• Create BookmarkCreate Bookmark
  • Create Note or TagCreate Note or Tag
  • PrintPrint
Share this Page URL
Help

Part IV > Trading System Example from Trading Recipes

Appendix C. Trading System Example from Trading Recipes

“Part of back-testing is to determine position sizing and risk management strategies that fit within your drawdown tolerance envelope.”

—Ed Seykota[1]

In this appendix, we’ll see how a trader might construct a simple, mechanical Trend Following system on Trading Recipes Portfolio Engineering Software.


PREVIEW

                                                                          

Not a subscriber?

Start A Free Trial


  
  • Creative Edge
  • Create BookmarkCreate Bookmark
  • Create Note or TagCreate Note or Tag
  • PrintPrint