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Mark Holstius

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Joined: 10/11/2012
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Subject : RE: Effects of "Allow settings" & "Max Exposure"..
Posted : 1/21/2014 8:14 AM
Post #28934 - In reply to #28932

Other interesting points in the example...

Suppose you decide 20% is the highest you want to put on any trade (#2).

By checking "Allow Settings...", you get the benefit of the strategies with "normally" higher Qty% strategies, but now with their entries lowered to 20%;
Ending Equity goes from 3.7M to 5.4M and CALMAR from 3.90 to 4.56 (#2 vs #5).

Comparing #3 to #5:
The highest Qty% on any trade is lowered from 30% to 20%, but by checking "Allow Settings..." the Ending Equity goes from 4.9M to 5.4M and the DD decreases. CALMAR increases from 4.12 to 4.56.

Mark

[Edited by Mark Holstius on 1/21/2014 8:26 AM]

Deleting message 28934 : RE: Effects of "Allow settings" & "Max Exposure"..


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