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Simon Roberts:
Where can I find out about use Adam Hefners coding of Robert Krauz's
multiple time frame (MUTF) weekly balance point step? I've searched my
folders, but I cant find it.
Lionel
----- Original Message -----
From: "Simon Roberts" <Roberts@xxxxxxxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, December 16, 1999 5:41 AM
Subject: Re: Pyramiding
> Hello Tom, I have been doing this for a while as follows. I add to my
> position on a set percentage increase, say 10%, and then also use two
> trailing stops to exit. The first takes my stakes out, the second the
> balance. I use Adam Hefners coding of Robert Krauz's multiple time frame
> (MUTF) weekly balance point step, for my first stop, then a looser
> volatility based stop for the rest, all of which was posted here.
>
> The step size of 10% needs to be proportional to your total in and out
> dealing costs including spreads, slippage, and all, ( mine are massive,
so I
> use a big step size.)
>
> The subject of money management was aired a while back here, but went off
on
> a tangent of "optimal f " which was way over my head. It is the key to
> sucessful trading, and usually the least considered part of any trading
> plan.
>
> Generalities abound, but specific schemes are rare. Do tell me what you
> discover.
>
> Simon Roberts
>
>
> ----- Original Message -----
> From: Tom Strickland <tstrickland@xxxxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Monday, December 13, 1999 4:53 PM
> Subject: Pyramiding
>
>
> > Does anyone have knowledge of, experience with and/or references to
> > pyramiding? By pyramiding I mean the systematic increase in your
position
> > size as the price of your investment moves up (or down if you are
short).
> > I've seen many casual comments about pyramiding but no systematic,
> thorough
> > studies.
> >
> > Tom Strickland
> >
> >
>
>
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