Australian (ASX) Stock Market Forum

equity curve

  1. Gringotts Bank

    Trading the equity curve of the equity curve

    Say you have a simple system like a MACD cross. Run it on 5 minute bars of a liquid instrument like a futures contract. The equity curve will be as choppy as anything, but within that will be some significant run ups. Then apply a filter for the the equity curve, or manipulate the position...
  2. CanOz

    Equity Curve Switches

    I'm quite interested in this method to manage a portfolio of strategies. This one is quite elaborate, it can be done manually, or coded as an indicator. Very little really written about these. I use an indicator based switch for my intra-day strats. Cheers, CanOz