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Can I use MSA with my automated trading system in TradeStation?

April 26, 2017Automated MSA system tradestation trading

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Can I use MSA with my automated trading system in TradeStation?

1 Answer

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10 Posted

MSA is designed as a stand-alone Windows program. However, it does include a TradeStation function called PSCalc (described in the appendix to the user’s guide) that can be used to automate the basic position sizing methods of MSA in TradeStation strategies. This function is not intended to duplicate the full functionality of MSA and does not include the dependency rules and equity curve crossover rules.