Search found 3 matches
- 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
- 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...
- 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...