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I got several requests for my spreadsheet. Apparently the size
filters are smaller than I thought; it didn't make it through even as
a 16kb zipped file. So you can grab a copy at:
ftp://ftp.frii.com/pub/fritz/possize.xls
I've improved it a bit from the version I sent to Dennis. Column A
is the "meltdown switch:" If the cell in column A is blank, it will
generate a "good" trade (75% wins), and if the cell is non-blank, it
will generate a "meltdown" trade (25% wins). Right now it has 30
good, 20 meltdown, and 20 good trades. You can copy/paste to add
more trades if you want, and create your own meltdowns wherever you
want them by adding nonblank values into column A.
Column B randomly generates the P/L for the trades. For this simple
example, the trades range from $0 - $5000 offset by either 25% (good
trades) or 75% (meltdown trades).
If you preferred, you could replace column B with the actual P/L of
your system's trades. Naturally, the "meltdown switch" wouldn't
affect it then.
Columns D - I calculate the equity for the fixed-size account. By
default it starts out with the same leverage used by the pyramiding
account. If you want to experiment with different starting leverage,
just change the fixed-contract size in column D and it will propagate
to later trades.
Columns K - P calculate the equity for the pyramiding account.
Change the red value in cell K35 to change the amount of leverage.
E.g. setting it to 25000 will cause the spreadsheet to add one
contract for each additional $25k of account equity.
You can just hit Ctrl-S (save) to force a recalculation, which
generates a new random set of trades.
Enjoy!
Gary
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