20 小时前
One thing I did that was effective at retaining capital was some meta analysis. Specifically, MA cross on PNL curve.
So, in a live system, you constantly run simulated pnl with the given signals but you only execute for real when there's a positive MA cross on your pnl curve.
Doesn't make a ton of money but you don't get rekt
One of the harder parts of any systems is knowing when to stop / resume trading
this is just one idea
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