Search found 2 matches

by GEKKO
Mon Apr 28, 2003 1:17 am
Forum: Testing and Simulation
Topic: System Diversification
Replies: 11
Views: 10424

Hi Kiwi, Q1On the drawdown can you also provide information about the differences between the theoretical behaviour you saw in the forward and back tests and the actual behaviour you have been experiencing (slippage etc might be relevant)? A1.The current behaviour is well within the historically tes...
by GEKKO
Sun Apr 27, 2003 9:56 pm
Forum: Testing and Simulation
Topic: System Diversification
Replies: 11
Views: 10424

System Diversification

With hindsight on my side I’ve now discovered quite a serious flaw in my trading plan/strategy. After going through an extensive research & development process and eventually coming up with a “systemâ€