That's certainly a variation on the theme. In your case, instead
of
trading the equity curve of the individual trading system,
you're
suggesting trading between different systems based on the
equity
curve. Another interesting idea!
--- In
amibroker@xxxxxxxxxxxxxxx, "Foster Castner"
<fcastner@xxx> wrote:
>
> 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.
>