Tag Archives for " equity curve feedback "

How To Create A Multi Agent Trading System

In a previous article I demonstrated how to build a strategy that will trade the equity curve. That is, a strategy that will stop trading when the equity curve falls below a simple moving average. Lets look at a different technique that not many retails traders are aware of. In particular this technique is difficult […]

Continue reading

Trading The Equity Curve & Beyond

Some trading systems have prolonged periods of winning or losing trades. Long winning streaks followed by a prolonged period of drawdown.  Wouldn’t it be nice if you could minimize those long drawdown periods?Here is one tip that might help you do that. Try applying a simple moving average to your trading system’s equity curve. Then, […]

Continue reading

Equity Curve Money Management

TimingMoney

Amongst a wide variety of money management methods that have evolved over the years, a perennial favorite is the use of the equity curve to guide position sizing. The most common version of this technique is to add to the existing position (whether long or short) depending on the relationship between the current value of […]

Continue reading