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Conrad

09/13/03 2:29 PM

#9660 RE: Qarel #9657

Qarel,

You wrote, on the Die-Out problem:

Just add 24% of the buy amount, instead of 50%, to PC (and calculate the minimum amount to buy or sell relaitive to PC, not to Share Value). The 24% is an approximation, and would change with a different Safe and Minimum amount

You are right that using 24% instead of 50 % would reduce the die-out, reducing it 0% will remove the Die-Out as the PC will be a constant and it will also be symmetric with the Sell condition!

The use of your safe(%) will still create some asymmetry but that is no problem at all: symmetry is not needed to create a good yield.

In regards to the Min trades: Is it not simpler to set Min Trade = Constant? The various type of stocks and the different trading costs would almost require this anyway.