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by Condor
Sun Aug 12, 2012 7:30 am
Forum: Testing and Simulation
Topic: Drawdown Reduction Threshold
Replies: 11
Views: 6961

Re: Drawdown Reduction Threshold

You can reduce the number of contracts you trade when the drawdown exceeds, say, 10% and expand the number back when the drawdown is less than 10%. The duration of the drawdown then is approximately the same, and the recovery time will be approximately the same. The drawdown will be less deep. In ca...