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Posts Made By:
liquidcci
Forum:
Psychology and Money Management
February 10th, 2012, 11:07 AM
Replies:
7
Drawdown & Position Sizing Account Allocation
Views:
3,656
Posted By
liquidcci
Sure thing. Also I would expect each system may...
Sure thing. Also I would expect each system may have different capital requirements and fixed ratio deltas. I like to treat each signal I have as a different system because each one has it's own...
Forum:
Psychology and Money Management
February 10th, 2012, 10:49 AM
Replies:
7
Drawdown & Position Sizing Account Allocation
Views:
3,656
Posted By
liquidcci
I would backtest each system integrating fixed...
I would backtest each system integrating fixed ratio into the backtest. Starting with 5k may be enough to start with or it may not be. Also your delta under fixed ratio (when to increase or...
Showing results 1 to 2 of 2
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