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I think you will need to use the advanced portfolio backtest coding
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 12/16/05, cagigas00 <cagigas00@xxxxxxxx> wrote:
> Hello everyone,
>
> I am new with Amibroker. I can develop moving average crossover
> systems and more complicated things like an ATR breakout or something
> similar, but to do what I want I need your help.
>
> I want to test my trading system with a half-on-loss strategy which
> means that if previous trade was a loser I reduce half my risk which
> is currently 6% of trading capital. I'll explain:
>
> initial risk for my position = 6% of trading capital i.e. if
> equity=8000 and my stop is at 1ATR then I buy 8000*0.06/ATR number of
> shares. But if previous trade was a loser then I trade 3% of risk.
>
> Can you reply with some code so I can play with it?
>
> Many thanks :-)
>
> Oscar
>
>
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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