Understanding of equity control
4 replies
jpfx
2 years 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.
tomas262
2 years ago #276227
jpfx
2 years ago #276231
Sure. Report attached.
jpfx
2 years ago #276276
Any thoughts?
Ed Cas
1 year ago #280992
PLEASE SEE; https://strategyquant.com/blog/better-results-with-equity-control/
THERE COULD BE SOME IDEAS FOR YOU.
E Castro
Viewing 4 replies - 1 through 4 (of 4 total)