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• System Optimization And Money Management by L. Zamansky, Ph.D., and M. Stolz

  ARTICLE SYNOPSIS ...System Optimization And Money Management Most traders focus on optimizing the trading system rules and ignore money management rules until after the system rules have been established. Here's why you should test both sets of rules simultaneously. Modern charting and analysis software for traders is equipped with the ability to optimize inputs for a trading system. To optimize inputs, first, a system must be run for each combination of input values within the set limits and with a given setup. The result is a table that has for each set of input values a corresponding set of performance chara...

AUTHOR: L. Zamansky, Ph.D., and M. StolzDATE: AUG 1999SUBJECT: Money Management