Fixed Fractional Position Sizing

Implements traditional fixed fraction position sizing (fixed percentage risk per trade). In this case, risk = (entry price - stop) * nbshares. If you have an account of $100,000, @ 1.5% risk, the first trade risk will be $1500. $1500 is not the same as margin used which depends on how tight a stop you choose. It is very easy to run out of margin in your account before you get to the amount of total risk you want on the account. In this case, the rejected trades will be logged in the statistics tab.

THis position sizing method allows three different account equity models: 1) core equity, 2) total equity, 3) reduced total equity. Core equity reduces available equity by the amount of open risk. If you risk 1% of your account per trade and have 4 positions open, the next trade that is opened (before others are closed) is 1% of 96%.

Total equity does not reduce amount risked byamount of open risk. If you risk 1% of your account per trade and have 4 positions open, the next trade that is opened (before others are closed) is 1% of 100%.

Reduced total equity is the same as core equity but adds back amount of locked in profits r reduced risk. So if you have 4 positions opened @1% risk, but 3 stops are rolled-up to break even, the next trade risk will be 1% of 99%.

VERY IMPORTANT: you should set the allowed # of positions to 10x what you intend in the strategy tab but set the # of allowed positions to your intended # in teh MM script input. I.e. if you want 4 allowed simultaneous positions, set the number to 40 in the trading strategy tab and select a value of 4 in the MM script input.

Technical Analysis

• Set the First Trading Bar Values to Not a Number
• AccuTrack Indicator
• Return Since a Specific Condition Occurred
• Market Timing Rules - Used to construct profitable trading strategies
• Stochastic Cross Test V1.0
• CloseHL Percent Rank Oscillator
• Money Index
• Mean and Standard deviation - Z-Score
• Historical High-Low Volatility: Parkinson
• Kaufman's Efficiency Ratio (Fractal Efficiency)
• More trading objects...

Fundamental Analysis

• Number of IPOs per Day - Trading Composite
• Currency Pairs Calendar Data
• Inventory to Sales Ratio - I/S Ratio
• Real Disposable Personal Income
• Analyst comments
• Historical Jobless Rate
• NYSE Margin Debt
• S&P 500 Earnings and Price Earnings Ratio Estimations
• Super Stock Screener Ranking System
• Permabear Sentiment Index
• More trading objects...