Search found 3 matches

by alcontes
Fri May 20, 2005 3:55 am
Forum: Testing and Simulation
Topic: adjusted or not adjusted
Replies: 5
Views: 4900

performance adjusted and non adjusted

Here below look at performances with both equity curves of the same system same instruments but one is adjusted and while the other is not .As you can see there's a great difference
by alcontes
Thu May 19, 2005 12:01 pm
Forum: Testing and Simulation
Topic: adjusted or not adjusted
Replies: 5
Views: 4900

adjusted or not adjusted

I've tested my long term trend following systems, using either reverses adjusted method (to link future's contract) or non adjusted methods. I've obtained a much better performance by using reversed adjusted method, than non adjusted. In real trading does reversed method provide the same performance...
by alcontes
Thu Apr 28, 2005 4:50 am
Forum: Money Management
Topic: historical data
Replies: 1
Views: 3999

historical data

A question. As to your experience which type of data series is it better to use in order to obtain better results in real trading? We know that now there are various data providers (csi, pinnacle..) that give the possibility to link historical series of future contracts with different methods (neare...