muchell
02-12-2006, 09:12 PM
G'day All,
A little warning before getting too excited over the full year results for futures previously published. It pays to do sufficient analysis and then judiciously apply the results to your trading depending on where you may be in terms of account size, risk level, number of trades taken to date and etc.
I attach some analysis for the trades provided by Philippe taken Jan to Sept. I provide them for your benefit. If it piques your curiosity please trial MSA and look further.
Note: change to the data file I provided; Trade 39 line 40 was KCZ5 nor RRX5 as listed.
The first set of analysis attached is for a starting account of $25,000.
First: trades in order taken, 1 contract
Second: trades in order taken, 2% Fixed Fraction applied
Third: trades in order taken, 2% Fixed Fraction applied plus 50% increase in contracts when equity curve above 8 trade MA.
The next post does the same but with a $50,000 account.
That's it for me. Just trying to stimulate some critical thinking which may help people, just as Steve and Matt have done that for me.
Kelvin
A little warning before getting too excited over the full year results for futures previously published. It pays to do sufficient analysis and then judiciously apply the results to your trading depending on where you may be in terms of account size, risk level, number of trades taken to date and etc.
I attach some analysis for the trades provided by Philippe taken Jan to Sept. I provide them for your benefit. If it piques your curiosity please trial MSA and look further.
Note: change to the data file I provided; Trade 39 line 40 was KCZ5 nor RRX5 as listed.
The first set of analysis attached is for a starting account of $25,000.
First: trades in order taken, 1 contract
Second: trades in order taken, 2% Fixed Fraction applied
Third: trades in order taken, 2% Fixed Fraction applied plus 50% increase in contracts when equity curve above 8 trade MA.
The next post does the same but with a $50,000 account.
That's it for me. Just trying to stimulate some critical thinking which may help people, just as Steve and Matt have done that for me.
Kelvin