Search found 7 matches

by Matthader
Sun May 24, 2009 5:25 pm
Forum: Money Management
Topic: Help with ATR position sizing
Replies: 11
Views: 11516

Thanks so much everyone for taking the time to help me out. I was mistakenly multiplying the entry price, and for FX it should not matter. Cool.
by Matthader
Sun May 24, 2009 11:26 am
Forum: Money Management
Topic: Help with ATR position sizing
Replies: 11
Views: 11516

Ok I see that when I change the amount of days from 39 to 15 and run them that the trade posiiton sizes do change. I just don't understand what the system does after it has the ATR to come up with how many lots to trade.
by Matthader
Sat May 23, 2009 9:05 pm
Forum: Money Management
Topic: Help with ATR position sizing
Replies: 11
Views: 11516

Within the Blox users guide it says that it uses a theoretical stop of 1 ATR for position sizing when you elect not to use stop loss. But when I go through the trades I still can't seem to make since of it. Are they using a 39 day ATR or 15 day? Lets say it was 65 pips. What steps do I need to follo...
by Matthader
Sat May 23, 2009 11:50 am
Forum: Money Management
Topic: Help with ATR position sizing
Replies: 11
Views: 11516

Yes I'd like to use the method utilized in the backtest for Forex in Trading Blox Dual Crossover system. Does anyone know the calculation they used?
by Matthader
Fri May 22, 2009 12:18 pm
Forum: Money Management
Topic: Help with ATR position sizing
Replies: 11
Views: 11516

Help with ATR position sizing

I want to trade Forex with the Dual Crossover with no SL. Under the TradingBlox they use 1% per trade I believe based on some calculation of ATR. Can anyone who understands how they come up with this figure please give an example? Is it as simple as taking 1% of your bankroll and then dividing that ...
by Matthader
Tue Jul 22, 2008 2:57 pm
Forum: Testing and Simulation
Topic: Double MA Crossover in Forex
Replies: 3
Views: 3848

Yes thanks i appreciate the responses.
by Matthader
Sun Jul 20, 2008 5:30 pm
Forum: Testing and Simulation
Topic: Double MA Crossover in Forex
Replies: 3
Views: 3848

Double MA Crossover in Forex

I don't have the ability to backtest right now but I was wondering in the case of Forex would you be better off only taking the signal in the direction of positive swap rates and therefore ignoring most of the sell signals?

I'm talking about the 100/350 Double MA mentioned in TWOTT.