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Thanks. Looking forward to your findings.
For a next test I might build equity curves with position sizing built into them based on strong/weak signals and see what results that gives in an optimization test.
Last edited by Rembert; 07-05-2011 at 03:58 PM.
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With all the great discussion ongoing regarding position sizing, I wonder if it's time to update this thread using recent Robot returns to determine optimum allocation percentages?
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