Is it possible to trade the Equity Curve as talked about in the following article.
Here is a small sample of the article but I think you can get an idea what he is talking about;
The JoeKrut Diff (JKD) and JoeKrut Measure (JKM) indicators are tools that enable you to monitor (but not trade) a system during its drawdown periods so that you can begin to trade it as soon as it shows signs of starting to perform well again. Paired together with any type of trading strategy, these two indicators can increase overall performance and strengthen your bottom line.
The JKM indicator is a 30-day moving average of your strategy’s equity curve. The idea is to trade a strategy only when the continuously paper-traded JKM is rising. For easier and quicker interpretations, the JKD indicator measures the difference in the JKM indicator from one day to the next. When the JKD is negative, the JKM is declining and, consequently, the strategy should not be traded in real time.
Does anyone know if this can be done in Esignal. Kurtsinger uses Tradestation and offers the indicators free to who ever wants them.
Thanks
Here is a small sample of the article but I think you can get an idea what he is talking about;
The JoeKrut Diff (JKD) and JoeKrut Measure (JKM) indicators are tools that enable you to monitor (but not trade) a system during its drawdown periods so that you can begin to trade it as soon as it shows signs of starting to perform well again. Paired together with any type of trading strategy, these two indicators can increase overall performance and strengthen your bottom line.
The JKM indicator is a 30-day moving average of your strategy’s equity curve. The idea is to trade a strategy only when the continuously paper-traded JKM is rising. For easier and quicker interpretations, the JKD indicator measures the difference in the JKM indicator from one day to the next. When the JKD is negative, the JKM is declining and, consequently, the strategy should not be traded in real time.
Does anyone know if this can be done in Esignal. Kurtsinger uses Tradestation and offers the indicators free to who ever wants them.
Thanks
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