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exp

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Posts 277
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Alias Born 03/18/2001

exp

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Re: WinLoseOrDraw post# 376

Tuesday, 03/04/2003 10:25:25 PM

Tuesday, March 04, 2003 10:25:25 PM

Post# of 2377
wld, imo the trading system and the position size are two linked issues that cannot be easily separated...
i am trying to find a mathematically optimal answer for the position size given the following trading system characteristics: win probability, stop loss percentage, average gain/loss...
so i am interested in how top traders approach this issue both conceptually and in actual practice...
my goal is to distill best theoretical approaches used in actual trading into a semi-automated trading system...

and, surprisingly (to me), i find this goal to be eminently achievable despite the seemingly idiosyncratic and individualistic nature of the trading approaches employed by top traders..



exp system (#board-1623)

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