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Q.Select security (stock, index, or a mutual fund), time period (at least one year or more) and download relevant daily closing prices from www.finance.yahoo.com .
Q.Select security (stock, index, or a mutual fund), time period (at least one year or more) and download relevant daily closing prices from www.finance.yahoo.com.
Find technical strategy that yields positive total return for chosen time period. The sample should accommodate at least four round-trip trades (buy-sells and/or sell-buys).
Describe performance measures other than total return, and P/L histogram
# of round-trip trades =8
Total return, % =12
Winning trades, % =55
Max drawdown, =33
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