Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | Thanks - that explains a lot more. I understand the set of three now. But where did the NINE values in your 9/5 12:59 #28756 post come from? (Three sets of three) - that's what threw me off, thinking you were working with PS, along with discussions of BackTest and forward testing and DO. The BT and FT and DO (should) have nothing to do with the Trade Calculator at the HRE. They have a lot to do with stats and PortSim. The TC at the HRE uses the method you specify, with the current Account equity that is active (nothing to do with BT FT or PortSim) to calc the size of a new trade at the HRE. Although the TC uses some similar algorithms that PS does, and quite possibly they share some subroutines - they are two different tools. [Edited by Jim Dean on 9/6/2013 7:28 AM] | |
