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In a message dated 11/07/2000 6:37:19 AM Pacific Standard Time,
prosys@xxxxxxxxxxxxxxxx writes:
<< It's complex. One technique is to track the slope of the equity curve.
If it starts towards zero or negative, it's time to "change modes" in your
system.
The really hard part is switching back to "normal mode".
That is an interesting idea. I have tried this approach of equity line
feedback by programing a "simulated system" that took simulated trades and
tallied equity curve which was then used to turn the real system off and on.
But I haven't used equity curve to switch between trend and range modes of a
Trending/Anti-Trending system. Has anyone else tried this before. It's sooo
much work creatign a simulated system--especially in TS with all it's
rounding of price problems.
Jim
> -----Original Message-----
> From: Jimmy56@xxxxxxx [mailto:Jimmy56@xxxxxxx]
> Sent: Tuesday, November 07, 2000 5:10 AM
> To: prosys@xxxxxxxxxxxxxxxx; omega-list@xxxxxxxxxx
> Subject: Re: ** Successful, Robust Systems Anyone ?? ***
>
>
> In a message dated 11/05/2000 8:27:42 AM Pacific Standard Time,
> prosys@xxxxxxxxxxxxxxxx writes:
>
> << 1) attempt to build in some intelligence to your system to detect
> range-bound vs. trending conditions.
> (this is easier said than done !) and then AUTOMATICALLY adjust
> the signals
> to accomodate. >>
>
> I ve tried this and couldn't get it to work. I may revisit it.
> I love the
> idea. I think I do have a great trend indicator, which I do use
> for other
> things, but couldn't get a system to switch from "trend mode" to
> "range mode"
> successfully.
> Has anyone got such a system to work over the long haul?
> JIm
> >>
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