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> He defines "Optimal_f" as a fraction of the biggest losing trade of the
> historical series of trades.
That seems like the fallacy of optimal f to me. It gives entirely too
much weight to a single losing trade and doesn't account for the
possibility of stringing several losers together in the future. So,
everybody ends up trading at some smaller f to be safe but the method
doesn't give any guidance about how much smaller the f should be and you
are back to guessing.
--
Dennis
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