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

RE: equity



PureBytes Links

Trading Reference Links

Jack

i am not using it to trade every day/month  ..... basically i wouldnt trade
any system if it ever happen historically in my backtested data. I was
strictly using it in addition to my risk analysis to preserve trading
capitol incase something screwy happens in the future. Hopefully it wouldn't
happen in the future as well and therefore hopefully the whole excercise
would be a waste of time (bizare concept hoping to be wasting my time  )
:O/

Cheers
Cameron

-----Original Message-----
From: jack zaner [mailto:jzaner@xxxxxxxxxxxx]
Sent: Wednesday, March 31, 2004 11:28 AM
To: camacazi@xxxxxxxxxxx; Omega List
Subject: Re: equity


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
>
> ---
>
>



---
---