Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | 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] | |
