Forum: Psychology and Money Management
October 16th, 2010, 06:24 PM
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Replies: 6
Views: 2,464
Great post, really gives me something to think...
Great post, really gives me something to think about. One thing I'm unsure of is how to apply it to drawdown. Would you apply the stddev of the per trade returns to the maximum drawdown, or would...
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Forum: Psychology and Money Management
September 30th, 2010, 06:39 PM
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Replies: 6
Views: 2,464
Sure, here: ...
Sure, here:
https://nexusfi.com/ninjatrader-programming/4979-system-optimization-fitness-functions.html#post56256
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Forum: Psychology and Money Management
September 30th, 2010, 05:19 PM
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Replies: 6
Views: 2,464
Drawdowns, when has a strategy lost its 'edge'
I've shared a strategy I've been working on with Zoethecus, and this morning he asked if I thought it's lost its edge, because it's establishing a new draw-down level. I didn't answer right away...
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