Developing trading systems

Discussion in 'Strategy Building' started by Murray Ruggiero, Aug 10, 2011.

  1. So you're saying this formula is when you should stop?

    If (1-averagemonthlydrawdown)^(sqrt(number of months))<MaxDD?

    I'm trying to see the connection of the squareroot in determination.
     
    #31     Aug 12, 2011
  2. DT-waw

    DT-waw

    judging from the time it takes TS to introduce portfolio testing...
    and speed up the backesting (amibroker is 50x faster...) it would take 15 years for their programmers to do it
     
    #32     Aug 12, 2011
  3. Murray Ruggiero

    Murray Ruggiero Sponsor

    We still have no power due to the Hurricane. We expect it up later this week, but we are still checking e-mail for tech support. In addition we are having a hurricane sale, I will include a free membership pack with any new order of $495.00 or more between now and Friday. This is a $199.00 value.
     
    #33     Aug 29, 2011