Sentences with phrase «using equity curve»

My view is that this is best done by using an equity curve that emulates having managed a portfolio that bought and sold the index over a large sample of years to capture as many different market conditions as possible.

It is possible to use an equity curve management algorithm to systematically determine when to start and stop a system (see below).

Not exact matches

Can you use technical analysis on the equity curve of your trading system?

This sounds like an interesting scenario to use your grid analysis, where your quantiles might be ranked using (1) equity / mortgage REIT spreads and (2) monetary policy (measured by either short term rates or yield curve slope).

Our unique Money Management Algorithm tool is a «trading system for a trading system», or an algorithm that can be used to manage your trading system by monitoring the equity curve of the strategy or strategies you are trading.

The equity curve algorithms can be used as a trading system for your trading system to improve the overall results and return of your trading algorithm.

You will insert the indicator we provide into your base strategy window and then use the Money Management Algorithm Trading System (that we also provide) that will read the Marketposition and Open Equity of the base system to take trades using rules from any of our Algorithms including the Equity Curve Management Rules, Pinpoint Entry Algorithm, Consecutive Losing Series Algorithm, and more.

This rule requires that the moving average of the short period (L1) of the closed equity curve must be greater than the moving average of the longer period (L2) closed equity curve.This is similar to a moving average crossover strategy based on price data in the market except that we use the moving average of the equity curve and require that it is «up» in order to take trades in the system.

To accomplish these equity curve management strategies successfully we used DLL's in Tradestation and MultiCharts.

Note that because the equity curve is increasing over time it means the trading strategy being used is an effective and profitable strategy over a period of time.

To accomplish these equity curve management strategies successfully we use DLL's to generate the trades in one window, and then pass the information from the trading to a second window that has a strategy that uses the original rules in addition to the equity curve management rules.

If we conduct the same exact test but using 6 month performance instead of 3 month performance, the equity curve and key statistics are below:

A satellite «shut - off valve» could be used too, which could be determined by measuring the percentage fall of all or part of the satellites» combined performance from a particular point such as a recent peak in the equity curve of the entire Core Satellite portfolio.

We created a Lorenz curve to represent the variation of GHG emissions among countries using the CAIT dataset, and calculated the Gini index to measure inequity in GHG emissions among countries, and the Robin hood index to measure how much of the total global emissions would have to be redistributed to achieve equity among countries (see Supplementary Fig.