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  1. Y

    A Dynamic Self-Adaptive Trading System

    No further discussion? I can't access the address......anyone share the package which downloaded from there? Thanks
  2. Y

    where is discussing curve fitting or optimization?

    i get only little sense about them,and i want to make it clear that whether they are useful for the system trading or not,how to avoid their shortage......thanks
  3. Y

    where is discussing curve fitting or optimization?

    Could anyone give me some guide? thanks!
  4. Y

    A problem:how to metric that when a system is invalid?

    that's,how we now when the method we r trading is of no avail? Nth continuous loss? Max DD beyond a threshold?or other ? could any one give me some advice? thank
  5. Y

    what's the difference between breakeven stop and profit target stop?

    OnGoing,i think,maybe the breakeven stop is the same as a limit order in ur words? hehe,zepplin,my structure is the same as yours,and i don't care the different between those stops too much,but after i read some book,i got some puzzle--every one have a specific name for his stop settings,so i...
  6. Y

    what's the difference between breakeven stop and profit target stop?

    and,sorry flyingdutch,i use Wealth lab instead of trade station,so i couldn't effort any technical help about trade station.
  7. Y

    what's the difference between breakeven stop and profit target stop?

    thanks Lightningsmurf,i get something from ur words,and sorry to reply so late. from ur words, when i buy at $10, and when it move to,for example,$12.3,in order to make me do not lost money,i move my stop level up to $11,and several days later,the price move up to $13,so i level up the stop...
  8. Y

    what's the difference between breakeven stop and profit target stop?

    i found some description about them,as below: 1.profit target exit:Installs a profit target at the specified TargetLevel. Open Positions will be automatically closed if total Position profit reaches the target level. 2.breakeven stop:Installs an automatic breakeven stop once the Position...
  9. Y

    anyone know the proper definition of Risk of Ruin?

    hehe£¬harrytrader£¬ur plan is a very great idea:) i am very intersted in it,could u tell me when will u finish it?
  10. Y

    anyone know the proper definition of Risk of Ruin?

    hi,Mr Subliminal.i've put them into sheet,and after i saw ur pic,i tried increasing the investment,the Risk of Ruin dropped sharply,but......as the Maxrisk is the maximum of investment's loss,when investment increases,with Maxrisk be constant,the money that lost is bigger,i still don't...
  11. Y

    anyone know the proper definition of Risk of Ruin?

    hi£¬Allencook,ur algorithm doesn't include the size of earning or losing money,it only includes the percent of win%.but when we calculate the expectancy,we all know the size of earning or losing money is a necessary factor,so,i choose the formula that in my post,but........ and,Mr...
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    anyone know the proper definition of Risk of Ruin?

    and i am sure there is a conflict between common sense and the formula,could u see what's wrong with the way i though?it is below the formula.
  13. Y

    anyone know the proper definition of Risk of Ruin?

    from the beginning,and theoretically, i thought Risk of Ruin should be bigger as the position size increases. that's the reason why i feel puzzle to that formula...... and the formula is above,it's said from Ralph Vince's book:Portfolio Management Formulas,or P. Griffin's The Theory of...
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    anyone know the proper definition of Risk of Ruin?

    i found there is something wrong with the definition in the book 'Smarter Trading' at the end of the Chapter 4,Mr. Kaufman gives a formula to calculate the Risk of Ruin(=ROR),but i feel puzzle about it: the formula is : MaxRisk := 0.1;-- it should be the percent of account AvgWin...
  15. Y

    how about this book?

    trading system analyisis:using trading simulations and generateed data to test,evaluate and predict trading system perfoemence by robert Barnes could any one so kind to tell tell me how about this book?
  16. Y

    i want to learn adaptive techniques,could anyone tell me some resource?

    oh,thanks,i forgot the function of searching
  17. Y

    i want to learn adaptive techniques,could anyone tell me some resource?

    any help would be great appreciate!
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