Analytical Research by Better: Money Management in the ATC 2011

 

In this article it also mention that "But trades on a live account are not always the same as in back testing, so the trader faces a problem." and "if you trade at the level of optimal f, and trades on a live account are worse than in back testing, you can then get losses instead of profit." What make the difference between trading on live account and back test? Or what casue the  "trades on a live account are worse than in back testing"?

 
Ralph Vince Trading Money Management .  See also http://www.turtletrader.com/optimal-f.html (it is just first that I found in Internet)
Ralph Vince Trading Money Management
  • www.trader-soft.com
Portfolio Management Formulas : Mathematical Trading Methods for the Futures, Options, and Stock Markets Author: Ralph Vince Hardcover: 288 pages ; Dimensions (in inches): 0.84 x 9.31 x 6.29 Publisher: Wiley; (October 5, 1990)   The Mathematics of Money Management: Risk Analysis Techniques for Traders   Author...
 
tsng:
Can EA be modified during the championship?
Definitely, you are joking.