Understanding of equity control

4 replies

jpfx

Customer, bbp_participant, community, 15 replies.

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1 year ago #276198

I have some doubts if trades are properly handeled by equity control algo.
Pleaqse look at the trades marked with green circles at screen below.

1)First circle – first above the moving average and it’s already included in modified equity curve – it shouldn’t be there.

2)Second circle – trade excluded but it should be included in modified equity curve

3)Third circle – again – orginal equity curve just moved above moving average but trade is already included in modified equity curve

4)Fourth circle – losing trade was excluded but it should be included.

Correct me if my understanding of equity control is wrong.

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tomas262

Administrator, sq-ultimate, 1 replies.

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1 year ago #276227

Hello,

can you also attach the report you analyze? I can check the individual trades

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jpfx

Customer, bbp_participant, community, 15 replies.

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1 year ago #276231

Sure. Report attached.

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jpfx

Customer, bbp_participant, community, 15 replies.

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1 year ago #276276

Any thoughts?

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Ed Cas

Customer, bbp_participant, community, sq-ultimate, 5 replies.

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1 week ago #280992

PLEASE SEE; https://strategyquant.com/blog/better-results-with-equity-control/

THERE COULD BE SOME IDEAS FOR YOU.

E Castro

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