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Fw: simple compounding money management code



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----- Original Message -----
From: "James Mills" <jmills10@xxxxxxxxxxxxxxx>
To: "Bob Fulks" <bfulks@xxxxxxxxxxxx>
Sent: Friday, August 20, 2004 8:45 AM
Subject: Re: simple compounding money management code


> Thanks for the reply Bob.
> Wanting to do some "what if" back testing for various compounding rates.
> Also, ultimate goal is to give the thing to my broker with number of
> contracts to trade automaticly spit out by the code.
>
> James
>
> ----- Original Message -----
> From: "Bob Fulks" <bfulks@xxxxxxxxxxxx>
> To: "James Mills" <jmills10@xxxxxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
> Sent: Friday, August 20, 2004 8:27 AM
> Subject: Re: simple compounding money management code
>
>
> > At 08:03 AM 8/20/2004, James Mills wrote:
> >
> > >Want to add EZ language code to a system that adds 1 extra contract per
> each
> > >$x in closed system profits.  Using TS4.
> >
> > If this is based upon closed system profits, I assume you are closing
> positions to change the closed system profits.
> >
> > If so, why not simply figure the trade size prior to establishing the
next
> position?
> >
> >
> > Bob Fulks
> >
>