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I had this thought today about trading my own equity
curve, as part of the risk management of my system.
Basically using 1 or a portion of the existing rules
of the system, but on the equity curve. Ideally,
modifying the systems risk levels when in a drawdown
and increasing to normal risk when in a trend. Any
idea on the best place to start this, or if anyone has
a similar implementation?
Thanks,
Eric
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