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I have already done this 5-6 years ago as well as continuous optimisation.
Only using Easy language and parallel equity curve code as well as loops on
arrays.
Worked, but not as well as fuzzy logic.
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 : Bilo Selhi [mailto:biloselhi@xxxxxxxxxxx]
> Envoyé : mardi 10 septembre 2002 23:53
> À : Chris Cheatham; Omega List
> Objet : Re: equity curve inputs to systems
>
>
> what you'd really need is the feature when
> TS automatically runs optimization when equity curve drops X %
> or any other criteria for that matter...
>
> wishful thinking
> bilo.
> ps. they are light years away from even this simple feature...
> so close, so far away...so hard, so easy...
>
>
> ----- Original Message -----
> From: Chris Cheatham
> To: Omega List
> Sent: Tuesday, September 10, 2002 2:09 PM
> Subject: equity curve inputs to systems
>
>
> I've have a system that seems as though it might lend itself to changing bet
> size based on simple equity curve math...crossing mov ave perhaps. I wonder
> if anyone has any code for something like this that they would be willing to
> share? I'd be happy to share what I come up with.
>
> Thanks,
> Chris
>
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