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@BKuerbs (we already hat PM contact) No, I don't take into account limit days. This is not for real trading. The turtletrader data is much dirty to base some "real" strategy on it. @NYSEtradinglog I'm not yet smart enough for real trading, so I do some academic stuff :) @a5519 Well, I...

Attached you find details about the test setup. A lot for a first step, I know. But since I want let my numbers speak, I felt that you should know what I'm doing. I would appretiate any comment in the test setup. If there's some interest in this issue, I'll continue the thread and publish...

Hi, You can hear many rumors, ideas and not-so-true stories about pyramiding, I decided to do some research of my own. I have to stress, that my research is pure system based. So I don't have any discretionary elements in my tests. I'm trying to avoid arguing, and try to calculate some...

Hi dawq, I'm working through your thread and of cource the original one of Jack and some related ones (..and I hope that bashing in some of threads stops soon). Anyway: I appretiate your work and I'm trying to learn. So here is my question: How did you know that this is going to be a...

Thank you. I already built a similar spreadsheet of my own after I read your first post and verified the effect.:)

@acrary Interesting stuff again. Thanx. I have to think it over. To draw a summary: Following your ideas, the effect I described in my inital post, results from the negative expectancy of percentage based stops. I have to write some tests programs ...

Thank you for your replies. I understand, that details of your information are part of the "trader's secrets" ... :). Anyhow, very interesting. @acrary You mentioned that you trade your private account on percentage based stops, although you prefer a different - and I assume more profitable...

Hi, Currently I'm backtesting a interday strategy on NASDAQ stocks. I found a phemomena which I can't explain so far: I use a percent value (0,5%, 1% 2% .. whatever) as stop loss. I experienced greater profit, when I add a fixed(!) dollar amount to the percent based stop loss. This profit...