Learning from your system's mistakes

摘要

Discretionary traders adapt when they lose money in the markets. Who's to say that trading systems can't? Here we tap into some new technology to show how your trading system's own profit and loss figures can be used to improve its future results. What doesn't break us makes us richer. Let's hope that financial spin on the cliche will prove correct in systems trading. If so, we will be able to improve a system's performance by keeping track of its past performance and using it to adjust future trades.