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Yuki,
I'm not arguing your statement in terms of how one might trade in the
real world, but you are not going to design & optimize a trading
system based on constant dollar trades are you ? especially if that
sysem is designed to trade a broad index like NDX as represented by
QQQ's or for that matter the hundred stocks it represents.
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi Fred,
>
> Wednesday, February 5, 2003, 10:45:49 PM, you wrote:
>
> Ffyc> Maybe when I get to $50mm I'd agree with you, but to limit
> Ffyc> position sizes produces unrealistic results
>
> Sorry, but you are quite wrong. I thought you were a trader, too,
> but now I'm wondering. It is unrealistic, quite unrealistic, not to
> limit position sizes to positions that can slip in and out of a
> market without distorting it, or actually becoming the market.
>
> Trading anything even close to that size, or allowing it to be
> considered as a test, in most stocks, is producing results that
> cannot be obtained in real trades, therefore the results are absurd.
>
> I would guess you would have to scale down drastically in many
issues
> that are less liquid than others. You can do it or not as you see
> fit, but don't expect much respect for the numbers you are posting
if
> you don't. They are absurd.
>
> Best,
>
> Yuki
>
> mailto:yukitaga@x...
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