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Trading System Template: Position Sizing Techniques

by QuantShare, 2728 days ago
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With this trading system template, you will be able to test your strategy with different position sizing techniques quickly and effectively. By using this template to build your trading system then by clicking on the optimize button, QuantShare will backtest your strategy five times, each time using a different position sizing technique.

The different money management techniques are:
Position Sizing: Fixed Dollar Amount
Fixed Risk per Trade - Position Sizing
Historical trading volatility-based system to adjust trade sizes
Investing in stocks using the Kelly criterion money management strategy
Averaging Down Money Management Strategy

You can also find more information in this blog post:
5 position sizing techniques you can use in your trading system

This template is a great way to discover which position sizing method works best with your strategy. You can also update and optimize the different money management variables. For instance, the Kelly criterion script allows you to define number of trades to use in the calculation of Kelly% as well as the maximum number of positions or trades to allow in the portfolio. You can update or optimize these variables directly from the simulator manager form.

This template implements the different position sizing scripts plus an additional one that create a global variable. This global variable is used to control which script to enable and which one to disable.

To save this trading system as a template, open it then click on "Save as Template".
To create a trading system from a template, open the simulator manager then select "New from template" under the "New" button.


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Type: Trading System

Object ID: 1122


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Technical Analysis


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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.