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Ranger,
I misunderstood the algorithm then, I thought it was
taking high risk trades only. I'll spend some more
time on it this week and see how it works more closely
Eric
--- rangaroopa2000 <rangaroopa2000@xxxxxxxxxxxx>
wrote:
> Eric,
>
> Just to make it clearer.
>
> Using that PS algorithm, as the risk increases the
> position size
> reduces. If the trade size reduces below my minimum
> I don't take it.
>
> I found this improved my backtesting results.
>
> I don't know why for sure but as I mentioned in my
> previous post, it
> maybe because I'm making more use of my capital. It
> may also be to do
> with not taking trades with a higher risk.
>
> Regards, Ranger.
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "rangaroopa2000"
> <rangaroopa2000@xxxx> wrote:
> > 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
> > >
> > >
> > >
> __________________________________________________
> > > Do You Yahoo!?
> > > Tired of spam? Yahoo! Mail has the best spam
> protection around
> > > http://mail.yahoo.com
>
>
>
>
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