Suggested IWM/GDX Allocation Levels

[adam ali]

Rembert,

Could you tell us what the maximum DD is intra-trade, not closed trade with this combination?

Adam

[Rembert]

Rembert,

Could you tell us what the maximum DD is intra-trade, not closed trade with this combination?

Adam

Hi Adam,

I can't because the source data for this test is based on closed trade data.

The test scenario is as follows :

- generate equity curve data in Excel based on gain/loss of each trade
- load that data into Amibroker as a ticker
- repeat for the next system
- run the optimization on the 'virtual' tickers