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> If you agree with Stridsman's idea that percentage
> based performance measures are the way to go, one way
> to get similar results from a standard TS system test
> is to use constant dollar (rather than constant
> contract) position sizing.
Yep, Stridesman has created a complicated solution for a trivial
problem. Of course, if the answer is 2 lines of TS code, it's hard to
write and sell a book about that. :-)
--
Dennis
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