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I don't think I'll be getting back to you very quickly on this front :)
Cameron
From: "Andrew Tomlinson" <andrew_tomlinson@xxxxxxxxxxx>
Reply-To: equismetastock@xxxxxxxxxxxxxxx
To: <equismetastock@xxxxxxxxxxxxxxx>
Subject: RE: [EquisMetaStock Group] Turtle Trading Rules
Date: Wed, 8 Dec 2004 23:00:09 -0500
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--- Begin Message ---
TradeSim can do a lot of neat things - e.g. adjust position size for
volatility, so you could get part of the way there. But I think to do it
completely you'd have to take TradeSim output into Excel and build some
additional rules. I haven't tried it myself - just thought about it enough
to recoil at the man-hours involved.
Also note to get effective position sizing with futures in a Turtle system
you need a pretty big account - probably at least $1mm - because the
granularity is so big on many of the regular contracts (it gets easier with
every mini-contract that the exchanges bring out,though).
Let the group know if you succeed..
Andrew
-----Original Message-----
From: Cameron Reid [mailto:creid.mba2001@xxxxxxx]
Sent: Wednesday, December 08, 2004 6:36 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: RE: [EquisMetaStock Group] Turtle Trading Rules
Is this something that could be modeled into paritech's Metastock Add-on
(Tradesim)?
Thanks,
Cameron
From: "Andrew Tomlinson" <andrew_tomlinson@xxxxxxxxxxx>
Reply-To: equismetastock@xxxxxxxxxxxxxxx
To: <equismetastock@xxxxxxxxxxxxxxx>
Subject: RE: [EquisMetaStock Group] Turtle Trading Rules
Date: Wed, 8 Dec 2004 16:29:11 -0500
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--- End Message ---
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