Search found 1002 matches
- Tue Sep 14, 2004 8:08 am
- Forum: Testing and Simulation
- Topic: Performance reporting dilemma
- Replies: 5
- Views: 5308
One of the markets I trade (and therefore, include in my tests) is the fullsize Nasdaq. The long term average $risk per contract of ND at trade entry, i.e. (Bigpointvalue * (entryprice - stopprice)), for my systems, is about $21K. That's the average value; for some ND trades it's $17K and for others...
- Mon Jul 19, 2004 12:15 pm
- Forum: Testing and Simulation
- Topic: ATR Channel B/o System
- Replies: 12
- Views: 12352