Hidden Cost of Trading (Whitepaper) by Lundy Hill
Hidden Cost of Trading (Whitepaper) by Lundy Hill
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Hidden Cost of Trading (Whitepaper) by Lundy Hill
Designing a trading system is hard work. What might look promising on a few days or months of charts on the screen, can turn disastrous when put through the rigors of a computer back testing platform. The computer looks at all trades, with no “cherry picking”, and sees trades the system designer does not. Lundy S. Hill takes a closer look at the often overlooked trade of system testing - the “rollover”.
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Hidden Cost of Trading (Whitepaper) by Lundy Hill
Designing a trading system is hard work. What might look promising on a few days or months of charts on the screen, can turn disastrous when put through the rigors of a computer back testing platform