what do you think of the equity curve

Discussion in 'Risk Management' started by robinxing, Jul 9, 2007.

  1. josean

    I remembered you said you recalculated the parameter

    after half one month

    now you say a good system never optimize the parameter

    is it a contradiction?
    #11     Jul 9, 2007
  2. i don't think HSI futures is liquid enough for intra-day, while holding overnight, the opening gaps can really screw u

    sure the ask bid spread sometimes is large
    #12     Jul 9, 2007
  3. joesan


    Can you remind me where did I say such words ?

    #13     Jul 10, 2007
  4. we are here to share ideas and experience

    is it arbitrary to judge the system over optimized

    before you look into it ?
    #14     Jul 10, 2007
  5. joesan


    Can't you understand five month of data is not long enough to legitimate anything, even for intraday systems? But surely you can trade any idea on mind with your own money, go ahead.

    So far as "Arbitrary" is concerned , you have not answered my last question, where did you hear that I made reoptimizations every half a month. Can you give us the original quote, or it was just another creative work of your imagination?

    #15     Jul 10, 2007
  6. where on the equity curve does "live"
    trades begin?
    #16     Jul 10, 2007
  7. josean

    it is away from the topic

    and I can not see any relationship between your opinion that the system is over optimized and your words
    #17     Jul 10, 2007
  8. joesan


    It is of course far "away from the topic ", but still I am very interested to know, on what basis you made the allegation that I re-optimize my strategy every half a month ?

    In case you can not find anything to support your words, may I ask then, is it your habit to base your words on some unreliable memory ,or rather , some fancy imagination ?

    Re over-optimization, I have made my point clear.

    #18     Jul 10, 2007
  9. Josean

    Ok maybe I am wrong about the memory of recalculation

    but I do not have intension to offend you

    and we are here to prone our skills

    I hope everybody will enjoy sharing with other people
    #19     Jul 11, 2007
  10. joesan


    Well ,that's good.

    So please consider my suggestion of testing the strategy with more data. It will save a lot of trouble/ pressure in realtime trading later.

    #20     Jul 11, 2007