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AceTrader wrote:
>I am looking for position sizing and money management coding for T2Ki
>and wondering anyone can give me any guidance. Thanks in advance.
I just happened to post some position sizing code to my web site
just now. It's a function that calculates a quantity to trade based
on a position sizing model you select.
See http://unicorn.us.com/trading/el.html and click on _ProSizerQty.
"This is a companion EL function to ProSizer, my Excel tool for finding
the best position sizing model for your trading strategy. Once you have
settled on a model, simply call this function to get the quantity of
contracts to trade on the next order. See the ProSizer documentation for
information on how all the position sizing models work."
You DON'T need to have ProSizer to use this function, however.
ProSizer just lets you determine the optimum position sizing model
parameters for your maximum acceptable drawdown.
ProSizer is at http://unicorn.us.com/trading/prosizer.html
Documentation is at http://unicorn.us.com/trading/prosizerdoc.html
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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