Hi All, I am now trading continuation systems and would like to add a mean-reverting system to compliment my portfolio. I compare the returns...
Hi all, Iâm trying to develop day trading systems for stocks (close position at the close) because I have some idle cash in my account. The...
Method Suppose i have a trading system A which has historical 100 trades data. I ran simulation 10,000 trials and look at the worst drawdown that...
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