Forum: Commodities
March 12th, 2017, 03:36 PM
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Replies: 7
Views: 2,123
Pretty cool your architecture...
> > when to...
Pretty cool your architecture...
> > when to turn it on and when to turn it off is 'key' in avoiding such situation.
So all your system require some manual intervention to turn on/off strategies...
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Forum: Commodities
March 12th, 2017, 01:57 PM
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Replies: 7
Views: 2,123
>> What is your edge ?
There is an statistical...
>> What is your edge ?
There is an statistical edge (at least from 2004 to 2013, then slow down then slightly down)
Let say it is something simple as 2 sma cross over ( it is not but just so I can...
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Forum: Commodities
March 12th, 2017, 10:58 AM
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Replies: 7
Views: 2,123
6J Automated strategy question
Hello, I have a little 6J automated strategy that has a pnl slope up from 2004 to mid 2013, then it is flat from mid 2013 to mid 2015 when it start to slowly go down to today.....
It could be a...
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