[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: equity curve inputs to systems



PureBytes Links

Trading Reference Links

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