Re: [amibroker] Trading the equity curve

["Foster Castner" <fcastner@xxxxxxxxxxxx>]

To me ?Trading the Equity Curves? involves setting up an algorithmic trading system to rank the performance and trade the equity curves from a user selected group of other algorithmic trading systems.  Essentially it keeps you in the best performing trading system at any given time.  I?ve experimented with this approach for years with moderate success.

 

 

----- Original Message -----

From: droskill

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, April 28, 2008 7:10 AM

Subject: [amibroker] Trading the equity curve

I was wondering if anyone has any experience with trading the equity
curve itself as part of a system. In particular, I was looking for
feedback on approaches to being above or below the curve - did you
reduce/increase position sizes or the number of positions? What have
you found to be affective?

Any feedback greatly appreciated - obviously I don't want or expect
anyone to give away a great system, but I thought it might be an
interesting topic for a general discussion.

__._,_.___

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___