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Ah, thanks Howard! By "category", I assume
you mean things like trending, breakout, reversion, etc?
You know, as long as we are discussing "trading the
equity curve", just wondering....are there any users other than myself who would
really like to see a "fix" for the Equity function ( or perhaps another version,
Equity2 ), so that when trades are set to NDO, the equity reported on the
last bar is the equity AT THE OPEN, like all the other bars, and so
will not change, as it currently does, when the next bar of data is downloaded?
Or if people like to see equity-at-close when trading at open, then how about
all bars showing equity-at-close? Just a couple of thoughts, but I am finding
the current mixing of open/close values and the resulting "modifications" to
the equity line to be quite frustrating, especially when equity is used as
feedback and it causes trade signals to disappear the next day or to suddenly
appear on the *next to last" bar, i.e. "should have done this
yeasterday"...
Any thoiughts?
Steve
----- Original Message -----
Sent: Monday, May 12, 2008 9:02 AM
Subject: Re: [amibroker] Re: Trading the
equity curve
Hi Steve --
You could think of clever ways to evaluate
the recent price series, assign a category based on your evaluation, and use
rules specific to each category.
Thanks,
Howard
On Sun, May 11, 2008 at 6:59 PM, Steve Dugas < sjdugas@xxxxxxxxxxx> wrote:
Hi Howard - What might be some other methods,
besides the equity curve, of selecting which component system to use
at a given time? Thank you!
steve
-----
Original Message -----
Sent:
Saturday, May 03, 2008 6:37 PM
Subject:
Re: [amibroker] Re: Trading the equity curve
Greetings all -- After any individual trading system
has been tested, it can be treated as a "component" and combined into a
"composite" trading system that does nothing but select which of the
components to use at the current time. The equity curve of each
component is one method of selection. Thanks, Howard
On Sat, May 3, 2008 at 6:56 AM, droskill < droskill@xxxxxxxxx>
wrote:
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. >
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