Hello,
I am trying to determine the success of a system as how it works across multiple currencies.
I have spent some time looking at different EAs, learning how they work, and trading them manually for a time period to get a feel for the system. After manually trading the system, I ran back tests and determined if it is something that I would want to put my money into. I have about two more months of demo for the first EA before I determine the risk of taking it live.
I can do back tests and forward tests of a system and see how it performs for each individual currencies but I want to know the P/L for the system as a whole. Then the next step is to combine multiple systems together to view the curve as a portfolio.
My goals for this are
1. Determine what the DD at any given time during the testing system will be/how much risk am I opening myself to
2. View this as a line graph
3. Figure out how to smooth out the DD (weather with different systems or recognition of types of markets)
Now, how do I go about making this happen?
I am trying to determine the success of a system as how it works across multiple currencies.
I have spent some time looking at different EAs, learning how they work, and trading them manually for a time period to get a feel for the system. After manually trading the system, I ran back tests and determined if it is something that I would want to put my money into. I have about two more months of demo for the first EA before I determine the risk of taking it live.
I can do back tests and forward tests of a system and see how it performs for each individual currencies but I want to know the P/L for the system as a whole. Then the next step is to combine multiple systems together to view the curve as a portfolio.
My goals for this are
1. Determine what the DD at any given time during the testing system will be/how much risk am I opening myself to
2. View this as a line graph
3. Figure out how to smooth out the DD (weather with different systems or recognition of types of markets)
Now, how do I go about making this happen?
A woman drove me to drink, and I forgot to thank her 