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Dans un courrier daté du 17/09/98 18:03:31 , vous avez écrit :
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Hi Pierre,
If I understand what you are saying, you would prefer a system that has
many very small losers and a few large
winners. Certainly there is nothing wrong with that.
Please consider however that such an outline is not
normally the "modus operandi" of the short-term trader.
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We do short term trading here with these specifications.
I cannot see the diference between short term and long term, with the
exception of the trade duration
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Our ideas on long term trading are not dissimilar.
Please note that we are talking MAXIMUM dd and not DD.
for example, this means for every 20,000 earned you have risked less
than 5,000 under the *worst* possible system
scenario. Mind you I am not talking TS max dd, but real
time max dd. I do agree that you would probably have to
times the TS max dd by 3 to approach the real max dd the
system may encounter.
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I do not know.
We use TS max intraday DD and consider that 2.5 times this value + deposit is
the safe trading size for one contract.
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I am not sure what you are trading, but I have never seen *any* system
that could trade profitably with a
winning percentage of less than 35%. It *may* be possible, but you would
have to have the psycholgical
temperament of a rock, and the patience and discipline
of a god. <g>
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If you knwo how your system work under these condition ,and if the realtime
behaviour is the same than historical, I cannot see where the problem is.
Again, only the shape of the equity curve is important (average trade too, of
course).
Besides , when the equity curve is close to a straight positive slope line ,
or better as for the 2 1/2 last years a curve with increasing ( positive !)
slope with even a 40% profitable trades (could be less, no problem), what
could I say...
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And you had better *never* miss a signal.... <g>
>>
Mandatory for any system always in the market as ours.
We trade every signal without any exception.
Sincerely,
Pierre Orphelin
www.sirtrade.com
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