Topic: Generator limitation new option

option of plotting price chart on equity curve raise that idea which is  :

correlation between price chart and equity curve as a filter for selecting the most stable strategy over time

is it applicable


Regards

2 (edited by ab 2013-02-26 11:33:15)

Re: Generator limitation new option

ahmedalhoseny wrote:

... correlation between price chart and equity curve as a filter for selecting the most stable strategy over time ...

Not sure if correlation between the price chart and equity curve would be particularly useful given that you would be trying to match your performance against a market that is moving both up and down.

There is a feature under development that will allow the generator to search for strategies that correlate to a straight line from the $0 (on the first trade) to the $MAX (on the final trade) and seek strategies that best match this line.  Some basic information on this concept is available at http://forexsb.com/forum/topic/4033/cus … generator/.