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Read this document:
http://www.originalturtles.org/docs/turtlerules.pdf
It contains a bet sizing formula that works from available
capital. Admittedly they don't keep a "running balance" of account equity
(trade size is adjusted when equity dips in certain percentage increments),
but you can if you wish.
David
At 10:52 AM 8/11/04, stephen@xxxxxxxxxxxxx wrote:
When analyzing a strategy, I would like to run tests
based on using a percentage of available capital,
instead of using a fixed $ amount, or fixed
number of shares.
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