![]() ![]() ![]() ![]() Here is how to optimize a variable using the Kelly Criterion script: - Create a new trading system then add the Kelly Criterion money management script to it - In the simulator manager (Analysis - Simulator), select your trading system - In the right panel, under the Kelly Criterion tab, you will see the different money management variables that you can update - Max Positions for example allows you to define the maximum number of positions that your portfolio can hold at any moment - Click on the icon under Max position to display the optimize settings - Type the from, to and increment by numbers then click on Save Money Management Inputs - Click on Optimize Optimizing variables of a money management script is a very powerful feature that you will not find anywhere else.Position sizing is very important and if applied correctly, it can dramatically improve your strategy performance and help you avoid ruin.The default QuantShare position sizing method is based on a fixed percentage of the current portfolio equity.Here is an example of how this works: Your portfolio equity is 10,000 and the maximum number of positions allowed in the portfolio is five. ![]()
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