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

Discussion in 'Strategy Building' started by yoyo2000, May 6, 2004.

  1. yoyo2000

    yoyo2000

    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