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Steve2

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Subject : RE: Effects of "Allow settings" & "Max Exposure"..
Posted : 1/21/2014 6:39 AM
Post #28932 - In reply to #28930

Excellent analysis Mark!

What was the end date for the simulations? I'm trying to understand the difference between the CALMAR ratios in tests 3 and 6. Are you using some strategies that have an average allocation percentage >30% and they just didn't generate any trades during the first week shown in your tables?

Steve
Deleting message 28932 : RE: Effects of "Allow settings" & "Max Exposure"..


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