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Jim Dean

Posts: 3022

Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: Most Useful PortSim-Research Alloc Method
Posted : 8/31/2018 10:54 AM
Post #45302 - In reply to #45301

Thanks, Vinay ... I'd totally forgotten about that input option. And yes, it would help with the "unreasonable sizes" aspect of my original post. I'd suggest that a good "generic" setting for the "average" OT active trader might be $100,000 (or maybe a lot less, if the strat/method being tested offers plenty of entry opportunities).

This may not *eliminate* the problem of COMPOUNDING during development testing comparisons ... unless the value it is set to is pretty small. For statistically legitimate A vs B comparisons described in earlier posts, I still feel that Fixed $ (Capital or Risk) is the most proper method.

Thanks, Vinay!

[Edited by Jim Dean on 9/1/2018 9:26 AM]

Deleting message 45302 : RE: Most Useful PortSim-Research Alloc Method

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