|
PureBytes Links
Trading Reference Links
|
<SPAN
class=043560608-24092003>Phsst,
<SPAN
class=043560608-24092003>
Thank
you for you post.
<SPAN
class=043560608-24092003>
Could
you tell us what type of stops you have backtested other than fixed and ATR
based ?
<SPAN
class=043560608-24092003>
Best
regards, Jérôme ULRICH
<FONT face=Tahoma
size=2>-----Message d'origine-----De : Phsst
[mailto:phsst@xxxxxxxxx]Envoyé : mercredi 24 septembre 2003
05:21À : amibroker@xxxxxxxxxxxxxxxObjet :
[amibroker] Re: Position Sizing, math, and
profitsIn all fairness to your approach, I have
not backtested ATRpositionsizing (which I intend to do). But I have
backtested limitinglosses to a fixed percentage, and to date, fixed
percentage stop lossstrategies are inferior to other stop loss
methodologies.Regards,Phsst
Yahoo! Groups Sponsor
ADVERTISEMENT
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 the Yahoo! Terms of Service.
|