You can use this..its coded in excel..but it works well......
I went ahead and added some charts to the article for visual examples.
Here is a free securities performance calculator/trading diary that anyone can download for free if they wish....
can you show us the equity curve of your averaging down strategy? :p i believe i have officially seen it all.
Wherever you decide to go....remember not to drink the water and/or swim with the jellyfish.
here is an excellent article on prop trading.. http://www.trading-lab.com/forums/so_you_want_become_proprietary_trader-t133.html
nuts and bolts.. http://www.trading-lab.com/forums/building_trading_systems-t196.html
works now..
link can be found on this page.. http://www.trading-lab.com/forums/determining_expectancy-t322.html
Alot of this stuff sounds like kelly bet sizing... http://www.trading-lab.com/forums/kelly_bet_sizing-t245.html
martinagale works well with discretionary trading which is why its next to impossible to backtest. kelly works well with systems trading and can...
do you consider yourself a swinger?
Separate names with a comma.