神马文学网First-Strike & One-Night-Stand users, show yourself and your mods, if you dare!!! - Page 13 @ Forex Factory
来源：百度文库 编辑：神马文学网 时间：2024/05/01 21:22:19
Quote: Originally Posted by deathbait 
I think we're confusing each other with our lingo here. By fixed size, I mean I take a fixed size for every trade(I use 2% of my initial account as that size). By geometric, I mean you update the size every time a trade completes so you always risk 2% of your updated account. That's exactly what I'm using too so yes, I'm confusing things here..
edit: I just noticed my curves on previous testing were indeed with x% from current account = exponential, below are the curves with fixed initial deposit of 10k, alpari 1min data from 2004-today.
Here are the updated curves for EURUSD, USDCHF and USDJPY (I don't have 1m data for GBPUSD) 3% risk based on deposit of 10k.
I still think based on results that this is very solid method based on my tests.
Last edited by mikkom, Jan 21, 2009 3:46am
#186 
Jan 21, 2009 3:33am mikkom testing Member Since Mar 2008 
1,237 Posts 
Just for comparison, here are test curves with fixed 0.1 lot. Still very similar to the previous (but more volatile as expected) so I have no idea what is the difference between the tests I did and the tests other people have done.
I think we're confusing each other with our lingo here. By fixed size, I mean I take a fixed size for every trade(I use 2% of my initial account as that size). By geometric, I mean you update the size every time a trade completes so you always risk 2% of your updated account. That's exactly what I'm using too so yes, I'm confusing things here..edit: I just noticed my curves on previous testing were indeed with x% from current account = exponential, below are the curves with fixed initial deposit of 10k, alpari 1min data from 2004-today.
Here are the updated curves for EURUSD, USDCHF and USDJPY (I don't have 1m data for GBPUSD) 3% risk based on deposit of 10k.
I still think based on results that this is very solid method based on my tests.
Last edited by mikkom, Jan 21, 2009 3:46am
#186 Jan 21, 2009 3:33am mikkom testing Member Since Mar 2008 1,237 Posts Just for comparison, here are test curves with fixed 0.1 lot. Still very similar to the previous (but more volatile as expected) so I have no idea what is the difference between the tests I did and the tests other people have done.
First-Strike & One-Night-Stand users, show yourself and your mods, if you dare!!! - Page 13 @ Forex Factory
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