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• Degree Of Complexity

  ARTICLE SYNOPSIS ...When designing trading systems, it's easy to keep adding parameters or filters. But does the system perform better when it's more complex? Here's how you can keep your system efficient and only add more when it's necessary....

AUTHOR: Oscar G. CagigasDATE: FEB 2014SUBJECT: Trading systems

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• Trading The Equity Curve

  ARTICLE SYNOPSIS ...A trading system that brings in consistent profits is a keeper. But if it stops giving you the results you want, is it best to stop using it? We take a look....

AUTHOR: Oscar G. CagigasDATE: JUL 2013SUBJECT: Money management

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• Using Four Levels Of Risk Strategy

  ARTICLE SYNOPSIS ...Here's a modification to the fixed rate strategy that makes it not so fixed. This variation looks at four levels of risk and uses the one most appropriate to current market characteristics....

AUTHOR: Oscar G. CagigasDATE: AUG 2012SUBJECT: Money Management

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• The MEGAN Ratio by Oscar Cagigas

  ARTICLE SYNOPSIS ...Stocks & Commodities V. 27:01 (19-22): The MEGAN Ratio by Oscar Cagigas Which system will generate more return? Here's a metric that will help you answer that question. Many metrics can evaluate the performance of trading systems. These include net profit, recovery factor, Sharpe ratio, K-ratio, and risk-adjusted return. Even though you can use these metrics to select the best trading system for you, the criteria for selecting a system tend to be arbitrary. Metrics such as the Sharpe ratio or K-ratio give an indication about the slope and smoothness of the equity curve but don't indicate whi...

AUTHOR: Oscar G. CagigasDATE: JAN 2009SUBJECT: Indicators

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• Winning Percentage Of A Trading System by Oscar G. Cagigas

  ARTICLE SYNOPSIS ...Winning Percentage Of A Trading System by Oscar G. Cagigas The winning percentage is a critical statistic that can influence the speed at which your capital grows. Find out how you can apply it to your trading system. When developing a trading system, the tendency is to select a particular approach that suits your personality. With this in mind, you can develop a system with a high percentage of winning trades or one with a lower winning percentage, depending on what works best for you. A typical example is a trend-following approach. These systems usually have a winning percentage of 40?50%...

AUTHOR: Oscar G. CagigasDATE: APR 2009SUBJECT: Money Management