tag:blogger.com,1999:blog-7025352174566040697.post5576347541857305911..comments2024-01-31T01:36:09.111-05:00Comments on COTs Timer: Filled!Alex Roslinhttp://www.blogger.com/profile/05203588321742142651noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-7025352174566040697.post-60896649249035559612008-04-09T10:52:00.000-04:002008-04-09T10:52:00.000-04:00Thanks for the explanation on that, Alex. We defi...Thanks for the explanation on that, Alex. We definitely must be willing to set wider stops to allow for the longer term trend to develop.<BR/><BR/>Best,<BR/><BR/>IanAnonymoushttps://www.blogger.com/profile/00048689427183322562noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-34624326264523529582008-04-09T10:18:00.000-04:002008-04-09T10:18:00.000-04:00Hi Ian,Haven't looked at the specific NDX numbers,...Hi Ian,<BR/><BR/>Haven't looked at the specific NDX numbers, but your understanding is correct. My position size is set such that such a loss would amount to 3% of the total portfolio. <BR/><BR/>I've experimented with filters to set a tighter stop, but that invariably reduces the strategy's performance. Curtis Faith's Way of the Turtle talks about the same issue.<BR/><BR/>Regards,<BR/>AlexAlex Roslinhttps://www.blogger.com/profile/05203588321742142651noreply@blogger.comtag:blogger.com,1999:blog-7025352174566040697.post-76017500436863671422008-04-09T10:10:00.000-04:002008-04-09T10:10:00.000-04:00Hi Alex,I was wondering what your stop-loss was fo...Hi Alex,<BR/><BR/>I was wondering what your stop-loss was for the Nasdaq-100 entry you made this week. I understand you use the Largest Drawdown % from your signals sheet to determine this (21%) but should I interpret that to mean that you are willing to ride a 21% loss in that position before closing it out? <BR/><BR/>Thus, if you entered on Monday at 45.76 is your stop now just below 36.15?<Anonymoushttps://www.blogger.com/profile/00048689427183322562noreply@blogger.com