Both are applied to daily Crude Oil bars for the past few years, and do not include slippage or commissions. Shown in Figure 1 is a momentum strategy, and Figure 2 depicts a simple moving average system. ![]() With that in mind, consider the equity curves and code for two very simple strategies. This leads to diversification, which has been known for years to smooth out the overall equity curve. So, I want plenty of strategies for each market, and I want to trade them all. Plus, I also assume that all strategies will eventually break, and have to be retired. I take the opposite approach in my trading – I assume that I don’t know what strategy will perform best in the next 6 months, or at any point in the future. Why is this even important? Why not just trade the best strategy, and shelve the one that does not perform as well? Many people do just that unfortunately they usually pick the wrong strategy to trade! My biggest pet peeve with Tradestation is that it is hard to trade 2 automated strategies (trading multiple strategies) in the same market at the same time. ![]() Sure, there are certain aspects of it I don’t like, and certain things that are hard to do, but I think that is true of almost any platform. ![]() I’ve been using it for over 10 years, and I’ve been very happy overall with it. ![]() Tradestation is a pretty amazing testing and development platform.
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