Tuesday, June 9, 2009

Further testing Part 2




2 comments:

Bradley Beams said...

Looking good, 20% DD is high but that can be worked on. Loving the low exposure, keep it up!

Brad

Nizar said...

Brad,

Thanks for dropping by.

Yes I am aware of the drawdown but its very hard to find a strategy with max.DD below 2%. If you find one - let me know!

Low exposure was the main driver (objective function) behind this system as I didn't want to hold overnight when trading CFDs.

Nizar.