100% agree now. Thanks for clearing up my muddy thinking :)
Thanks GAT. Let's say you don't meddle with the risk capital your system is telling you to use. Let's say you start the trading year with a loss,...
Thanks, also had this minor conundrum I can't resolve. If 90% of your system is profitable and your risk capital is going up (assuming you are...
Sorry of course - here you go
Hi GAT, on page 18 of this thread, you have helpfully written down some formulas showing how to estimate turnover and I was wondering if there...
Thanks for the clarification, GAT
OK thanks. Could this be just be an error in that case? In your gold.csvfile, on 18 Jan 1980 your stitching algo rolls by 10 months which I think...
Hi GAT, I am trying to stitch together an initial futures price database for backtesting the system in your book. My default roll policy was going...
Sorry to butt in on this group intervention, but @napolean@Dynamite didn't GAT answer your question earlier with his witty Livermore quote. I will...
Yes, that makes perfect sense. Thank you v much for taking the time.
1. Hi Rob, I have spent last 12 months or so reading your first book and catching up on your many detailed posts on trading. You seem to have the...
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