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Hi,
I remember doing the game about a year ago. Something
it was supposed to teach was that bet size and strict money management would be
successful in the long run even without a enter/exit strategy. The game played
with only bet size of 2% of equity, blindly used for all trades got me to level
5. I think it was also to demonstrate that by using such a strict money
management strategy you could take out a lot of the emotion involved with
trading. There's probably more to it than just that. It will be interestingto
apply the money management/ bet size idea to system tests in AB.
Greg
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----- Original Message -----
<DIV
>From:
Avcinci
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, June 28, 2002 5:32 PM
Subject: [amibroker] Trading system
development and simulations
Here is a very interesting article I got from Tharp's forum by Frank
Gallucci. It is about trading system development and simulating. It's a
good read: <A
href="">http://www.iitm.com/Weekly_update/simulations1.htm
Al VenosaYour use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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