αを探し求めて

Let's learn a programming language, such as Python, rather than sinking 1000 hours into figuring out how to calculate modified duration

NINJATRADERの先物自動売買システム例

Swing50Plus_Mini Dax FDXM

f:id:tomo51840633:20180807153634p:plain

Suggested/Required Capital:

Suggested Capital is a calculated value which uses the system''s worse historical drawdown and volatilty to target a future drawdown less than -33%. No guarantee can be made that the system will not lose significantly more than 33% of the suggested capital amount.

Required Capital is the amount which must be in the account in order to activate the system for live trading, and is based on the contract''s margin plus the worst historical session loss for the system.