THE GRAIL changes the art of trading financial markets into a mechanical approach.
Grail Position Sizer : This document will show you in 5 easy steps, how to implement 7 different money management strategies onto any trading system. All EasyLanguageTM code included.
Computer Assisted Strategy Builder
The CASB is specifically suitable for hedge fund, asset and portfolio managers or any individual trader who are in need of trading systems for improved diversification. CASB is equally suitable for day traders since it can be specifically set to model day trading systems.
TradeStationTM 9, TradeStationTM 2000i and EasyLanguageTM are registered trademarks of TradeStation Technologies, Inc.
Neither TradeStation Technologies nor any of its affiliates has reviewed, certified, endorsed, approved, disapproved or recommended, and neither does or will review, certify, endorse, approve, disapprove or recommend, any trading software tool that is designed to be compatible with the TradeStation Open Platform.
This document will show you in 5 easy steps how to implement any of the following money management strategies onto your own system: %Margin, %Risk, Optimal f, Diluted Optimal f, Kelly Criterion, Diluted Kelly and %Volatility.
For illustrative purposes, the report uses a basic MACD system to show you exactly how to convert any system that trades in a fixed trading size into a system that vary its position size. This will allow the system to optimally reinvest trading profits.
By applying money management strategies to optimally vary position size, the performance of your trading system can be boosted substantially! Research has proven that about 90% of the variance in performance between portfolio managers is due to variable position sizing.