ActiveTrader 2012-07 | Money management roundup
Author: Eugene
Creation Date: 6/5/2012 4:41 AM
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Eugene

#1
This month we're not publishing any strategy code. In July 2012 Trading System Lab, we applied six different money management techniques to a trend-following system:

* Percent equity
* Winning streak money management
* Winning percentage position sizing
* Drawdown/Runup money management
* Timid/Bold equity
* Win increases (also known as "Equity momentum")

The MS123 PosSizers library is required. Install the extension from our website and restart Wealth-Lab.

Find out what happens in the ActiveTrader Magazine article: Trading System Lab - Money management roundup
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zozzy

#2
Eugene,

I find this topic fascinating. But, it's not clear to me how to take advantage of all these PosSizers. I think that I have MS123 PosSizers library installed, but I'm not certain. How would I know?

When I open the PosSizer in the Data Section on the left, I see 5 PosSizers ranging fom "Avg Down..." to "Pct Winners...". None of those mentioned in your post appear. How would I add them?

I hate to ask "obvious" questions, but the answers are not yet obvious to me.

Thanks for your patience.

Bob
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Eugene

#3
Bob,

The library is not installed. If you're a customer, follow the website tutorial on installing extensions and and the WL User Guide chapter on Extension Manager. Don't forget to restart WLP.
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