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Trading the Equity Curve for a more dynamic expansion:
Seeking a system-code plug-in for trading strategies that focuses on an equity-curve-moving-average.....that enables a system to begin as long as the strategy's logic is performing its' equity-curve-line above the equity-curve-moving-average. If the strategy's logic is performing equity below the equity-curve-moving-average then entries are disabled until the system's capabilities cross back above the average. The goal being to reduce draw down periods during times of perceived escalated volatility.....where parameters are unfavorable to a system's robustness. Such a plug in would also desire backtesting capabilities.
Need help!
fossil
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