What I mean is what sequence of size do you use for an automated system e.g. lot 1 = 1 lot 2 = 2 lot 3 = 4 lot 4 = 6 lot 5 = 8 lot 6 = 10 lot 7 = 12 lot 8 = 14 lot 9 = 16 etc. The above is the sequence used in the automated system I am currently testing. As the total amounts can quickly add up to a sizeable figure would you recommend a 40 gap between or perhaps bigger ? Perhaps lot 1 =1 lot 2 = 2 lot 3 = reversed 3 or 4 etc.
Yeah. Did you buy a million sample size from CME to back test 200 years of data? If not go back to the drawing board rookie.