I did not test the code Skubidu made, but from my own experience, trading the equity curve is a dead-end. I used to make a lot of tries and experimentation on this on other trading software languages, with fictitious orders but the result is almost always the same :
- you miss a lot of good trades, your strategy is “broken”..
- even if a fictitious trade made good gain for the equity curve to be above the average, the next trade could a looser and same thing happen again: you need to make new fictitious trade, etc.
It results at the end that your strategy is not a looser one, but not a winner one. The equity curve of the overall strategy backtest is almost like a flat line.
However, this is something very interesting for educational purpose, I may write something about it in the blog.
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