PMKing Trading LLC
Practical Position Sizing
***** OMG *****
Table of Contents

1 Introduction

2 Position-Sizing Strategies Discussed

2.1 Fixed Size
2.2 Martingale
2.3 Fixed Dollar Amount
2.4 Fixed Percent
2.5 Averaging Down
2.6 Scaling In
2.7 Other Factors

3 System Comparisons


3.1  The Entry
3.2  The Exits
3.3  System Value
3.4  Comparison Attributes
3.5  System 6 – Fixed Size
3.6  System 7 - Martingale
3.7  System 8 – Fixed Dollar
3.8  System 9 – Fixed Percentage
3.9  System 10 – Averaging Down
3.10 System 11 – Scaling In
3.11 System Comparison Summary
3.12 System Equity Curves

4 Summary


System 6 Code
System 7 Code
System 8 Code
System 9 Code
System 10 Code
System 11 Code

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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