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chances are the smaller account takes more trades due to the volumes
needing to be so much higher for the larger equity
On 9/14/05, eric paradis <thechemistrybetweenus@xxxxxxxxx> wrote:
> Hi,
>
> I have a problem with either the system or amibroker.
>
> The shares traded setting is set to up to 50% of share
> volume per daily bar.
>
> The problem is that the annual return for a 100k
> account is 3x higher than the return for a 1million
> dollar account.
>
> Is this common with systems, or should I just set the
> shares to 0, ignoring the actual volume for that day?
> The system would buy over a period of several days
> likely as its long term (100-200 days per trade).
>
> I just want to be intellectually honest about the
> returns of the system. Any thoughts
>
> Eric
>
>
>
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--
Cheers
Graham
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