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Eric, I'm not sure how to answer your question, assuming it is a valid
one.
Anyway, position sizing should be a function of risk - simple as that.
With correct (risk-adjusted) position sizing in place, selection of
profitable trading strategies is not an issue anymore, as all risk can
then be normalized.
More on this here:
http://www.metastocktools.com/URSC/sysdev.htm
http://www.metastocktools.com/URSC/sysdev2.htm
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, chichungchoi <no_reply@xxx>
wrote:
>
> Does anyone would like to share any idea on how to select the
> trading strategies based on expectancy vs money management?
>
> For comparing strategies, I always select the one with highest
> expectancy, but when I also need to consider position sizing into
> the selection criteria, then I don't know what to do?
>
> Does anyone know on how to balance between expectancy and money
> management [the size of position] in order to select the best
> strategy for trading?
>
> Thank you for any suggestion
> Eric
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