Trading Systems and Money Management : A Guide to Trading and Profiting in Any Market

its and losses came in relation to the equity of the portfolio. Altering the fraction- al amount risked per trade also might cha ...

{The RiskCalc variable is necessary for the Money Export function, and should be placed adjacent to the stops and exits.} {1} Va ...

Variables: {2} MoneyExport(True); If MoneyExport = True Then Begin Variables: MP(0), TT(0), FileName(""), TradeString(""), OldSt ...

{5} If DateToJulian(Date) >= FirstExpDate Then Begin If DateToJulian(Date) - DateToJulian(Date[1]) > 1 Then Begin; For Mis ...

PosProfit = EntryPrice - Close; End; MP = MarketPosition; TT = TotalTrades; If TT > TT[1] and MP <> MP[1] Then Begin If ...

The first part of the code only needs to be done once, on the very first bar on the chart. Within that part of the code, we mak ...

CHAPTER 28 Combined Money Market Strategies With all the bits and pieces in place, let’s bring things to a conclusion by looking ...

not done so before because the drawdown is not a core system characteristic. It still isn’t, and we are not optisizing any of th ...

Before we comment on the results of the strategies, a few things must be noted. First, note in Table 28.2 that the number of tra ...

evolved over the course of the book, you can compare these results with those in Tables 10.5, 20.3, and 21.3. As with most strat ...

CHAPTER 28 Combined Money Market Strategies 347 FIGURE 28.1 Strategy 1 equity curve. FIGURE 28.2 Strategy 1 drawdown curve. ...

cutting the losses short and letting the profits run, to create profitable trading peri- ods rather than profitable trades. The ...

Strategy
Long-term filter: RS system No. 1
Short-term systems: Both stop-loss and trailing-stop versions of the Meander syst ...

350 PART 4 Money Management FIGURE 28.3 Strategy 2 equity curve. FIGURE 28.4 Strategy 2 drawdown curve. ...

The strategy was tested with a 1.5 percent risk per trade: when any of the exits for the trailing-stop version of the system wer ...

STRATEGY 3
Long-term filter: RS system No. 1
Short-term systems: The trailing-stop version of the volume-weighted aver- age ...

CHAPTER 28 Combined Money Market Strategies 353 FIGURE 28.6 The drawdown curve for Strategy 3. FIGURE 28.5 The equity curve for ...

to 0.81. Tables 28.6 and 28.7 can be compared to Tables 13.5, 19.1, and 20.5, which show the result during the development of th ...

the strategy is holding up really well in the current market is the fact that it has managed to set two new equity highs since t ...

Naturally, had I risked less, the drawdowns would have been smaller, but so would the ending equity and possibly the Sharpe rati ...