Position Sizing & DMAC
Position Sizing & DMAC
How does one size positions properly when using a Duan Moving Average Crossover system? With no stop loss, how can you proplerly size positions to limit risk? Anyone?
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Yes but then this would have neutral zones where I am not in the market. I have read about dmac systems such as the one mentioned in c.f.'s book (great read by the way, couldn't put it down) where the system is always in the market. I don't get how positions are sized where a system can be in the market at all times. This means there is no stop. With no stop, how can you control risk? How can you size positions?
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