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don_iniesta


Total Posts: 2
Joined: Sep 2018
 
Posted: 2018-09-04 13:34
Let's say you have a trading strategy S. Even the best trading strategies tend to have a limited lifespan. What parameters can be used to determine that the strategy S is diverting from it's historical backtest performance, is no longer in sync with the market and should be stopped?

Few of the options can be :
1. S hitting its historical max drawdown
2. Net absolute loss

deeds


Total Posts: 403
Joined: Dec 2008
 
Posted: 2018-09-04 13:45

Hi - saw you just joined...phorum rules reasonably ask that we look to see if a question has already been asked before asking.

Your question is actually being discussed in an active thread: http://nuclearphynance.com/Show%20Post.aspx?PostIDKey=186415

D

don_iniesta


Total Posts: 2
Joined: Sep 2018
 
Posted: 2018-09-04 13:47
@deeds - Thank you for pointing that out. I will keep in mind. Cheers!
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