kmcintyre Elite    Posts: 890 Joined: 10/11/2012 Location: Portland, OR  User Profile | Steve, Good input. So perhaps I could get more consistency by changing the Account settings to force smaller trades, but more of them. Realistically, my trading equity is constrained. I've previously tried bracketing position size from 2% - 30%, and found 10% seemed to work best in terms of CAR, Calmar, and EE. But those tests were not very exhaustive. Maybe the dates I picked just worked out that way. I was planning on moving to Account settings soon. I can't test every permutation. I think Trade Sort Order and position sizing are worthy of more scrutiny. (Price x Avg Volume Descending was the winner in my previous tests, which were relatively cursory.) I just can't flip a few levers, turn a few knobs, get a big number and have the confidence to trade anymore. But I don't want to suffer from analysis paralysis either. Keith | |
