[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Tillson and Jurik



PureBytes Links

Trading Reference Links

DIMITRIS asked:


> I do not think it is easy to choose one of these 4 techniques.
> Any opinion ?

At this point, I'd be looking at percent wins, maximum loss, and maximum
drawdown to determine how aggressive you can be in position sizing.  Chances
are you will wind up with a compromise based on which technique best fits
your own emotional ability to withstand a long string of losses or a deep
drawdown.  But you're right, based only on raw profit and exposure you can't
make a reasonable choice.

Owen Davies


------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for Your HP, Epson, Canon or Lexmark
Printer at Myinks.com. Free s/h on orders $50 or more to the US & Canada. http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/l.m7sD/LIdGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/