TradeStation Portfolio Maestro

About Money Management Strategies

Money management strategies, also known as position sizing strategies, are used to determine a position size based on various factors, such as equity, trading range, risk, volatility, and others.

Portfolio Maestro allows you to test various money management strategies on portfolios as well as to test different assumptions about how position size and equity reinvestment is managed.

1. To access the money management strategies, click the Manage Strategy Groups icon from the Shortcut Bar, and click the Money Management tab.
2. Select the desired money management strategy from the Method drop-down list.
3. Each row represents describes an input for the selected money management strategy.

The following money management strategies are available, by default:

• None
• Fixed Amount by Market Value
• Fixed Amount by Price
• Fixed Amount with ATR Risk
• Fixed Amount with Margin
• Fixed Fractional by Market Value
• Fixed Fractional by Price
• Fixed Fractional with ATR Risk
• Fixed Fractional with Margin
• Fixed Fractional with Standard Deviation Risk
• Fixed Quantity
• Quantity per Amount