RE: $421,000 clarification and more details. part II

["Riccardo Ronco" <rrb3@xxxxxxxxxxxxxx>]

nine :)

multiply the standard deviation value for the big point value of the
contract you are analyzing
then write the code in a way you save for every trade the risk at the entry
(in this case is the stdev * BPValue) and the profit when the trade is
closed.
Then save these data in a txt file, import in Excel and plot a
bi-dimensional chart in which you compare the risk at the entry vs the
closed profit... maybe there are relationships :)
then redo the thing for several values of the length of the moving
average... so you'll get a 3d chart with x =length sma, y = $risk at the
entry, z = $ profit/loss at closed trade

enjoy :)

Riccardo