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The Portfolio Money Management Algorithms (PMMA) were developed and released in 2023. The Portfolio Money Management Algorithms were developed to manage the combined trading systems equity curve intra-day. The ability to answer intra-day risk management questions for combinations of trading systems has become a focus in our algorithmic trading systems portfolios research. Typically, combined trading system portfolios end of day performance and risk analysis is measured with the Portfolio Calculator or the Multicharts Portfolio Trader.

Building a tool similar to the Money Management Algorithms, we found a way to measure the combined trading systems portfolio equity curve intra-day and in real time, down to one-minute intervals.
 

The Portfolio Money Management Algorithms are a series of indicator and strategy templates that allow us to measure and manage risk more incrementally so that portfolio level stop losses can be used intra-day.  

 

The Portfolio Money Management Algorithms include the Money Management Algorithms.

 

The Money Management Algorithm Tool was originally developed starting in 2005. It was developed as an individual trading system that provides an overlay of different technical analysis techniques and market indicators to be applied to the equity curve of the original strategy to decide when to trade the strategy. It is a “trading system for a trading system” and also known as also known as the Equity Curve Algorithms so the money allocated to trading systems can be managed.

​The Money Management Algorithms were developed out of necessity to answer “What If” questions based on timing the equity curve which became essential in our own market research and strategy development. There was not a tool that would efficiently allow us to answer these types of questions for both backtesting and automating strategies in live trading.

Portfolio Money Management Algorithms

  • Past performance is not indicative of future results.

    Contact Us for the latest performance information.

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