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[amibroker] Re: Daily profit or loss limitation



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Trading Reference Links

Sincere apologies, but I may have told you wrong.  I just realized 
that this doesn't work the way I thought it did, exiting individual 
positions instead of the entire portfolio.

Maybe one of the other posters can tell me/us the flaw?


Luck,

Sebastian 

--- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia" 
<sebastiandanconia@xxxx> wrote:
>
> I use this as part of a "Sell" condition with an EOD portfolio-
level 
> stock system.  Sells all positions when there's a drawdown of -5% 
from 
> the peak equity of the past 60 days.
> 
> Cross(Equity(),HHV(Ref(Equity(),60),-1)*.95)
> 
> 
> Luck,
> 
> Sebastian 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "willem1940" <w.j.a.struyck@xxxx> 
> wrote:
> >
> > I would like to stop trading futures every day once a certain 
> > cumulative loss or profit has been reached for that day.
> > I don't seem to be able to write the lines in my AFL that would 
take 
> > care of this condition.
> > Can anyone point me in the right direction?
> > Thanks.
> > 
> > Willem jan
> >
>







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