Re: [amibroker] Re: Need help with PositionSize using an optimization for ATR

 

I recommend that position size should not be a component of the trading system.  This video of a presentation I posted to YouTube offers an alternative view of risk and position size:

https://www.youtube.com/watch?v=Vw7mseQ_Tmc&feature=youtu.be

Best,
Howard

On Wed, Mar 9, 2016 at 2:29 PM, pmxgs0@gmail.com [amibroker] <amibroker@yahoogroups.com> wrote:
 

Hi,


take a look at this post from KB: AmiBroker Knowledge Base » Position sizing based on risk
AmiBroker Knowledge Base » Position sizing based on risk
One of most popular position sizing techniques is Van Tharp risk-based method. Van Tharp defines risk as the maximum amount that can be lost in a ...
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Posted by: Howard B <howardbandy@gmail.com>
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