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You will need to use the advanced portfolio backtest code to assign
trade size on past performance
--
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 12/20/05, cagigas00 <cagigas00@xxxxxxxx> wrote:
> This way I trade with a fixed risk of 6% of equity and several
> positions to find the better combination of positions and risk:
>
> //-----------------------------------
> n=Optimize("num positiones",2,1,6,1);
> SetOption("MaxOpenPositions", n );
>
> rsk=Optimize("riesgo",6,1,16,1);
> Risk = rsk*0.01* Equity(1);
> Shares = risk/ATR(10);
> PositionSize = shares * BuyPrice;
> //-----------------------------------
>
> How can I reduce the risk to 3% after a loss. If previous trade was a
> loser then rsk=3. How can I write that in AFL?
>
>
>
>
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