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

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

Money Management Export Code


Figure 27.15 shows what the raw data look like for one market on a one-share
basis. Figure 27.15 is similar to Figure 26.3, except that the stop loss and money
management point (MMP) distances are excluded and replaced by the risk column
(column L). In this case, the risk column holds the distance between the entry price
(column K) and the MMP. Columns M and N hold the open and closed-out prof-
its at the end of the day. In this case, the stop-loss distance isn’t necessary for the
calculations, but when it is, it will be the same as the MMP distance and show up
in the risk column. The data in Figure 27.15 can either be entered manually one
day at a time for one market at a time (there is room for 60 system–market com-
binations), or imported from TradeStation with the help of a special export func-
tion created in TradeStation’s EasyLanguage, which can look as follows:

CHAPTER 27 Spreadsheet Development 337


FIGURE 27.13
First part of individual market summary.

FIGURE 27.14
Second part of individual market summary.
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