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Need a little help with Optimal F. Can some one explain if I'm doing the
calculations right?
My calculations shows that f is .66.
My largest losing trade is $1657.
My f$ is $2510.61.
With an account size of $20K, the ratio Trunc($20K/$2.5K) is 8. Does this
mean that I should trade 8 contracts on each trade? With margin of $5.4K per
contract, that requires an account of $43.2 K. But I'm starting with an
account of $20K. How is this possible? Where did I go wrong?
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