Search results

Equity curve trading does indeed prevent ruin if you stop trading after a change in equity curve trend. However it can also reduce overall profits if not optimized to your particular equity curve characteristics. Why it didn't work in your back test, I can't know because I can't see what...

Wow, that didn't work like I thought it would! :(

At the very least, putting a moving average below your equity curve can serve as a visual aid. I really like the idea of a paper trade threshold (capital deactivation point) based on something like this. It puts to rest all the mathematical mumbo jumbo about "risk of ruin"...... Just turn...

If you look at indicators when you make discretionary trades, yes it is possible. Even if you don't, it may still be possible. I learned to trade on indicators so it was a natural progression for me. It's very cool to check the console at the end of the day and see what the robots did...

So true! A couple years ago I toured the western US in my RV and noticed a trend: many, many owners of those HUGE $150k motor homes were retired government workers.

The difference between your sell signal and your cover signal, assuming you do have some form of trading system..........

Looking at that equity curve - the same propensity to trend seen in markets appears to exist in your system. Which implies the question, why not run a trend following signal over a trend following system's equity curve? :D

OK. I'll post my findings when I get curious about MC. This will be after I have a lot of fun with Maestro, of course. :) So many money management tactics are left to be simulated, I see a good few months of development ahead of me. Some goodies I saw so far were equity curve trailing...

I'd be glad to, if I could find a way to get the data from TS into MC. The main advantage with TS is that you get all the intraday data you can handle, as part of the monthly fee.

I posted a good description of it in the Journals forum in "ES Trend Following" around page 12ish.

I'm glad you posted this, I couldn't figure out why it wasn't showing up on my console. So I went to the customer options screen, deactivated Radarscreen (also $60/mo) and checked the box for Maestro......... The interface is pretty slick and reminds me of most engineering configuration...

Someone compile a report of the results of this system with the signals reversed. :D

The development process started on Tradestation 9.0. The sales rep extended me a very generous offer to get me on board. I then coded up my ideas and "the one" just popped out at me. I've been developing variants of it for the past 6 months, paper trading in the mean time to see if the...

I'm an engineer, probably in the six figure range this year. If it wasn't already obvious, I'm in the process of setting up and proving out automated trend following systems to handle my retirement account, then possibly take on family and friends. I have a few people from past jobs who are...

But he's never fallen down when skating.

+++ $99/mo if you open an account. First three months are free. And the backtesting engine is the quickest / easiest I've tried. And it will paper trade your algos when you're ready to forward test. And it can walk forward optimize on a portfolio.... :D

:confused:

You were also in a marching band. :D

Perhaps when house values go down the rental market picks up, so you could buy a house an also an apartment building. :D

I lived in Phx during the early 2000's and built some of these track houses. I remember that area..... If you keep going south until you reach the base of the mountain, there is a very cool little neighborhood airstrip with a challenging approach. It's just outside of Sky Harbor's restricted...