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Thank-you for your thoughtful reply. I coded this WTT strategy attempting to stick exactly to what Nick outlined in his book Weekend Trend Trader. Of course there was some interpretation involved, but I am convinced it is true to what was described in the book. No deviations.

I don't have Nick's code. Could you do me a favor and simply explain on what the filter is based? Equity drawdown or... ? I'm kind of new to this, though I have been live-trading my WTT system (written on a different platform) for just over 1 year. I am eager to learn as this is why I joined ASF.

Thanks,
dpong

[Nick's backtest in the book goes to Nov 2012.]

[QUOTE="dpong, post: 1107304, member: 84133"] Thank-you for your thoughtful reply. I coded this WTT strategy attempting to stick exactly to what Nick outlined in his book Weekend Trend Trader. Of course there was some interpretation involved, but I am convinced it is true to what was described in the book. No deviations. I don't have Nick's code. Could you do me a favor and simply explain on what the filter is based? Equity drawdown or... ? I'm kind of new to this, though I have been live-trading my WTT system (written on a different platform) for just over 1 year. I am eager to learn as this is why I joined ASF. Thanks, dpong [Nick's backtest in the book goes to Nov 2012.] [/QUOTE]

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