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Eric,
Just to make it clearer.
Using that PS algorithm, as the risk increases the position size
reduces. If the trade size reduces below my minimum I don't take it.
I found this improved my backtesting results.
I don't know why for sure but as I mentioned in my previous post, it
maybe because I'm making more use of my capital. It may also be to do
with not taking trades with a higher risk.
Regards, Ranger.
--- In amibroker@xxxxxxxxxxxxxxx, "rangaroopa2000"
<rangaroopa2000@xxxx> wrote:
> Hi Eric,
>
> > Out of curiousity, I'm wondering why you are choosing
> > to exclude trades with less than 7% risk?
>
> Yes, that is one way to put it but doing this I am making sure that
I
> take full advantage of my capital on trades, rather then taking
small
> trade sizes.
>
> You might want to try optimising those % values.
>
> Regards, Rangar
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, eric paradis
> <thechemistrybetweenus@xxxx> wrote:
> > Rangar,
> >
> > I am using this code you and graham have worked on for
> > my own position sizing algorithm. I'm in the process
> > of testing it, to see if I can increase the
> > profitability of my stock trading system beyond what
> > my current algorithm has.
> >
> > Out of curiousity, I'm wondering why you are choosing
> > to exclude trades with less than 7% risk? Is there
> > some sort of edge you have developed in eliminating
> > the lower risk trades? Myself, I've had to use a stop
> > and Risk parameter of 16* ATR(10) to have a very
> > profitable system. Good trading and development
> >
> > Eric
> >
> >
> > __________________________________________________
> > Do You Yahoo!?
> > Tired of spam? Yahoo! Mail has the best spam protection around
> > http://mail.yahoo.com
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