|
PureBytes Links
Trading Reference Links
|
> -----Message d'origine-----
> De : Gary Fritz [mailto:fritz@xxxxxxxx]
> Envoye : lundi 10 juin 2002 22:24
> A : jtess
> Cc : omega-list@xxxxxxxxxx
> Objet : Re: trading the equity
>
>
> > is there anyway some ressources you can point to me please
> > im searching a way to activate in real time trading a system
> > only when the equity is above (for example ) his moving average
> > x period and let him run whith no real trade in the opposite
>
We provide a TS2000 -TS6 user function that does that without any limitation
Works with stop limt orders too and multiple contracts.
Returns the equity curve and current position at any bar.
The fuction can be called several times in the same code, allowing realtime
comparizon of a basket of trading systems inside a strategy, then take a
decision according to the reults of the parallel subsystems.
The idea behing trading the equity curve by using a moving have has some
drawback explained by Gary Fritz,mainly due to the moving average lag and the
weak trades lag ( you must lose someting to see it in effect)
However, it's a valuable tool that you may use for pyramiding, money management,
system switching...
Sincerely,
Pierre Orphelin
www.sirtrade.com
TradeStation Technologies representative in France
Safir-X neurofuzzy logic trading system builder
To subscribe to our FREE trading system newsletter:
http://www.sirtrade.com/newsletter.htm
|