MS123 PosSizer Library
by MS123 (Eugene)

Download Extension

This is the library of money management methods for Wealth-Lab 6. The following techniques to size positions are included:

* Constant Risk
* Control Drawdown
* Drawdown/Runup
* D-VaR position sizing
* 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 Heat
* Portfolio Balancing
* Position Options (many helpful and time-saving options)
* Position sizing with the Trend
* Priority adjustment
* Pyramiding
* Random PosSizer (random position size)
* 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

Demo source code is available here: Wealth-Lab Wiki

Read More...

Publisher: MS123
Category: Addin
Version: 2020.09
Licence: Freeware
Availability: Pro and Developer
# of Downloads: 162
Forum posts: 7
Rating:
1 2 3 4 5
Loading...
Loading...
2020.09 (08/30/2020 08:44 AM)
New: Position Options: "Limit Size to % Equity" to limit the position size to a % of equity (for Max % Risk etc.)
2019.12 (11/29/2019 02:55 PM)
Change: TSSF: "Include raw trades (ghost trading)" disabled and ignored due to a bug
2019.07 (06/29/2019 11:17 AM)
New: Position Options: "Max open symbols" to limit the total number of symbols with open positions
Fix: Position Options: "Don't reinvest" could penalize losing systems
2017.10 (09/29/2017 02:44 PM)
Change: Winning & Losing Streaks: Updated logic for consistent backtests and realistic Alerting
2017.07 (07/01/2017 05:33 AM)
Change: "Use T+3" turns into "T+2" for trades on or after Sept 5. 2017 with accordance to upcoming SEC regulation
2017.04 (03/30/2017 07:56 AM)
New: option "Use T+3" reject new trades if there are insufficient funds due to settlement
Fix: "Position Options": bug fix. Several options ("Script-based % equity", "Size cap for Max % Risk", "Limit total invested amount") ignored "Don't reinvest" option
Change: Wealth-Lab 6.9 or higher required to install or update
2016.09 (08/29/2016 09:31 AM)
Fix: "Position Options": major bug fix. Some options which reject trades ("Take only long/short", "Reject on Priority", "Candidate count filter") were ignored if "Skipped trade solution" was activated
Fix: "Spread Equity Equally": due to an inherent bug, option "Cash" is depreciated (is now made to return result equal to the "Equity" option that functions correctly)
Change: upgraded to .NET Framework 4.5, Wealth-Lab 6.8 or higher required to install or update
2015.02 (01/15/2015 06:47 AM)
Fix: "Kelly": unexpected position size due to inclusion of open positions in formula
2014.11 (10/26/2014 06:25 AM)
New: "Portfolio Balancing" PosSizer (author leszek aka Leszek Mazur)
Fix: "Extraordinary Opportunity": minor change to size increase calculation

2014.02 (01/31/2014 03:58 AM)
New: "TSSF": ability to include the raw trades in TSSF calculation a.k.a. "ghost trading"
Fix: "Priority": reading settings can crash WL
Change: requires Wealth-Lab 6.6+
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).