Varying positionsize based on recent results or indicators
Posted: Wed Jun 24, 2009 8:35 am
Please see viewtopic.php?t=318
What about decrease and increase the betsize in trend following system?
IF you have a nontrending market indicator. IF that indicator shows that your market is not trending:
(maybe if your 10 last trades have a lesser than normal succes ratio?)
In that case of a non trending market decrease the bet size to 0,5% from 1% else
in case of a trending market increase the betsize to 1.5%
Have anyone some experience with that? in testing or real life?
Thanks/Mats
What about decrease and increase the betsize in trend following system?
IF you have a nontrending market indicator. IF that indicator shows that your market is not trending:
(maybe if your 10 last trades have a lesser than normal succes ratio?)
In that case of a non trending market decrease the bet size to 0,5% from 1% else
in case of a trending market increase the betsize to 1.5%
Have anyone some experience with that? in testing or real life?
Thanks/Mats