011: Ralph Vince talks position sizing, the different applications of optimalf, trading horizon, diversification and his changing views over 25 years.
Better System Trader
00:00
Stop Trading When the Equity Curve Is Below 200 Day Moving Average
Some strategy developers have argued that after testing myriads of position sizing agorithms, one of the surprisingly most efficient ways to protect from a system breaking down is to stop trading when the equity curve is below its 200 day moving average. I i've tested those kinds of ideas, o, quite a bit, and i found it to be a case of a six and one half dozen of the others. So they say, ment it helps in some situations, and some situations it hurts. But there are times were ti this idea won't work. Youll a price for it.
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