ll have a possible equity curve. If you perform the whole analysis many, many times, you’ll have a family of equity curves. Each one represents a possible way that trades in your strategy could have occurred. Using the family of possible curves, you can get statistics about your trading system.
- CHAPTER 7 Detailed Analysis
- from Building Algorithmic Trading Systems: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading, + Website
- Publisher: John Wiley & Sons
- Released: July 2014
aren't the order of the trades determined by the conditions preceding the trade? If yes, how can reshuffling the trade sequence be a valid one?
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