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Hello Ivo,
Tuesday, January 20, 2004, 7:38:48 PM, you wrote:
IK> Also a *very* important fact to consider is from how many
IK> historical trades this statistics is derived? If it's 20, then
IK> don't bother trading, if it's 300 then it's better.
Opportunity gives trades-per-year. Often with long term systems the
number of trades can be quite low. As an aside, I would like to
increase the resolution (increase the # trades) of some of my systems
to take advantage of position-sizing, however at this point I would
like to see what others thoughts are on useful stats and acceptable
values.
IK> However, obviously you will need to be prepared for 2x worse
IK> drawdowns, at least when you take into account your obviously
IK> long-term trades while they are still *open*.
Agreed. That's the basis of the 'Account' calc [(Margin*4)+(MDD*2)].
Ross
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