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[amibroker] Profit vs exposure[was Re: Tillson and Jurik]



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Owen,
I will give more details.
The choice is not a simple matter of exposure.
There is another issue, important in real conditions. We could try to 
minimize exposure, if we have something better to do with our free-of-
this-trade money. But, if we minimise exposure in any movement, where 
are the opportunities ?
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Owen Davies" <owen5819@xxxx> wrote:
> 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


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