Trend following equity curve

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

  1. I'll sell this trading system on ebay. I want to see what il worth for others traders.
     
    #41     Aug 21, 2009
  2. Have you included slippage in your back testing? If not, you are in for a big suprise when you go "live"
     
    #42     Jun 8, 2016
  3. Apparently the system churns commissions for the first couple hundred trades before perhaps a trend or other such ideal market scenario is created at which point the system spikes.
    Your greatest spike I also your greatest potential loss.
    The ideal equity curve is a 45 degree line.
     
    #43     Jun 17, 2016