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.
I'm participating in some huge moves in some trades that my system has been in for a long time. The problem is, the gains are small compared to my current equity since the trades are so old. Any one ever experience this?
Interestingly it seems as if adjusting to gains in the equitycurve does not pay out compared to adjusting for volatility. Maybe because of the increased risk of reversals after a long trend. You do not want to be highly exposed when the correction comes. Especially as all markets tend to correct together nowadays.
