newdigital

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

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