Forum: Traders Hideout
January 19th, 2014, 08:52 AM
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Replies: 2
Views: 2,305
positions sizing with each approach
We tested three types of position sizing: Rectangular, Triangular and Inverted Triangular, where we entered/exited over a different number of periods.
To give a specific example, if we had 6...
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Forum: Traders Hideout
January 11th, 2014, 09:14 AM
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Replies: 2
Views: 2,305
Scaling positions - mean revision system
We have been trying to test the difference made to a simple mean-reversion strategy on the ES based on Keltner bands by different types of entry and exit methods.
The strategy is a standard...
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