SteveL Veteran   Posts: 262 Joined: 8/19/2005 Location: Boulder, CO  User Profile | John, I'm not using FixedTradeSize for trading, but rather just for gathering info for processing with Mark's spreadsheet. I intend to use the spreadsheet to better understand how different strategies perform in different market states. The spreadsheet normalizes trades, and calculates the following stats for each strategy: #Days in State %Days in State #Days in Trade %Days in Trade #Trades Trades per Day PPT HR None of these stats should be affected by trade size (i.e. allocation method), SO LONG AS you aren't excluding any trades from the stats due to available funds. Personally, I used %ofEquity for sizing actual trades. | |
