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- Tue Sep 14, 2004 8:08 am
- Forum: Testing and Simulation
- Topic: Performance reporting dilemma
- Replies: 5
- Views: 4530
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...