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-----Message d'origine-----
De : Michael Stewart [mailto:michaelstewart@xxxxxxxxxxxxx]
Envoye : vendredi 28 fevrier 2003 21:18
A : Omega; Pierre Orphelin
Objet : Re[2]: The Due Effect
Hello Pierre,
My experience is that the French have 'tools' for everything.
===
Yes, we call this civilization. But we are not always proud of it.
Trouble is they don't always work. If it was so very 'easy' why
doesn't anyone else have the answer especially since this subject has
been discussed for 5 years+ ?
Stop being a tart and give us some pointers.
====
Working with phantom equity curve can be used with some succes in:
- Money management techniques ( vary position size according an indicator based
on it)
- Trend/Trading range detection: Use two // equity curves in the same code
running on a trend and trading range specific signal, then build your own trend
trading range indicator from these equity curves.
- Realtime optimization, running an array of // equity curves
-Dynamic System switching, see above.
-Variable compression bars, based on the // equity curve of a traded system.
Then run the system on the modified bars.
( To be released soon- May2003 I hope) as well as other synthetic bars codes for
TS).
Of course the worst example is to cut position according to // equity curve
moving average behavior. Great to accumulate lags problems.
Sincerely,
Pierre Orphelin
www.sirtrade.com
Tradestation 2000i, TradeStation 6 sales and support
Safir-X, neurofuzzy logic trading system builder
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Next issue: November 2002
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