Search found 4 matches
- Mon Aug 25, 2003 6:58 am
- Forum: Testing and Simulation
- Topic: ;-)
- Replies: 16
- Views: 13698
I always thought I could use my experience/intution/judgement to improve the performance of my mechanical systems. I spent hours a day reading the news and gauging sentiment, and then only took a system generated signal if my analysis was in agreement. The theory was that I could filter out the trad...
- Mon Jun 30, 2003 1:47 am
- Forum: Money Management
- Topic: Algorithms for trading the equity curve
- Replies: 31
- Views: 36168
- Tue Jun 24, 2003 2:05 am
- Forum: Money Management
- Topic: Algorithms for trading the equity curve
- Replies: 31
- Views: 36168
G'day Mark, I get similar results to the one you show above on my systems. They all have quite smooth equity curves, and filtering trades does reduce net profits. But it might be misleading because we are only looking at systems that have worked well in the past. How would filtering go on systems th...
- Wed Jun 18, 2003 9:24 pm
- Forum: Money Management
- Topic: Algorithms for trading the equity curve
- Replies: 31
- Views: 36168