semilem

[semilem @mlimes]

@rich_ard_d_d @factor_members I had developed something already based on stuff you said that looks really similar

[semilem @mlimes]

@factor_members

[semilem @mlimes]

@factor_members 20%

[semilem @mlimes]

@factor_members 20%

[semilem @mlimes]

@factor_members 2

[semilem @mlimes]

@factor_members is canola aka RS anywhere on trading view?

[semilem @mlimes]

@factor_members Ah great thank you

[semilem @mlimes]

@factor_members do you keep a spreadsheet of the NIPs you have Orders in for?

[semilem @mlimes]

@factor_members #2

[semilem @mlimes]

@factor_members look at that stud!

[semilem @mlimes]

@factor_members ok, yes that is what I was confirming. thank you

[semilem @mlimes]

@factor_members when you are waiting for a trade
to breakout, do you adjust/update your stop loss each day

[semilem @mlimes]

@factor_members I think lots of posts are good. there's a lot going on...

[semilem @mlimes]

@factor_members I'm amazed you can keep 9 losses to only 179 BP down...

[semilem @mlimes]

@factor_members wowza

[semilem @mlimes]

@factor_members good morning

[semilem @mlimes]

@FredrikEJohans2 @factor_members just read this. pretty good. also has some similar intuitive golden rule type stuff fractional betting along these lines

[semilem @mlimes]

@factor_members @FuturesOperat0r well, maybe I'm not misunderstanding. I think a big inaccuracy of this is overlapping holding periods winning trades last longer, so it's not quite correct to just multiply returns

[semilem @mlimes]

@factor_members @FuturesOperat0r Let me take Pic of page... book not with me. the more I think about it, though, im pretty sure I'm misunderstanding something

[semilem @mlimes]

@FuturesOperat0r @factor_members my trade PnL distributions are nowhere near Peter's tho...

[semilem @mlimes]

@FuturesOperat0r @factor_members so the part I'm trying to wrap my head around is that the profit factor (sum of gains)/(sum of losses) should be independent of fractional bet size, so if you are confident in the stats of your system over a long time period and can handle draw downs you should get bigger