Now you can write systems that size trades based on Optimal-F
- You get the complete explanation of how the code works.
- This is based on the original work of Ralph Vince
Ralph Vince pioneered the issue of how to maximize profits back in the 1980’s. He worked with Larry Williams to help him trade a $10,000 account into over $1,000,000 in less than a year and win the Robbins trading contest in the process. The unique math behind this concept is now embodied in TradeStation code and you can see how it affects your own trading. You can take the function to compute the Optimal-F number of contracts and use it in your own system. This methodology involves high risk while shooting for high returns and is not for the faint of heart. You get fully disclosed and unprotected code to the user function to compute Optimal-F contracts and a sample system showing you how to use it. In addition you get a copy of the Mar/Apr 97 issue of TS Express with the feature article “Beyond Optimal-F”. This explains the concept theory behind Optimal-F and suggests an alternative strategy that is less risky.