Please see viewtopic.php?t=318
What about decrease and increase the betsize in trend following system?
IF you have a nontrending market indicator. IF that indicator shows that your market is not trending:
(maybe if your 10 last trades have a lesser than normal succes ratio?)
In that case of a non trending market decrease the bet size to 0,5% from 1% else
in case of a trending market increase the betsize to 1.5%
Have anyone some experience with that? in testing or real life?
Thanks/Mats
Varying positionsize based on recent results or indicators
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- Roundtable Knight
- Posts: 138
- Joined: Wed Nov 10, 2004 4:36 pm
Two ideas I have experimented with in the past, when it comes to equity curve trading, are
i) applying quality control charts to the equity curve
ii) applying Bollinger Bands using the semi-standard deviation
In both cases you would "calibrate" over periods in the past where the system was performing well and producing a good equity curve. When the current portion of the equity curve is not performing within these preset limits, cease trading.
i) applying quality control charts to the equity curve
ii) applying Bollinger Bands using the semi-standard deviation
In both cases you would "calibrate" over periods in the past where the system was performing well and producing a good equity curve. When the current portion of the equity curve is not performing within these preset limits, cease trading.
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- Roundtable Knight
- Posts: 2038
- Joined: Wed Oct 06, 2004 10:52 am
- Location: San Marcos, CA
A lot of chatter has been posted on this topic. When I just did a search using "Equity Curve" and then using the "Search for All Words" option, many pages resulted. However, I was involved in a few of the discussions, so if you add my name in the posting field, you'll find 7-items appear.
You might find it interesting to use other names you see in the 7-item, and subsequent searches as different filters. This filtering should produce different items to review.
You might find it interesting to use other names you see in the 7-item, and subsequent searches as different filters. This filtering should produce different items to review.