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Hi all
I am analysing portfolios and , i am wondering..... What criteria do i pick
to choose which systems and securities to trade?
I was thinking the best ROA [return on account,net profit/max drawdown] but
then i though smallest flat period of the final equity curve........ but
after analysing these at what point would you consider to many
systems/securities? Does inputing orders on 15 markets sound ummmmmmmm over
the top ? what about when my equity increases do i add more securities....
what about 20 then 60 then 150 ? when is enough enough?
or.... do i pick the best 5 systems and then start doubling the contracts
traded which also doubles the drawdowns
Any feedback welcome :O)
Any books recommended for me to read?
Cheers
Cameron
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