Rank: Advanced Member
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Joined: 12/30/2005(UTC)
Posts: 120
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If MaxDD for A strategy is -200, I would like to know how much drawdown is exceeded the MaxDD before stopping use this strategy.
Furthermore, what is the minimum requirement of total numbers of trades within a period to be considered on evaluation?
Does anyone have any suggestions?
Thanks in advance for any suggestions :>
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 1,394
Location: Glastonbury, CT
Was thanked: 2 time(s) in 2 post(s)
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HOW MUCH MONEY DO YOU WANT TO LOSE? I hate to see drawdowns, But I'm not about to lose the ranch!
In your testing, does the system start to lose money right from the start of the trade?
Do you use stops?
Are you using a TREND following type of system?
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 12/30/2005(UTC)
Posts: 120
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Could you please look into the linked file? which show performance for each strategy. Do you have any suggestions on how to select the most reliable strategy?
Does anyone have any suggestions?
Thanks in advance for any suggestions :>
Download file
http://sdrv.ms/1c4xHZm
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