Invest Available Cash In a Security

If you have a trading system that is not fully invested 100% of the time and you want to invest that cash into a security like a bond fund or a money market fund then you can use this money management script to do that for you.

Steps:
- Download this money management script
- Update your trading system
- Add this script to your trading system
- Update the "Cash To Equity" field and set it to the security you want to invest in when your strategy has some available cash

By default the cash to equity symbol is set to "TLT" (iShares Barclays 20+ Yr Treas.Bond (ETF)).

Example:
The following trading system consists of a simple trading rule that enters long any NASDAQ100 stock if its RSI crosses above 85 threshold.
Buy = rsi(14) > 85;
When the money management script is applied to the above strategy, we notice an small improvement in the system return and a decrease of the maximum drawdown and the volatility of the trading system. This of course translates into an increase in the Sharpe ratio.

Technical Analysis

• ADX Trading System
• Hull Moving Average Strategy - Multi Time Frame Trading System
• Average Daily Return per Year/Month Table
• Channel Drawing Tool
• Number of Stocks Making a new 52-Week Low - Market Indicator
• Alpha/Jensen index of a Security
• Drawdown: Long and Short
• Indicator Switch
• Fractal Adaptive Moving Average - FRAMA
• BSE Main and Sectoral Indices
• More trading objects...

Fundamental Analysis

• Historical Earnings Surprise, EPS and Consensus Data
• History of dividend payment for stocks in the US stock market
• S&P 500 - Price to earnings ratio
• NSE Board Meetings
• Media sentiment alerts
• BAA Corporate Bond Yield Forecast
• Yahoo News
• Index Investment Data for U.S. Futures Markets
• Penny Stock News Picks
• Economic Data - Retail Trade Report
• More trading objects...