Trend following equity curve

Discussion in 'Automated Trading' started by phil_galt, Jun 14, 2009.

  1. At last, after a lot of work, I have my first automated trading strategy that seems to works.

    it's a trend following system. what do you think of the equity curve?
    Is that good enough?
    Will i be sucessfull?
     
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  2. capital : 10 000 $ for all the EC
     
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  3. another one
     
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  4. next goldman.
     
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  5. next pbr
     
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  6. this one is spectacular.
     
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  7. My guess is that you are trading all of these over the same time frame, based on when the jumps occur.

    Perhaps try your strategy against a monte-carlo simulation where you're running a random-walk where each sample is drawn with volatility that happens to come from a bounded-random walk.
     
  8. and the last one X.
     
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  9. AAA30

    AAA30

    You only trading on the long side?
     
  10. They all look the same.
     
    #10     Jun 14, 2009