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Jim Dean

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Posts: 1059

Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: Position Sizing Adjusted for Volatility
Posted : 11/1/2012 1:01 PM
Post #21716 - In reply to #21715

I'm pretty sure that I've made this request about two dozen times re OT's PortSim ... and I've offered to provide a complete algorithm that does the Turtle-Trader / Van-Tharp thing even better.

It would be WONDERFUL if Nirvana would include this. However, I am personally not comfortable with the limitations of the current Turtle-Trader plugin's "fixed risk" logic in PortSim, so I hope that Nirvana will be willing to consider an enhanced algorithm (which has the current one as a subset via parameter settings).
Deleting message 21716 : RE: Position Sizing Adjusted for Volatility


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