[RT] fixed ratio w/pyramidding {01}

[brian <polar@xxxxxxxxxx>]

I have been playing around with some Ryan Jones fixed ratio method.  I
was wondering how one would go about implementing this strategy with
systems that allow pyramidding.  For example, your buy condition is met
and you buy 1 contract.  The next day your buy condition is no longer
true but your sell condition is also not true so remain long 1.  The
third day the buy condition becomes true again so a 2nd contract is
bought.  The easiest way (but also most time consuming way) is to treat
each pyramid signal as an independent system.  But this leaves valuable
capital on the sideline and it also assumes that the maximum number of
pyramid contracts in the past will not be exceeded.  Any ideas?

Brian