The WTSUG meeting on Wednesday, June 28, 2006 was held from 7:00pm to 10:00pm at Potomac Libary of Montgomery County, 10101 Glenolden Drive, Potomac, MD 20854.

Agenda:

Mathemagician will lead-off the evening with an update of his excellent presentation at TradeStationWorld in Las Vegas last September. The presentation begins with a general introduction of constant-account-equity position sizing and a survey of public-domain position sizing methods (e.g. constant contract, constant risk, constant volatility). Next will be a discussion of variable-account-size methods (i.e. compounding, a.k.a. money management) with a survey of public-domain methods (e.g. Fixed Fractional, Fixed Ratio, Optimal F). Throughout the presentation, the emphasis will be on application of the concepts using Tradestation and sample EasyLanguage code will be provided wherever possible.

Goose will follow with a 45-60 minute segment on “Easy Language Challenges”. Plans are to address about 10 EL problems and show how to program the results, live, on the screen with the participation of the audience.