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Home - MS123.PosSizers

Description

MS123.PosSizers is the library of money management methods for Wealth-Lab 6. It includes the following techniques to size positions:

• Constant Risk
• Control Drawdown
• D-VaR position sizing
• Drawdown/Runup
• Equity Breakout
• Extraordinary opportunities
• Fixed Ratio
• Graded equity percentage
• Increasing risk % with growing equity
• Kelly criterion
• Larry Williams method
• Limit monthly drawdown
• Losing streaks
• Market's Money
• No Profit/Loss Sharing
• Percent volatility
• Percent Winners Pos.Sizing (% Equity)
• Portfolio Balancing
• Portfolio Heat
• Position Options (many helpful and time-saving options)
• Position sizing with the Trend
• Priority adjustment
• Pyramiding
• Random
• ROR as Benchmark
• Secure F
• Spread Equity Equally
• Timid/Bold Equity
• Trade Outcome
• TSSF (Trading System Safety Factor)
• Trading the Equity Curve
• Win Increases (Equity momentum)
• Winning streaks
• Withdrawal
  

Download Project Source (demo version 2011.11)

PosSizers included in this demo solution:

• Random PosSizer - in two versions, demonstrating how to inherit from BasicPosSizer+PosSizerSettingsBase and from PosSizer+ ICustomSettings
• Limit Average Volume: limits positions to selected percent of average volume over selected number of days (option exists in Position Options)
• Script-based Percent Equity: sizes position according to a % of equity passed as a Position.Tag value (double) or via SetShareSize (option exists in Position Options)
  

You can find its zipped source code by clicking on "Attachments" on top of the page.

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Wealth-Lab customers who can't see "Attachments" - please visit Support section at wealth-lab.com.