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I did not want to change the subject just point out that it is of little use
to adjust position size based on an individual market.
As far as I remember T. Stridesman always pointed out the importance of
portfolio testing and I believe he also introduced ratio adjusted contracts.
He is one person who knows what he is talking about.
Volker Knapp
(www.wealth-lab.com)
-----Ursprüngliche Nachricht-----
Von: DH [mailto:catapult@xxxxxxxxxxxxxxxxxx]
Gesendet: Wednesday, August 25, 2004 8:24 AM
An: Omega List
Betreff: Re: AW: Add on Performance summary with Percent values and lot
more.
> For example if you have a portfolio of securities/futures to look at.
Yes, if you change the subject and rig the question with a problem TS
was never designed to address....
> unless you only trade one market with one system
Which is the only thing TS is designed for. TS doesn't do portfolios
without external add-ons.
The whole "TS percentage bug" when trading one market with one system
was perpetuated by a series of articles, a book and an Excel add-on sold
by Thomas Stridesman. Mr. Stridesman simply didn't understand how to use
TS correctly to achieve the same result. His book and his Excel program
can be replaced with a half dozen lines of EL code.
--
Dennis
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