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LEX
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Obchodné systémy
Oct 16, 2009 at 05:06
There appears to be a sudden change in the trade size starting on Sep 18. Before that date, it's about 2.2 - 2.8 lots per trade; After that date, it's 1.2 - 1.8 lots per trade.This makes the beginning of the graph look significantly more profitable that reality.However, it also has the effect of actually *decreasing* the maximal drawdown.If the pre-Sep-18 trades were adjusted to use the same number of lots as the rest of them, then my calculations show that the graph would be altered approximately like this:a) The day before Sep 18 (it's Sep 16) would end at *26%* profit, lower t...
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