Fixed Ratio and Fixed Fractional

[Mark Johnson <janitor@xxxxxxxxxxxx>]

Ian MacAuslan <imacauslan@xxxxxxx> writes
>
>I'd be interested if anyone on the list has made active use of Ryan
>Jones' Fixed Ratio money management/scaling strategy, vs.  some of the
>other ones out there -- Fixed Fractional, Optimal f, etc.
>
>RINA's Money Manager 2000 does not include it, and in a conversation
>with RINA's president a while back I recall he did not recommend it.
>Yet the idea seems to make sense to me.
>

A while ago I programmed them both into the non-Omega software
called Trading Recipes, and posted a pretty long message
showing my results.  It's on Chuck LeBeau's System Traders
Club website ( http://www.traderclub.com ) should you desire
to have a look.  It is in the FORUM area, under the heading
   Fixed Ratio + channel breakout: research results

There's a Microsoft Excel spreadsheet & graph too, containing
the equity curves of FF and FR, applied to the same underlying
system [which happened to be Two-Parameter Channel Breakout].

Finally, there's info on Trading Recipes itself.  Use the
"Keyword Search" facility of the S.T.C. and you'll find it
in no time.

--
   Mark Johnson     Silicon Valley, California     mark@xxxxxxxxxxxx

   "... The world will little note, nor long remember, what we
    say here..."   -Abraham Lincoln, "The Gettysburg Address"