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Old 02-27-2007, 05:54 PM
alassio alassio is offline
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I forgot to mention that everybody can see the effect of stops to his settings by using the Excel sheet for simulating probabilities and expected value I have attached a few posts before. It also shows the effect of reallocating lot sizes among individual orders in a trade. The doubling up is often not optimal, because it increases the size of a loser quite strongly, but win probability is only improved marginally.

My experiments finally all have been done at lot allocation and money management. I tried to improve entries, but without significant improvement. Maybe if someone comes up with good trade filters, but the basic entry method seems just fine.
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