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Gary,
> In my testing of this idea, I found it useless for any system I would
> consider trading.
>
> The problem is, you take all the losses that pull the equity curve
> down below your threshhold. But then you stop trading, and you DON'T
> take the wins that dig you OUT of the drawdown! The net was negative
> for most systems I looked at.
Well, I guess another option is to have deep pockets and extreme confidence
that your system hasn't derailed.
How do you deal with a string of losses? I'm not talking about filters.
They are fine in testing but reality is another thing. At what point do you
say that the system has a problem.
Regards,
Mike
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