Throughout the entire series, we addressed the topic of risk control several times. The concepts of a normalized trading strategy were introduced, the parameters of which ensure that a drawdown level of 10% is achieved during the test period. However, normalizing trading strategy instances, as well as groups of trading strategies, in this way can only provide a given drawdown over a historical period. We cannot be sure that the specified drawdown level will be observed when starting a test ...
Go to Profile
Mark as Read