Trading Systems and Money Management : A Guide to Trading and Profiting in Any Market
Three items of importance to note about the formulas for Figure 26.6 are that even though a trade is signaled on a one-share bas ...
To start the available equity calculation, in cell AH10 type: AG10. To calculate the available equity, in cell AH11 type: AG11 ...
dips below the zero line in the drawdown chart correspond to the downturns in the equity chart. Note in Figure 26.9 how the larg ...
In Figure 26.11, note how the values of both the two winning trades and the losing trades are larger than for the same trades in ...
nitely was a price to pay for the higher return as compared to the return from risking only 2 percent per trade in Figure 26.5. ...
indicates that we now are losing proportionally more money in the losing trades. The cost for making a profit has increased with ...
CHAPTER 26 Dynamic Ratio Money Management 323 FIGURE 26.14 Increased drawdown time. ...
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CHAPTER 27 Spreadsheet Development Now that we have learned how to build a simple spreadsheet to calculate f, let’s look at a mo ...
In Figure 27.2, the ending equity and the total return are the same as those in Figure 26.3. The average annual return is the co ...
The maximum and average margin requirements show how much of the total equity is tied up in one or several positions, as the hig ...
start tweaking that system any further to come to grips with the skew and kurto- sis. I’d rather start working on a new system t ...
INT(INDEX(TradeableEquity,ThisRow1)*(1/INDEX(NewSignals,ThisRow))/ MarginReqM4)*MarginReqM4)),IF(INDEX(ProfitM4,ThisRow)0, IND ...
tially the same as those in Figures 27.8 and 27.9, which are made with the help of my own professional spreadsheet. The monthly ...
month, not the trades themselves, which should have a set of few very specif- ic outcomes. Finally, we’ve already looked at the ...
my professional spreadsheet also has a chart over the drawdown distribution, as shown in Figure 27.11, which holds parts of the ...
linear, so that, for example, a positive equity for one market will not always mean a positive contribution to the portfolio equ ...
334 FIGURE 27.8 Total equity curve from spreadsheet. FIGURE 27.9 Drawdown curve from spreadsheet. ...
335 FIGURE 27.10 Monthly distributions from spreadsheet. FIGURE 27.11 Distribution of drawdowns from spreadsheet. ...
Likewise, just because a market has a high positive contribution doesn’t mean that it was the market that functioned best throug ...
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