Traders' Roundtable

Your idea is a good one for sure. The only problem is that if I show a twenty year equity curve (a data set that most in this forum deem a minimum), the scale would make the first 4-5 yrs appear flat, unless a logarithmic illustration is used, whereby the lake would be meaningless, at least visually...

I have been evaluating several long term trend following systems using a multitude of qualitative criteria. Most systems show strengths in different areas as one would expect. Following on the thread of this forum, I too find the MAR measure extremely narrow in focus. I do however like Seykota's Lak...

Thanks for the reference to the TR board. I saw that post and apparently it is written in PERL, which is Greek to me, and frankly I don't feel like learning Greek at this point. I guess the raise out of negative option is the only road, and that results are going to be the same. It would be nice if ...

I hope this is the right forum for this question. My question is regarding the elimination of negative values in CSI for use w/ TR(or perhaps another testing platform). I can see that in CSI UA the "raise negative series" option on the back-adjust function does eliminate negative values, b...