### There should be a limit

Posted:

**Tue Jul 20, 2004 3:19 pm**Hi everybody, I read several threads here and 'm also reading Ryan Jones work, I'm really fascinated by the scenario I'm discovering but I have a question (or a doubt maybe).

Theoretically we start from very few contracts to possibly increase them using a valid strategy. let's suppose everything works well (I'm still in theory), I believe there must be a limit at a certain point, on mininasdaq for example it'd be ard to trade 2000 contracts...so what should the behaviour in this lucky situation be (I suppose many of us would be glad to face this particular problem), I can't increase the bet size due to market limits, should I continue with the reached maximum tradeble size or should it be managed as well somehow? Increasing woul not be possible in practice but it would be in theory, so I could hypotetically increase the size and decrease it accordingly in case of losses and at alst really decrease it when theorical size gets under that maximum tradeble size.

I better explain with an example.

Suppose we reach 2000 units and this is the maximum affordable for the kind of market we are trading, we go on in winners and we would have reached 6000 units still trading with 2000, now we get losses and we should have decreased to 4500 but we are still trading with 2000 and we go ahead with that, more losses and we get to 1900 and only now we really decrease the bet size.

Does this make sense or am I just playing with philosophy?

Thanks

Bye

Smodato

Theoretically we start from very few contracts to possibly increase them using a valid strategy. let's suppose everything works well (I'm still in theory), I believe there must be a limit at a certain point, on mininasdaq for example it'd be ard to trade 2000 contracts...so what should the behaviour in this lucky situation be (I suppose many of us would be glad to face this particular problem), I can't increase the bet size due to market limits, should I continue with the reached maximum tradeble size or should it be managed as well somehow? Increasing woul not be possible in practice but it would be in theory, so I could hypotetically increase the size and decrease it accordingly in case of losses and at alst really decrease it when theorical size gets under that maximum tradeble size.

I better explain with an example.

Suppose we reach 2000 units and this is the maximum affordable for the kind of market we are trading, we go on in winners and we would have reached 6000 units still trading with 2000, now we get losses and we should have decreased to 4500 but we are still trading with 2000 and we go ahead with that, more losses and we get to 1900 and only now we really decrease the bet size.

Does this make sense or am I just playing with philosophy?

Thanks

Bye

Smodato