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The condition you use is HHV Equity() in last 60 days. This means
you look into the future and indeed does not work for my problem.
I aim to stop trading futures any particular day after a certain
profit or loss is reached.
I tried to work with the equity() function but can't get my fingers
under it. Don't know how to use the new equity() position after buy
or short or sell or cover in the subsequent buy/short/sell/cover
rule.
Willemm jan
--- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia"
<sebastiandanconia@xxxx> wrote:
>
> 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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