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Andreas,
On Thu, 1 Jul 1999 22:28:38 +0200, you wrote:
>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.
Thank you very much for this info in Optimal f. It is seemingly the
kind of stuff that I' looking for to bring some money management into
my Excel-based system.
>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)
I had a look at Equis' web site, but couldn't find any information
when searching with "MSFL" or "file library". But if this library is
written to _access_ MetaStock data formats, it is not useful for me.
(Would be much more interested in a library to "simulate" MetaStock's
indicators in Excel.)
mfg rudolf stricker
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