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AW: Bet sizing question: Scaling



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Wasn't there a section in Mike Covell's second book that tested something
like that - on a portfolio of symbols, of course?

Vk


-----Ursprüngliche Nachricht-----
Von: Mark Johnson [mailto:janitor@xxxxxxxxxxxx] 
Gesendet: Montag, 30. Juli 2007 14:11
An: omega-list@xxxxxxxxxx
Betreff: Re: Bet sizing question: Scaling

The omega-list is devoted to System Testing Software,
why not just use that Software to program up the
two ideas and test them out?  Then you could see
with your own eyes which one performs better.

>question was asked if scaling out of positions makes
>more money than setting a fixed target and exiting all
>of a position at the maximum target [assuming price
>gets to the maximum target].