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Trading the equity curve



  • I have a strategy that is prone to going on both winning and losing streaks, so one suggestion would be to trade the equity curve as a filter on the strategy.

    What do I mean by that? The strategy would switch itself off when the equity curve broke a prior spike low and only start trading live again when the unfiltered equity curve broke back above a prior spike high. In this way, hopefully I can filter out a lot of the down snakes and keep most of the ladders.

    I am wondering the best way to achieve this i.e. have a strategy paper trade in parallel 100% of the time and only trade via the live broker when it is switched on.

    I guess what I want to do is be able to run using two broker instances in parallel?

    Suggestions as to the best way to structure this are welcome.