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This solution only work ( historically) if you do not make use of dynamic cross
linked systems, and do not take incremental decision on the result of the
underlying // equity curves, what absolutly needs a bar per bar update, and
this is where and why you will order our TS Equity curve function.
An other solution is to use global variable products instead of bothering with
data2 as ASCII file.
Sincerely,
Pierre Orphelin
www.sirtrade.com
TradeStation Technologies representative in France
Safir-X neurofuzzy logic trading system builder
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> -----Message d'origine-----
> De : Gary Fritz [mailto:fritz@xxxxxxxx]
> Envoye : mardi 11 juin 2002 18:59
> A : Volker Knapp
> Cc : omega-list@xxxxxxxxxx
> Objet : Re: AW: trading the equity
>
>
> > Thats how I would try to do it with TS......
> > 1. What about creating a normal equity curve.
> > 2. Write it in an ASCII file.
> > 3. Import that file as Data2.
> > 4. And then start the system again with the Data2 filter.
> > Just an idea....
>
> And a very clever one. Nice, Volker. That's a very simple way to
> backtest a strategy with an equity-curve filter. Just compute an EMA
> of Data2 (or however you want to filter based on the equity curve)
> and use that as a "trade / don't-trade" filter.
>
> It won't work in realtime, of course, but computing and displaying
> the EMA of the equity curve is trivial. You can just manually decide
> whether to take trades or not. (Assuming your backtest shows that
> it's a good idea in the first place!)
>
> It's the backtesting that's tricky, and Volker's solution handles it
> very neatly.
>
> Gary
>
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