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Hi Eric,
> Out of curiousity, I'm wondering why you are choosing
> to exclude trades with less than 7% risk?
Yes, that is one way to put it but doing this I am making sure that I
take full advantage of my capital on trades, rather then taking small
trade sizes.
You might want to try optimising those % values.
Regards, Rangar
--- In amibroker@xxxxxxxxxxxxxxx, eric paradis
<thechemistrybetweenus@xxxx> wrote:
> Rangar,
>
> I am using this code you and graham have worked on for
> my own position sizing algorithm. I'm in the process
> of testing it, to see if I can increase the
> profitability of my stock trading system beyond what
> my current algorithm has.
>
> Out of curiousity, I'm wondering why you are choosing
> to exclude trades with less than 7% risk? Is there
> some sort of edge you have developed in eliminating
> the lower risk trades? Myself, I've had to use a stop
> and Risk parameter of 16* ATR(10) to have a very
> profitable system. Good trading and development
>
> Eric
>
>
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