{"id":1123,"date":"2012-11-14T10:39:06","date_gmt":"2012-11-14T17:39:06","guid":{"rendered":"http:\/\/qclsolutions.com\/home\/?p=1123"},"modified":"2020-07-20T18:18:54","modified_gmt":"2020-07-21T01:18:54","slug":"ticketmanager-equitycurveoptimizer-with-equity-curve-extending","status":"publish","type":"post","link":"https:\/\/qclsolutions.com\/home\/?p=1123","title":{"rendered":"TicketManager – EquityCurveOptimizer with Equity Curve Extending"},"content":{"rendered":"

The TicketManager<\/a><\/b> system available through the TradeStation Strategy Network<\/a> is provided with the EquityCurveOptimizer. It is a tool that can both apply and be used to optimize equity-curve trading rules.<\/p>\n

For instance, maybe you want a TradeStation strategy to stop trading once it has broken its lowest equity level of the most recent 5 equity points (recorded bar-by-bar, per exit trade, or for each trade). Then you want it to start trading again once its simulated performance has made a new high for the most recent 3 recorded equity points. This can be accomplished with the EquityCurveOptimizer without any special modifications of strategy code (EquityCurveOptimizer is a companion strategy that runs side-by-side with your strategies). EquityCurveOptimizer can be further used with the TradeStation strategy optimizing utility to find ideal equity-curve settings. Perhaps instead of the 5 and 3 settings example above, 10 and 7 would perform better. EquityCurveOptimizer can pinpoint such settings.<\/p>\n

A classic automation problem for good systems is to know when to stop trading, since losing periods can be protracted. It may be that a systems stops working for a while, or that it stops working permanently. This can happen when the reasons that once made a strategy work, are overwhelmed by other forces, cease to exist or cease to impact markets as they once did.<\/p>\n

Take a look at the video by clicking on the image below, to see how the EquityCurveOptimizer can be used to cease trading in a system that has continued to make equity lows. The demonstration explains how a strategy can be operated in a long-history chart, to disable trading based on equity performance. Then this equity performance history can be extended into a short-history chart that would not have enough history on its own to disabled trading.<\/p>\n

So in addition to illustrating equity-curve rules disabling a strategy, we also illustrate a technical feature of EquityCurveOptimizer that allows you to run your strategies with minimal cpu and memory resources, which can be important to power users.<\/p>\n

\"EquityCurveOptimizer<\/a>

EquityCurveOptimizer Equity Curve Extending<\/p><\/div>\n

EquityCurveOptimizer Equity Curve Extending<\/a><\/u><\/b><\/p>\n

Please let us know if you have any questions by contacting us at Support@QCLsolutions.com<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"

The TicketManager system available through the TradeStation Strategy Network is provided with the EquityCurveOptimizer. It is a tool that can both apply and be used to optimize equity-curve trading rules. For instance, maybe you want a TradeStation strategy to stop trading once it has broken its lowest equity level of the most recent 5 equity […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[24],"tags":[],"_links":{"self":[{"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/posts\/1123"}],"collection":[{"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1123"}],"version-history":[{"count":18,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/posts\/1123\/revisions"}],"predecessor-version":[{"id":1552,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/posts\/1123\/revisions\/1552"}],"wp:attachment":[{"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1123"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1123"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1123"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}