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Actually, the formula I gave you doesn't look into the future, but
takes the highest equity value of the PREVIOUS 60 days, using the Ref
(),-1 instruction. That still doesn't help, though, because it only
refers to the equity of a specific holding and not the total
portfolio.:(
I'm trying to solve this, too, but I'm not sure how to proceed. An
index could be created (using AddtoComposite), then a "sell" rule
written based on a -X% loss or +X% gain for that index. But the
index wouldn't be dynamic, it would have a fixed number of securities
all the time, which wouldn't work for your situation.
The only other idea I had is to try using EnableRotationalTrading and
see if I could create a Score formula that would give me what I want.
Sorry I can't be more helpful, but I'll post if I come up with
something that works.
Luck,
Sebastian
--- In amibroker@xxxxxxxxxxxxxxx, "willem1940" <w.j.a.struyck@xxxx>
wrote:
>
> 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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