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Graham,
Ignore my previous message. I found it.
profit=equity(1)-valuewhen(buy,equity(1));
if profit > 0 then rsk=3 else rsk=6
How can I see if previous trade was long or short?
Oscar
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--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> 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@xxxx> 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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