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> The only option he wasn't able to code in AFL was the "drawdown
> reduction mechanism (every time the turtle had a drawdown of 10%,
> they were told to reduce the trading capital by 20%).
Angelo: your programmer friend must be using an older version of AB. This can be easily implemented with CBT. In fact, it is a rule in a system I am trading. Reducing exposure when DD increases is the one of the best ways to prevent total ruin.
- Mark H.
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