long and short.