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> Has anyone considered dynamically adjusting %f based on the slope
> of the equity curve and also setting the stoploss signal based on
> same ?
It might make sense. A steep equity curve would tend to correlate to
a hot-performing system, and a system like that would usually have a
high opt f.
But the killer is still the single-trade loss scenario. Equity curve
doesn't tell you anything about that.
Gary
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