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Tony,
Again thanks, and I agree witbh what you say in trading stocks or fx
etc - but in Australia and the UK the use of guaranteed stops trading
CFD's removes this problem.
Geoff
--- In amibroker@xxxxxxxxxxxxxxx, "aewenos" <awenos@xxxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Geoff Mulhall"
<geoffmulhall@xxxx>
> wrote:
> .
> >
> > As soon as a position has its trailing stop above the buy price
there
> > is no more risk with that position
>
>
> Geoff,
>
> You might want to rethink this as risk can never be eliminated, it
can
> only be managed. Think about gap down openings and the effect on
an
> individual position.
>
> There can also be news driven gap downs during the day and you'd
never
> see this on EOD data and it would never be reflected in any
backtests
> using EOD.
>
> Also, think about having your system reach Max DD in actual trading.
> You are not past the worst of it by any means. There is no reason
why
> a Max DD occurance can not be followed, in short order, by another
> period eqivilant to a Max DD.
>
> Keep in mind that a MaxDD event happens only once in any backtest.
> However, there will be multiple interim DD's and a series of these
can
> shred an account just as much, or more, than a MaxDD.
>
> Of course, this all does not touch on the probability of somethind
> happening. My point is only to point out that the rusk is alway
there
> and it is always larger than one would care to think about.
>
> Regards,
>
> Tony
>
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