Trading Blox trial - interesting results
Posted: Sun Jul 09, 2006 7:34 pm
I have a small account, and I am testing some ideas on the Trading Blox trial.
I am trading a stock strategy, and I wanted to check to see if it would work for a small account, and how much efficiency I am losing since I don't have a larger account.
I was very surprised to see that it actually trades a bit *better* with a smaller account. And this effect scales pretty well.
See attached PDF.
The only thing I can think that might account for this, is the particular trades that it takes -- the trades are not all exactly the same. But still, that would not really explain why it scales the way it does.
I am using the standard Strength and Direction filter for the Portfolio Manager, and the Multi Money Manager. The entry and exits are custom.
Thanks for your help!
Seraphim
I am trading a stock strategy, and I wanted to check to see if it would work for a small account, and how much efficiency I am losing since I don't have a larger account.
I was very surprised to see that it actually trades a bit *better* with a smaller account. And this effect scales pretty well.
See attached PDF.
The only thing I can think that might account for this, is the particular trades that it takes -- the trades are not all exactly the same. But still, that would not really explain why it scales the way it does.
I am using the standard Strength and Direction filter for the Portfolio Manager, and the Multi Money Manager. The entry and exits are custom.
Thanks for your help!
Seraphim