Trade Position Sizer LITE (Free) & Pro Released in Groups – Powered by Our Stochastic Backtest Engine

mcdon030
Feb 21
2 min read

We just dropped two new trade position sizing models straight into the Groups section for the MarketFragments trading community.

Position Sizer LITE – Free Version

Start simple and test fast:

4 clean Trade Plans (Basic RR, Runner, Basic+Scale, Basic+Time)
ALMA entries + ATR stops
Fixed 2-share sizing
Backtest shows only Win Rate + Wins/Losses

Perfect for quick strategy evaluation and learning risk management trading.

Link: https://www.marketfragments.com/group-page/free-indicators/discussion/7600be31-3bea-486d-a3f4-bf31eef8fa74

Position Sizer Pro – Full Power

For traders who want every edge:

30+ advanced Trade Plan combinations
Grid-Based Targeting (10 optimized settings)
HMM Volatility Sizing (dynamic 0.25x–2.5x)
Complete stats (SQN, Expectancy, Profit Factor, Max DD, etc.)

Both are ready-to-import ThinkScript files with full custom trading code you can modify and share.

Link: https://www.marketfragments.com/group-page/indicators/discussion/f8ec2538-ffe2-439d-862e-e59dfd9a0a31

Built on Our Internal Backtest Engine

These tools are the first public release from our proprietary Python backtesting engine.

Every setting has been rigorously tested using:

Stochastic risk models (Geometric Brownian Motion + Jump Diffusion)
Monte Carlo simulations (thousands of price paths)
Dynamic Risk Analyzer for probability-weighted stops, targets, and sizing
Grid-based congestion/pivot analysis

This exact testing pipeline — indicator combinations, regime detection, risk metrics (VaR/CVaR, P(SL/TP)), and dynamic adjustments — is what powers the upcoming multi-agent Trade System Generator.

That system will automate the full workflow (combinations, optimization, backtesting, forward testing) through specialized agents with controlled feedback loops (max 3 iterations per process). While we protect the full IP, these Position Sizers let you use proven components today.