Home - MS123.PosSizers
Modified on 2021/03/13 12:49 by Eugene — Categorized as: 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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with a SEPARATE Wiki account authorized by Wealth-Lab staff for this purpose! Logging in on the wealth-lab.com site is NOT enough.
Wealth-Lab customers who can't see "Attachments" - please visit Support section at
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.