Search found 2 matches

by raymund
Wed Feb 13, 2008 8:47 am
Forum: Testing and Simulation
Topic: Forex system...
Replies: 1
Views: 2773

Forex system...

levijean, I used Trading Blox Builder in late '06 and early '07 to develop a LTTF forex system that I've been trading since March 2007. Through January 31, my annualized return was 71.3% with a worst drawdown of 31.7%. That drawdown might be too large for your definition of "decent." I use...
by raymund
Mon Nov 13, 2006 1:00 pm
Forum: Money Management
Topic: Pyramiding
Replies: 1
Views: 5291

Deano, you didn't provide us information on your entries and exits. That may make a difference. For example, in developing a triple moving average system, I found that pyramiding made little difference in CAGR or MaxDD. I speculate that may be because moving average entries can occur during slowly r...