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I'm not advocating constant position sizes. I was suggesting you try that in your backtest to see what would happen to your CAR and max dd. However, to answer your question, if one DID use a constant position size, then whatever cash is generated thru profits could be used for diversification into other stocks, indices, etc., using the same trading system. Currenly, this is not allowed by the backtester, so that's why I raised the question I did in my previous post.
Al Venosaavcinci@xxxxxxxxxxx
>From: "Fred "
>Reply-To: amibroker@xxxxxxxxxxxxxxx
>To: amibroker@xxxxxxxxxxxxxxx
>Subject: [amibroker] Re: NDX / QQQ-Can itbe traded? !!!!
>Date: Wed, 05 Feb 2003 14:08:03 -0000
>
>Al,
>
>The other question I have for people who design systems around
>constant PositionSize is, as the system generates additional assets
>what do you do with them ? In system testing the logic of constant
>position sizes would decrease CAR further and further as time goes
>along.
>
>--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" wrote:
> >
>
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