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Hi Cameron: This methodology has been discussed here before. The bottom
line is that over time, it's a loser. You end up missing the winners and
getting the losers. You may wish to run an empirical test yourself.
Regards, Jack.
----- Original Message -----
From: "c" <camacazi@xxxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Tuesday, March 30, 2004 3:28 PM
Subject: equity
> Hi all
>
> I was thinking of writing some sort of
> pushpop/excel/dde/batchfile/ela/vbs/cygwin/pearl script to analyse some
> equity charts I am planning to trade.....but its not quik or easy. Since
I
> was trading with TS7 online shortly , does anyone know what ts7 provides
in
> multiple strategy equity plotting?
>
> also I read somewhere some dude called ummmmmm 'vanoyda' I think wrote he
> did a 30day moving average of his equity curve to signal when he should
stop
> trading. He doesn't resume until his 'simulated equity curve' travels back
> above the 30day moving average.
> so...ummmmmmmm .....thinking this sounds ok . I don't know if its best to
> stop trading each system as it goes below a 30day moving average or stop
> trading completely if the combined equity curve drops below the moving
> average ....or maybe do both ....
> Any comments/ feedback?
>
> Cheers
> Cameron
>
> ---
>
>
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