Jim Dean Elite   Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA  User Profile | Thanks Brian. Yes I was thinking a "use the default for created Strat" checkbox would be useful, to instruct the Lab to ignore the "comparison" percentage and to create the custom Strat based on canned allocation instead. It's obvious that the Lab comparisons should be done with equal sizing for each test case - but once the test is done, the canned percent may be the way to go. What we NEED is a true Position Sizing algorithm. One that everyone understands, and that the user can supply an OScript formula for. I provided such a formula to add a month or two ago, at his request, and he seemed to like it, but I guess it's currently in limbo - I'm not certain if it's planned for the future or not - or when. I've really tried to keep up with sizing stuff, but honestly I'm *very confused* how the various rules re percentage effects from the orig Strat, the Stratlab pct, the Strat pct in port, the port pct in acct, and then the dynamic account-setting rules all interact. I wish that someone with access to the code would just write up a single white paper that explains with math and examples how all of it interacts - every possible effect. Then at least we could "trace" the process and have sure knowledge of the Position Sizing in use. [Edited by Jim Dean on 5/13/2014 4:58 AM] | |
