Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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- Roundtable Knight
- Posts: 154
- Joined: Fri Apr 22, 2005 9:14 pm
- Location: Vancouver, Canada
Here's another question for all you MA gurus. I believe VT's TMA system doesn't pyramid at all. Adhoc poking around at winners suggests adding a pyramiding rule would make a noticeable difference. Does this sound worth pursuing? (I think I am going to pursue it which will probably lead me to coughing up the dough for VT 2.0).