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yes - too bad all the runup/drawdown numbers are just hot air if atr is not
taken into account - and probably the system will be incorrectly optimized
since trades in the past will have been seriously underweighted in testing
(using the SP as an example). So why bother with the Rina MM games? Garbage
in --> garbage out!
Good luck,
Phil
----- Original Message -----
From: Chris Evans <evanscje@xxxxxxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>; Phil Lane <patterntrader@xxxxxxx>
Sent: Tuesday, August 29, 2000 2:43 PM
Subject: Re: rina2000 help
> Yes and No .. they do not hold you to trading a 1 lot .. in fact the whole
> MM section is devoted to figuring how many contracts to trade and when to
> add a variable number ..BUT .. they use performance data as the basis for
> analysis that wants to start with a 1 lot system built in EasyLanguage and
> analyzed in the performance analysis report of TradeStation .. If you
want
> to normalize results for changing ATR or margin then you are on your own
>
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