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i.e. it's already hit the wall ...
--- In amibroker@xxxxxxxxxxxxxxx, "Howard Bandy" <howardbandy@xxxx>
wrote:
> Hi Fred –
>
>
>
> We might be able to analyze the shape and slope of the equity
curve, just
> like any other time series, to determine whether it has peaked.
>
>
>
> Howard
>
>
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Sunday, November 16, 2003 7:41 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Backtest using equity curve
>
>
>
> Presactly. I never viewed them any other way. However an approach
> of switching systems to ones with currently better looking equity
> curves argues for a similar approach i.e. catch the moving train
and
> hope that it isn't already going top speed just prior to it hittng
> the wall.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Howard Bandy" <howardbandy@xxxx>
> wrote:
> > Hi Fred -
> >
> >
> >
> > There is another way to look at a rising equity curve - to view
it
> as a good
> > thing.
> >
> >
> >
> > Assume that models and markets flow back and forth between in
> agreement
> > (profitable) and out of agreement (drawdown). When the model is
> working,
> > enjoy and take advantage of it. That is - increase positions
and /
> or
> > leverage. The gambling phrase associated with this is ˇČbet the
> run of the
> > tableˇÉ.
> >
> >
> >
> > Howard
> >
> >
> >
> > -----Original Message-----
> > From: Fred [mailto:fctonetti@x...]
> > Sent: Saturday, November 15, 2003 4:14 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Backtest using equity curve
> >
> >
> >
> > Assuming equity curves work like markets, which I'm not sure they
> do,
> > and there is reversion to the mean this would argue for reducing
> > trades or position size as you get farther and farther above the
> > linear regression of the equity curve and increasing them as you
get
> > further and further below.
> >
> ><<< SNIP >>>
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