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It's been discussed many times in the recent years. It doesn't work
because you get whipsawed. By the time the equity line start
declinig - or if you use MovAvg, it crosses it - you've lost a bundle
and when it rises again, you've missed a good portion of the rise.
Jan Philipp
----- Original Message -----
From: "Ian Waugh" <ianwaugh@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Cc: <fritz@xxxxxxxx>; <ianwaugh@xxxxxxxxx>
Sent: Thursday, November 20, 2003 7:16 AM
Subject: Re: Trading the curve...
> I've been told this was discussed two days ago - alas my ISP has been
> playing fast and loose with its email system and I got bounced from the
> list four days ago so I missed it. Have now been pointed in the right
> direction.
>
> Sorry, chaps...
>
> Ian
>
> > Has this been discussed before? Reminded of it by this esignal
> > feature:
> >
> > www.esignalcentral.com/exchange/11_2003/trading_education2.asp
> >
> > It's essentially about stopping trading when the system's equity
> > curve is falling and only trade it when it's rising.
> >
> > Is this possible to program in TS? Has anyone done it? It sounds a
> > bit complex as it seems like you'd have to physically run the system
> > in order to access the equity totals.
> >
> > Ian
> >
> >
>
>
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