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Dennis Holverstott wrote:
> I've started taking an additional step, at least for the SP. For
> historical testing *only*, I tell it to trade more contracts in the
> past when volatility was lower. I use xx/xaverage(truerange,300) for
> daily data but other formulas work too. What that does is put
> historical drawdowns in "today's dollars." So, a big percent drawdown
> 10 years ago doesn't get lost due to the fact that the price was so
> much lower.
So, where's the beef ahhhh errrr I mean the code? gimmie the code so I
can help reinforce your idea and make you feel better! : - ) mb
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