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The idea is not new to the market however maybe unknown to some users
of this group:
- plot SMA 30 days on your system's equity curve;
- if equity curve crosses SMA from above stop trading or decrease
your risk by downsizing your betsize (for example risk only 1% of
your equity instead of usual 3% when you use fixed fractional
pisition sizing method)
- start trading again or resume your 3% betsizing once equity curve
crosses SMA from the bottom.
My experience indicates changing the betsize down as a much better
solution in aforesaid case.
Anyway I tried to test the first solution i.e. breaking my trading if
equity curve stays under its SMA. The problem is how to test such
method efficiently in Metastock?
Or rather how to force Metastock's system tester code to filter trade
triggers depending on equity curve position?
Any suggestion would be apprecited
kathay
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