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Search: Posts Made By: MXASJ

Forum: Psychology and Money Management

July 14th, 2009, 07:56 PM

Replies: 21

Position Sizing by Van Tharp

Views: 23,787

Posted By MXASJ

If you consider each strat to be an asset with a...

If you consider each strat to be an asset with a known standard deviation, Sharpe ratio, etc and what you are looking to do is work out an optimal position size for each asset in a basket of assets...

Forum: Psychology and Money Management

July 13th, 2009, 10:56 PM

Replies: 21

Position Sizing by Van Tharp

Views: 23,787

Posted By MXASJ

Would you really want a position size algo within...

Would you really want a position size algo within a strategy? I could see its use when examining the best mix for a portfolio of strategies with known Sharpe ratios, etc... but then you would be...

Forum: Psychology and Money Management

July 13th, 2009, 01:33 AM

Replies: 21

Position Sizing by Van Tharp

Views: 23,787

Posted By MXASJ

Does your account balance change enough intraday...

Does your account balance change enough intraday to affect the number of contracts you can trade? Ouch!

The one thing I'm looking at is running different strats from 0200-0930 and 0930-1130 as the...

Forum: Psychology and Money Management

July 12th, 2009, 10:39 PM

Replies: 21

Position Sizing by Van Tharp

Views: 23,787

Posted By MXASJ

Here you go. A JPEG and a Excel spreadsheet. Top...

Here you go. A JPEG and a Excel spreadsheet. Top part is based on how much you are prepared to risk per trade (2% of equity in this case), what the 14 period ATR is for the timeframe you are trading,...

Forum: Psychology and Money Management

July 12th, 2009, 05:54 PM

Replies: 21

Position Sizing by Van Tharp

Views: 23,787

Posted By MXASJ

I owe this thread a spreadsheet which I'll post...

I owe this thread a spreadsheet which I'll post later today. Been busy learning Ninja Script :). Also adding a Kelly formula to the spreadsheet.

FWIW I look at the ATR and put it manually into...

Forum: Psychology and Money Management

July 11th, 2009, 12:33 AM

Replies: 21

Position Sizing by Van Tharp

Views: 23,787

Posted By MXASJ

I've got a spreadsheet that looks at 14 day ATR,...

I've got a spreadsheet that looks at 14 day ATR, equity dedicated to a particular instrument, and instrument tick size. It then calculates your position size (# contracts) based on the time frame you...

Showing results 1 to 6 of 6

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
No significant challenges
Something else (discuss in thread)

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