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Milk trader | Kiến thức trade forex, đầu tư chứng khoán và CFD

Milk trader | Kiến thức trade forex, đầu tư chứng khoán và CFD

Month: June 2009

Expected Drawdown on 50/200 Cross

Posted on June 29, 2009November 18, 2020 by Milk Trader

After running a single backtest on the 50/200 cross for ES futures going back 25 years, we found that the maximum drawdown for the system was $81,425. This is an intraday drawdown that the historical simulation experienced. But what if by some wild chance, history does not repeat itself and the trade sequence in the …

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50/200 cross in SP Futures

Posted on June 24, 2009November 18, 2020 by Milk Trader

If someone were to buy and sell ES futures over the last 25 years based on the 50-day simple moving average crossing over the 200-day moving average, what kind of results would they get? Below is a table that represents the statistics of this simple trade: Now if we were to optimize the parameter set …

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LEGAL DISCLAIMER: Under no circumstances are you to construe anything published on this blog as financial advice. The trading of futures, spot forex and options carry considerable risk, and you should never, ever, under any conceivable scenario consider trading with these products. Consult your financial adviser first.