
In this area of the Portfolio Analyser window, one has the ability to specify a variety of Money-Management parameters such as margin available, maximum number of open trades and position sizes etc. Normally, these parameters override the original TradeStation strategy settings although these can be maintained if required.
Optimizing the money management is very important in the development of any trading system (often more so than the entry and exit conditions themselves). In order to help with this we have incorporated a Genetic Algorithm optimization component whose aim is to search the relatively large space of possible combinations in the shortest possible time.