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Rudi
> >I am looking for the algorithm for calculating
> >Optimal f in Excel. So if somebody could help
> >me with either the formula or even the Excel-code
> Are you looking for a special indicator "f"? Or are you talking about
> general optimization setup in Excel?
<Quote On>
Optimal F is a money management concept introduced
by Ralph Vince in two books, Portfolio Management
Formulas: Mathematical Trading Methods for the
Futures, Options, and Stock Markets (Wiley, 1989) and
The Mathematics of Money Management: Risk Analysis
Techniques for Traders (Wiley, 1992).
<Quote Off>
I found this explanation somewhere on the web. Optimal f seems to calculate
optimal position sizes based on previous results from your trading system.
> >I just bought the
> >Metastock file library and I'm looking for some
> >clues on how do it best - round and angular wheels
> >have already been invented, I would rather not invent
> >them again.
>
> Is this an Excel library of MetaStock indicators? Where did you get
> it? - And let me know, if you have special questions on e.g. model
> setup, optimization, etc in Excel.
It's a library to access metastock data from within VBA. You find the MSFL
on the Equis-Site (you have to dig deep - it took me several minutes to
find it)
Andreas
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