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the thing I care about is profit/loss - that's the only thing that really
means anything. Hence the normalized position sizing.
if you DON't do this then all bets are off. You are likely to optimize the
system to favor recent history, since the significance of the past will be
greatly diminished.
rgds phil
----- Original Message -----
From: M. Simms <prosys@xxxxxxxxxxxxxxxx>
To: ClauPac <aerofun@xxxxxxx>
Cc: Omega-List <omega-list@xxxxxxxxxx>
Sent: Wednesday, January 12, 2000 7:11 AM
Subject: RE: Pattern Trader - Performance of 90+ %
> That is irrelevant when you are considering %WIN as the most important
> factor.
>
> Size/# of contracts only determines Gross Profit Amount.
>
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