Not logged in
Viewing 4 posts - 1 through 4 (of 4 total)
  • #204222|
    Customer
    473 Posts

    Maxmise RET/DD

    Minimise Stagnation

    Minimise consecutive losses

     

    —————————————————————————-

    Change .txt extension to java.  Someone in their infinite wisdom has prevented the upload of java files.

    Attachments:
    You must be logged in to view attached files.
    #217749
    Customer
    391 Posts

    Thanks . Great ! Pretty much what I look for when doing portfolios

    #231028
    FILIPE BONALDO ACERBI
    Customer
    35 Posts

    Hello notch,

    I read about z-score and see that how much negative is more the trades tends to follow a sequence of losses and winners.

    So how much greater the z-score more the portfolio trades tends don´t follow sequences of losses or winners.

    Do you ever try maximize Z-score instead minimize consecutive losses?

    Thanks

     

    #232545
    Customer
    473 Posts

    Thanks.  I will experiment and let you know.

Viewing 4 posts - 1 through 4 (of 4 total)

You must be logged in to reply to this topic.