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Is this possible in Esignal?????

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  • Is this possible in Esignal?????

    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

  • #2
    Can Anyone Help?????????

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    • #3
      Whatever,

      I believe that this sort of thing could be accomplished with EFS, although it could end up being fairly complex as we are working with a few different variables. I would recommend looking into the list of EFS Development Partners as they may be able to create the solution that you are searching for. If anyone would like to add to my comments as to the feasibility of this, please feel free to post.

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      • #4
        Whatever:

        I agree with Duane in that it certainly could be done but it would not be a trivial undertaking. I doubt that it could be modularlized as it sounds like it is in the Tradestation environment.

        Chris

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